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BlackScholesInitByOptionPrice Method

Initializes object by option parameters.

Namespace:  FinMath.Derivatives
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public void InitByOptionPrice(
	double stockPrice,
	double strikePrice,
	double riskFreeRate,
	double annualDividendYield,
	double timeToMaturity,
	OptionType optionType,
	double optionPrice
)

Parameters

stockPrice
Type: SystemDouble
Stock price of the underlying asset.
strikePrice
Type: SystemDouble
Strike price of the undelying asset.
riskFreeRate
Type: SystemDouble
Risk-free interest rate (e.g. value 0.02 means that yearly risk-free income equals to 2 % of initial money amount if there is no capitalization of interest).
annualDividendYield
Type: SystemDouble
Annual dividend yield of the underlying asset (sense of this value is analogous to sense of riskFreeRate value).
timeToMaturity
Type: SystemDouble
Time to the expiration date measured in years.
optionType
Type: FinMath.DerivativesOptionType
Type of option (call/put).
optionPrice
Type: SystemDouble
Option price.
See Also