MonteCarloSpecifyExpectedReturn Method |
Sets custom expected return for geometric brownian price model.
Clears all computed values.
Namespace: FinMath.Derivatives
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public void SpecifyExpectedReturn( double expectedReturn )
Parameters
- expectedReturn
- Type: SystemDouble
Expected return of the underlying asset.
See Also