Binomial Methods |
The Binomial type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetAnnualDividendYield | Get annual dividend yield. (Inherited from OptionValuation.) |
| GetDividends | Returns copy of actual underlying asset discrete dividends list. |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetRiskFreeRate | Get risk-free interest rate. (Inherited from OptionValuation.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
 | ImpliedVolatility(Double, Double, Double, Double, Double, OptionType, OptionStyle, Int32, Double) | Computes the underlying asset implied volatility. |
| ImpliedVolatility(Double, Double, Double, Dividend, Double, OptionType, OptionStyle, Int32, Double, Double) | Computes the underlying asset implied volatility. |
| InitByOptionPrice(Double, Double, Double, Dividend, Double, OptionType, OptionStyle, Int32, Double) | Initializes object by option parameters. |
| InitByOptionPrice(Double, Double, Double, Double, Double, OptionType, OptionStyle, Int32, Double) | Initializes object by option parameters. |
| InitByVolatility(Double, Double, Double, Dividend, Double, OptionType, OptionStyle, Int32, Double) | Initializes object by option parameters. |
| InitByVolatility(Double, Double, Double, Double, Double, OptionType, OptionStyle, Int32, Double) | Initializes object by option parameters. |
| OptionValue(Double, Double, Double, Dividend, Double, OptionType, OptionStyle, Int32, Double) | Computes option value for underlying asset price with dividends using Vellekoop method. |
| OptionValue(Double, Double, Double, Double, Double, OptionType, OptionStyle, Int32, Double) | Computes option value. |
| SetAccelerationGranularity | Sets acceleration granularity. Clears all computed values. (Inherited from OptionValuation.) |
| SetAnnualDividendYield |
Set annual dividend yield (e.g. value 0.02 means that yearly dividends income equals to 2 % of the underlying asset stock price).
All computed values are forgotten after this change.
(Inherited from OptionValuation.) |
| SetDividends | Sets new list of the underlying asset discrete dividends. Clears all computed values. |
| SetPrecision |
Option value for asset with volatility equal to ImpliedVolatility return
should be in [OptionValue∙(1 - precision), OptionValue∙(1 + precision)].
Default value is 1e-7.
Clears all computed values.
|
| SetRiskFreeRate |
Set 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).
All computed values are forgotten after this change.
(Inherited from OptionValuation.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
| Update | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByOptionPrice(Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByOptionPrice(Double, Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByOptionPrice(Double, Double, Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByVolatility(Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByVolatility(Double, Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByVolatility(Double, Double, Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
See Also