BinomialSetPrecision Method

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.

Namespace: FinMath.Derivatives
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

Copy

public void SetPrecision(
	double precision
)

Parameters

precision: Type: SystemDouble
Desired option value precision. Must be positive.

Reference

Binomial Class

FinMath.Derivatives Namespace

BinomialAddLanguageSpecificTextSet("LST1006A952_0?cpp=::|nu=.");SetPrecision Method

Parameters

Reference

BinomialSetPrecision Method