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MonteCarloSetCustomPriceModelFunctions Method

Sets custom price model functions. This functions are used if and only if price model is PriceModel.Other. Clears all computed values.

Namespace:  FinMath.Derivatives
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
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public void SetCustomPriceModelFunctions(
	MonteCarloNextPrice nextPrice,
	MonteCarloNextVolatility nextVolatility
)

Parameters

nextPrice
Type: FinMath.DerivativesMonteCarloNextPrice
Next price function.
nextVolatility
Type: FinMath.DerivativesMonteCarloNextVolatility
Next volatility function. If volatility is constant nextVolatility should be null.
See Also