OptionValuationUpdateByVolatility Method (Double, Double, Double, Double)

Updates option parameters.

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

Syntax

public void UpdateByVolatility(
	double stockPrice,
	double strikePrice,
	double timeToMaturity,
	double volatility
)

stockPrice: Type: SystemDouble
Stock price of the underlying asset.
strikePrice: Type: SystemDouble
Strike price of the underlying asset.
timeToMaturity: Type: SystemDouble
Time to the expiration date measured in years.
volatility: Type: SystemDouble
Volatility of the underlying asset.

OptionValuationAddLanguageSpecificTextSet("LST39C49C36_0?cpp=::|nu=.");UpdateByVolatility Method (Double, Double, Double, Double)