FinMath User Guide
FinMath User Guide
API Reference
FinMath.Derivatives
Binomial Class
BlackScholes Class
Dividend Structure
MonteCarlo Class
MonteCarlo.ExercisePayout Delegate
MonteCarlo.NextPrice Delegate
MonteCarlo.NextVolatility Delegate
OptionStyle Enumeration
OptionType Enumeration
OptionValuation Class
OptionValuation.ModelInputs Enumeration
OptionValuation.ModelOutputs Enumeration
PriceModel Enumeration
OptionStyle Enumeration
Option style.
Namespace:
FinMath.Derivatives
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
Copy
public
enum
OptionStyle
Members
Member name
Value
Description
European
0
European option.
American
1
American option.
Other
2
Custom option style.
See Also
Reference
FinMath.Derivatives Namespace
Copyright © 2020 RTC Lab (Deltix, Inc). All rights reserved.
Send comments on this topic to
RTMath, division of Deltix Inc