public double Payoff(double strike, double stockPrice, OptionCallType optionType, double payoff = 1)
{
double payoffAmount;
if (optionType == OptionCallType.Call)
{
if (stockPrice > strike)
{
payoffAmount = payoff;
}
else
{
payoffAmount = 0;
}
}
else
{
if (stockPrice < strike)
{
payoffAmount = payoff;
}
else
{
payoffAmount = 0;
}
}
return(payoffAmount);
}
public double StandardPayoff(double strike, double stockPrice, OptionCallType optionType, double payoff = 1)
{
double paysoffAmount = 0;
if (optionType == OptionCallType.Call)
{
if (stockPrice > strike)
{
paysoffAmount = stockPrice - strike;
}
else
{
paysoffAmount = 0;
}
}
return(paysoffAmount);
}
