Ejemplo n.º 1
0
        public static double ImpliedVolatility(double S, double X, double t, double r, double P, EOptionType OptionType, EPutCall PutCall, EOptionPrice Method)
        {
            int n = 0;

            switch (Method)
            {
            case EOptionPrice.Binomial:
                n = 100;
                break;

            case EOptionPrice.MonteCarlo:
                n = 100000;
                break;
            }
            double Eps = 0.001;

            return(FinMath.ImpliedVolatility(S, X, t, r, P, OptionType, PutCall, Method, n, Eps));
        }