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C# (CSharp) VanillaOption.exercise Examples
Programming Language:
C# (CSharp)
Class/Type:
VanillaOption
Method/Function:
exercise
Examples at hotexamples.com:
1
C# (CSharp) VanillaOption.exercise - 1 examples found
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VanillaOption.exercise
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Frequently Used Methods
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NPV(30)
setPricingEngine(30)
delta(9)
gamma(9)
theta(6)
vega(5)
rho(5)
Npv(2)
errorEstimate(2)
payoff(1)
setupArguments(1)
Delta(1)
impliedVolatility(1)
getCPtr(1)
Gamma(1)
dividendRho(1)
Vega(1)
Theta(1)
exercise(1)
Frequently Used Methods
NPV (30)
setPricingEngine (30)
delta (9)
gamma (9)
theta (6)
vega (5)
rho (5)
Npv (2)
errorEstimate (2)
payoff (1)
Frequently Used Methods
setupArguments (1)
Delta (1)
impliedVolatility (1)
getCPtr (1)
Gamma (1)
dividendRho (1)
Vega (1)
Theta (1)
exercise (1)
Example #1
0
Show file
File:
EquityIndexStrangleStrategy.cs
Project:
DerivAIS/PelicanVert
public Exercise exercise() { return(_option.exercise()); }