Exemple #1
0
 public void parameterize(double strike, double volatility, double underlyingPrice, double daysToExpiry, double interestRate, bool isCall, bool isEuropean, double dayCountConvention)
 {
     RequestForQuoteServicesModuleLibrary.OptionPricerService.parameterize inValue = new RequestForQuoteServicesModuleLibrary.OptionPricerService.parameterize();
     inValue.strike             = strike;
     inValue.volatility         = volatility;
     inValue.underlyingPrice    = underlyingPrice;
     inValue.daysToExpiry       = daysToExpiry;
     inValue.interestRate       = interestRate;
     inValue.isCall             = isCall;
     inValue.isEuropean         = isEuropean;
     inValue.dayCountConvention = dayCountConvention;
     RequestForQuoteServicesModuleLibrary.OptionPricerService.parameterizeResponse retVal = ((RequestForQuoteServicesModuleLibrary.OptionPricerService.OptionPricingController)(this)).parameterize(inValue);
 }
Exemple #2
0
 RequestForQuoteServicesModuleLibrary.OptionPricerService.parameterizeResponse RequestForQuoteServicesModuleLibrary.OptionPricerService.OptionPricingController.parameterize(RequestForQuoteServicesModuleLibrary.OptionPricerService.parameterize request)
 {
     return(base.Channel.parameterize(request));
 }