public static double PayOffEvaluation(
[Parameter("PayOff")] ArgumentList payOff,
[Parameter("Point for evaluation")] double spot)
{
PayOffBase payOffBase = Factory.GetInstance <PayOffBase>(payOff);
// Note: In the above line there is an implicit conversion of payOff
// from type ArgumentList to type Dictionary<String, Object>.
// We could write this conversion explicitly in two steps:
// Dictionary<String, Object> payOffDictionary = payOff;
// PayOffBase payOffBase = Factory.GetInstance<PayOffBase>(payOffDictionary);
return(payOffBase.Payoff(spot));
}
public override double Payoff(double spot)
{
return(_volume1 * _payOff1.Payoff(spot) + _volume2 * _payOff2.Payoff(spot));
}
