Esempio n. 1
0
        public static double Payoff(double S, double X, EPutCall PutCall)
        {
            switch (PutCall)
            {
            case EPutCall.Call:
                return(FinMath.Call(S, X));

            case EPutCall.Put:
                return(FinMath.Put(S, X));

            default:
                return(0.0);
            }
        }