예제 #1
0
        private double computePayOff()
        {
            var dic = new Dictionary <string, decimal>();

            for (var shareId = 0; shareId < Option.UnderlyingShareIds.Length; shareId++)
            {
                dic.Add(Option.UnderlyingShareIds[shareId], (decimal)Spots.Last()[shareId]);
            }
            return(Option.GetPayoff(dic));
        }