/// <summary> /// Рассчитать параметр d1 определения вероятности исполнения опциона. /// </summary> /// <param name="deviation">Стандартное отклонение.</param> /// <param name="assetPrice">Цена базового актива.</param> /// <param name="timeToExp">Период опциона до экспирации.</param> /// <returns>Параметр d1.</returns> protected override double D1(decimal deviation, decimal assetPrice, double timeToExp) { return(DerivativesHelper.D1(assetPrice, Option.Strike, 0, 0, deviation, timeToExp)); }
/// <summary> /// To calculate the d1 parameter of the option fulfilment probability estimating. /// </summary> /// <param name="deviation">Standard deviation.</param> /// <param name="assetPrice">Underlying asset price.</param> /// <param name="timeToExp">The option period before the expiration.</param> /// <returns>The d1 parameter.</returns> protected virtual double D1(decimal deviation, decimal assetPrice, double timeToExp) { return(DerivativesHelper.D1(assetPrice, GetStrike(), RiskFree, Dividend, deviation, timeToExp)); }