Exemplos de FlyAdjustment DeltaCalculator em C# (CSharp)

Exemplo n.º 1

 private static double CalcPutStrike(double strike)
 {
     return(DeltaCalculator.CalcDeltaValue(
                Param,
                Forward,
                strike,
                VolCalculator(strike, VolParameter),
                InitialTerm.CallPutType.put,
                Param.deltaType) + 0.25);
 }

Exemplo n.º 2

 private double DeltaFunctionOfStrike(double strike)
 {
     return(DeltaCalculator.CalcDeltaValue(
                Param,
                Forward,
                strike,
                Volatility,
                Type,
                DeltaType) - (int)Type * Number);
 }