Exemplos de QLNet Utils.unsafeSabrVolatility em C# (CSharp)

Exemplo n.º 1

 protected override double volatilityImpl(double strike)
 {
     return(Utils.unsafeSabrVolatility(strike, forward_, exerciseTime(), alpha_, beta_, nu_, rho_));
 }

Exemplo n.º 2

        protected override double varianceImpl(double strike)
        {
            double vol = Utils.unsafeSabrVolatility(strike, forward_, exerciseTime(), alpha_, beta_, nu_, rho_);

            return(vol * vol * exerciseTime());
        }