public static double Rho(double S, double X, double t, double s, double r, PutCall PutCall)
{
return(FreeQuant.Quant.FinMath.Rho(S, X, t, s, r, FinMath.SPutCall(PutCall)));
}
public static double ImpliedVolatility(double S, double X, double t, double r, double P, OptionType OptionType, PutCall PutCall, OptionPrice Method)
{
return(FreeQuant.Quant.FinMath.ImpliedVolatility(S, X, t, r, P, FinMath.SOptionType(OptionType), FinMath.SPutCall(PutCall), FinMath.SOptionPrice(Method)));
}
public static double MC(double S, double X, double t, double s, double r, PutCall PutCall, int n)
{
return(FreeQuant.Quant.FinMath.MC(S, X, t, s, r, FinMath.SPutCall(PutCall)));
}
public static double Parity(double P, double S, double X, double t, double r, PutCall PutCall)
{
return(FreeQuant.Quant.FinMath.Parity(P, S, X, t, r, FinMath.SPutCall(PutCall)));
}
public static double Payoff(double S, double X, PutCall PutCall)
{
return(FreeQuant.Quant.FinMath.Payoff(S, X, FinMath.SPutCall(PutCall)));
}
public static double Theta(double S, double X, double t, double s, double r, PutCall PutCall)
{
return(SmartQuant.Quant.FinMath.Theta(S, X, t, s, r, FinMath.SPutCall(PutCall)));
}
public static double BM(double S, double X, double t, double s, double r, PutCall PutCall, int n)
{
return(SmartQuant.Quant.FinMath.BM(S, X, t, s, r, FinMath.SPutCall(PutCall)));
}
