public double F(double t)
{
//bs._dayCount.CalcDayCountFraction(startDate: bs._valuationDate, endDate: bs)
//TODO: properly backout exerciseDay from timeFraction
var exerciseDate = bs._valuationDate.AddDays(Convert.ToInt32(t * 365.0));
return(bs.CalcPV(S: bs._spotPrice, sigma: bs._sigma, valuationDate: bs._valuationDate, exerciseDate: exerciseDate) - this.target);
}
public double F(double vol)
{
return(bs.CalcPV(S: bs._spotPrice, sigma: vol, valuationDate: bs._valuationDate, exerciseDate: bs._exerciseDate) - this.target);
}
