public override double Moneyness(double maturity, double strike)
{
var c = affineDivCurveUtils.CashDivBpv(maturity);
var cAverage = affineDivCurveUtils.CashBpvAverage(0.0, maturity);
var g = affineDivCurveUtils.AssetGrowth(maturity);
var dk = g * (c - cAverage);
return(Math.Log((strike + dk) / (g * (spot + cAverage))));
}
public double Fwd(DateTime d)
{
double t = time[d];
return((Spot - divCurveUtils.CashDivBpv(t)) * divCurveUtils.AssetGrowth(t));
}
