public override double payoff(double S1, double S2)
{
if (w == 1) // Best
{
return(Comparisons.Max(S1, S2, K));
}
return(Comparisons.Min(S1, S2, K));
}
public override double payoff(double S1, double S2)
{
if (type == 1) // Comparisons.Max
{
return(Comparisons.Max(w * Comparisons.Max(S1, S2) - w * K, 0.0));
}
return(Comparisons.Max(w * Comparisons.Min(S1, S2) - w * K, 0.0));
}
public override double payoff(double S1, double S2)
{
return(Comparisons.Max(S1 - S2, 0.0)); // a1S1 - a2S2 in general
}
public override double payoff(double S1, double S2)
{
double min = Comparisons.Min(S1, S2);
return(Comparisons.Max(w * (n1 * S1 + n2 * S2 - K), 0.0));
}
public override double payoff(double S1, double S2)
{
double max = Comparisons.Max(S1, S2);
return(Comparisons.Max(w * (max - K), 0.0));
}
public override double payoff(double S1, double S2)
{
return(Comparisons.Max(w * ((I1 / S1) - (I2 / S2)) - w * K, 0.0));
}
public override double payoff(double S1, double S2)
{
return(Comparisons.Max(w1 * (S1 - K1), w2 * (S2 - K2), 0.0));
}
public override double payoff(double S1, double S2)
{
double sum = a * S1 + b * S2;
return(Comparisons.Max(w * (sum - K), 0.0));
}
public override double payoff(double S1, double S2)
{
return(fer * Comparisons.Max(w * S1 - w * Kf, 0.0));
}