C# (CSharp) Comparisons.Min示例

示例#1

    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));
    }

示例#2

    public override double payoff(double S1, double S2)
    {
        if (w == 1)                     // Best
        {
            return(Comparisons.Max(S1, S2, K));
        }

        return(Comparisons.Min(S1, S2, K));
    }

示例#3

    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));
    }