示例#1
0
 public RequestForQuoteServicesModuleLibrary.OptionPricerService.optionPriceResult calculate(double strike, double volatility, double underlyingPrice, double daysToExpiry, double interestRate, bool isCall, bool isEuropean, double dayCountConvention)
 {
     RequestForQuoteServicesModuleLibrary.OptionPricerService.calculate inValue = new RequestForQuoteServicesModuleLibrary.OptionPricerService.calculate();
     inValue.strike             = strike;
     inValue.volatility         = volatility;
     inValue.underlyingPrice    = underlyingPrice;
     inValue.daysToExpiry       = daysToExpiry;
     inValue.interestRate       = interestRate;
     inValue.isCall             = isCall;
     inValue.isEuropean         = isEuropean;
     inValue.dayCountConvention = dayCountConvention;
     RequestForQuoteServicesModuleLibrary.OptionPricerService.calculateResponse retVal = ((RequestForQuoteServicesModuleLibrary.OptionPricerService.OptionPricingController)(this)).calculate(inValue);
     return(retVal.@return);
 }
示例#2
0
 RequestForQuoteServicesModuleLibrary.OptionPricerService.calculateResponse RequestForQuoteServicesModuleLibrary.OptionPricerService.OptionPricingController.calculate(RequestForQuoteServicesModuleLibrary.OptionPricerService.calculate request)
 {
     return(base.Channel.calculate(request));
 }