WebCab Options and Futures for COM v3.1

PriceRangeStateful Members

PriceRangeStateful overview

Public Instance Constructors

PriceRangeStateful ConstructorInitializes a new instance of the PriceRangeStateful class.

Public Instance Methods

Equals (inherited from Object)Determines whether the specified Object is equal to the current Object.
ExpectedPrice Evaluates the future expected price of an asset modeled in accordance with the Black-Scholes model.
GetExpectedReturn Gets the expected return which has been set using SetExpectedReturn, SetPriceValuesDates, or SetPriceValues.
GetHashCode (inherited from Object)Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetInitialPrice Gets the initial price which has been set using SetInitialPrice.
GetPriceRange Evaluates the expected future price range in accordance with the Black-Scholes model to a given probability.
GetProbability Gets the probability which has been set using SetProbability.
GetTime Gets the time in years which has been set using SetTime(double).
GetType (inherited from Object)Gets the Type of the current instance.
GetVolatility Gets the volatility which has been set using SetVolatility.
RangeProbability Evaluates the probability of the asset considered lying within the future price range in accordance with the Black-Scholes model.
SetExpectedReturn Sets the expected return per year given in decimal format (1 percent = 0.01) of the asset being considered.
SetHighPrice Sets the high bound of the price range which is to be considered.
SetInitialPrice Sets the initial price of the asset which is used in the deduce the future price range, expected future price and probability associated with a price range.
SetLowPrice Sets the low bound of the price range which is to be considered.
SetPriceValues Sets the historical price series from which the expected return is estimated.
SetPriceValuesDates Sets the historical price series from which the expected return is estimated.
SetProbability Sets the probability in decimal format (1 percent = 0.01) which is used within the evaluation of the price range using GetPriceRange.
SetTimeOverloaded. Sets the period in years between the initial point in time and the point when the future expected return, price range probability or price range is evaluated.
SetVolatility Sets the (historical) volatility per year given in decimal format (1 percent = 0.01) of the asset being considered.
ToString (inherited from Object)Returns a String that represents the current Object.
VarianceOfPrice Evaluates the variance of the price distribution in accordance with the Black-Scholes model at some given future point in time.

Protected Instance Methods

Finalize (inherited from Object)Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object)Creates a shallow copy of the current Object.

See Also

PriceRangeStateful Class | WebCab.COM.Finance.Options Namespace | PriceRangeStateless