PriceRangeStateful Constructor | Initializes a new instance of the PriceRangeStateful class. |
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. |
SetTime | Overloaded. 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. |
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. |
PriceRangeStateful Class | WebCab.COM.Finance.Options Namespace | PriceRangeStateless