PutCallParity Class

Applies the put-call parity for the evaluation of European and Binary options.

For a list of all members of this type, see PutCallParity Members.

System.Object
   PutCallParity

Remarks

That is, we implement put-call parity relations for:

1. Vanilla Options where the underlying asset does not pay dividends
2. Vanilla options where the underlying asset pays a continuous dividend
3. Binary Options where the underlying asset does not pay dividends

Requirements

Namespace: WebCab.COM.Finance.Options

Assembly: WebCab.COM.Options (in WebCab.COM.Options.dll)

See Also

PutCallParity Members | WebCab.COM.Finance.Options Namespace