 CallBinary |
Evaluates a Binary call options value in accordance with the Black-Scholes model when the value of the associated Binary put options (see notes below), prevailing risk free interest rate and time to expiry are known.
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| CallBinaryWithExplicitTime |
Evaluates a Binary call options value in accordance with the Black-Scholes model when the value of the associated Binary put options (see notes below), prevailing risk free interest rate and time to expiry are known.
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| CallEuropean |
Calculates the value of the European call option when the value of the corresponding put option (i.e. same underlying, strike and expiry date) is known.
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| CallEuropeanWithDividends |
Calculates the value of a European call option on an underlying asset which pays a continuous dividend when the value of the associated put option (i.e. same underlying, strike and expiry date) is known.
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| CallEuropeanWithDividendsWithExplicitTime |
Calculates the value of a European call option on an underlying asset which pays a continuous dividend when the value of the associated put option (i.e. same underlying, strike and expiry date) is known.
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| CallEuropeanWithExplicitTime |
Calculates the value of the European call option when the value of the corresponding put option (i.e. same underlying, strike and expiry date) is known.
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| Equals (inherited from Object) | Determines whether the specified Object is equal to the current Object. |
| 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. |
| GetType (inherited from Object) | Gets the Type of the current instance. |
| InterestBinary |
Evaluates the risk free interest rate in accordance with the Black-Scholes model when the value of a Binary put and call option on the same underlying asset, time to maturity and strike.
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| InterestBinaryWithExplicitTime |
Evaluates the risk free interest rate in accordance with the Black-Scholes model when the value of a Binary put and call option on the same underlying asset, time to maturity and strike.
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| InterestEuropean |
Calculates the implied risk free interest rate when the value of the European put and call options, and the market value of the underlying asset on which they depend in known.
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| InterestEuropeanWithExplicitTime |
Calculates the implied risk free interest rate when the value of the European put and call options, and the market value of the underlying asset on which they depend in known.
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| PutBinary |
Evaluates a Binary put options value in accordance within the Black-Scholes model when the value of the associated Binary call option (see notes below), prevailing risk free interest rate and time to expiry are known.
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| PutBinaryWithExplicitTime |
Evaluates a Binary put options value in accordance within the Black-Scholes model when the value of the associated Binary call option (see notes below), prevailing risk free interest rate and time to expiry are known.
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| PutEuropean |
Calculates the value of the European put option when the value of the corresponding call option (i.e. same underlying, strike and expiry date) is known.
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| PutEuropeanWithDividends |
Calculates the value of a European put option on an underlying asset which pays a continuous dividend when the value of the associated call option (i.e. same underlying, strike and expiry date) is known.
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| PutEuropeanWithDividendsWithExplicitTime |
Calculates the value of a European put option on an underlying asset which pays a continuous dividend when the value of the associated call option (i.e. same underlying, strike and expiry date) is known.
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| PutEuropeanWithExplicitTime |
Calculates the value of the European put option when the value of the corresponding call option (i.e. same underlying, strike and expiry date) is known.
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| ToString (inherited from Object) | Returns a String that represents the current Object. |
Finalize (inherited from Object)