WebCab Options and Futures Web Services for .NET v3.1

EuropeanEvaluation Members

EuropeanEvaluation overview

Public Instance Constructors

EuropeanEvaluation ConstructorEstablishes a connection to this XML Web service.

Public Instance Methods

Call Calculates the present value of a European call option in accordance with the Black-Scholes model on an investment asset which does not make any cash payments to holders (such as dividends, coupons or interest payments).
CallOnCurrency Evaluates the value of a European call option on a currency.
CallOnCurrencyWithExplicitTime Evaluates the value of a European call option on a currency.
CallOnFutures Depricated XML Web service by OptionsOnFutures, in particular CallOnFutures.
CallOnFuturesWithExplicitTime Depricated XML Web service by OptionsOnFutures, in particular CallOnFutures.
CallOnIndex Evaluates the value of a European call option on an index (for example the SP500 (US), FTSE100 (UK)).
CallOnIndexWithExplicitTime Evaluates the value of a European call option on an index (for example the SP500 (US), FTSE100 (UK)).
CallPut Calculates the present value in accordance with the Black-Scholes model of a European call and put option with the same strike and time to maturity on an investment asset which does not make any cash payments to holders (such as dividends, coupons or interest payments).
CallPutWithExplicitTime Calculates the present value in accordance with the Black-Scholes model of a European call and put option with the same strike and time to maturity on an investment asset which does not make any cash payments to holders (such as dividends, coupons or interest payments).
CallWithDividends Calculates the present value in accordance with the Black-Scholes model of a European call option on an equity investment which pays dividends during the options life.
CallWithDividendsWithExplicitTime Calculates the present value in accordance with the Black-Scholes model of a European call option on an equity investment which pays dividends during the options life.
CallWithExplicitTime Calculates the present value of a European call option in accordance with the Black-Scholes model on an investment asset which does not make any cash payments to holders (such as dividends, coupons or interest payments).
CallWithYield Calculates the present value of a European call option where the underlying asset pays a continuous yield.
CallWithYieldWithExplicitTime Calculates the present value of a European call option where the underlying asset pays a continuous yield.
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.
PayOffCall Calculates the payoff at maturity from a European call option.
PayOffPut Calculates the payoff at maturity from a European put option.
Put Calculates the present value in accordance with the Black-Scholes model of a European put option on an investment asset which does not make any cash payments to holders (such as dividends, coupons or interest payments).
PutOnCurrency Evaluates the value of a European put option on a currency.
PutOnCurrencyWithExplicitTime Evaluates the value of a European put option on a currency.
PutOnFutures Depricated XML Web service by OptionsOnFutures, in particular PutOnFutures.
PutOnFuturesWithExplicitTime Depricated XML Web service by OptionsOnFutures, in particular PutOnFutures.
PutOnIndex Evaluates the value of a European put option on an index.
PutOnIndexWithExplicitTime Evaluates the value of a European put option on an index.
PutWithDividends Calculates the present value of a European put option on an equity investment which pays dividends during the options life.
PutWithDividendsWithExplicitTime Calculates the present value of a European put option on an equity investment which pays dividends during the options life.
PutWithExplicitTime Calculates the present value in accordance with the Black-Scholes model of a European put option on an investment asset which does not make any cash payments to holders (such as dividends, coupons or interest payments).
PutWithYield Evaluates the present value of a European put option where the underlying asset pays a continuous yield.
PutWithYieldWithExplicitTime Evaluates the present value of a European put option where the underlying asset pays a continuous yield.
ToString (inherited from Object)Returns a String that represents the current Object.
TotalValue Evaluates the total value of a portfolio of options (and possibly other derivatives) on a non-dividend (or coupon) paying asset in accordance with the Black-Scholes model.

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

EuropeanEvaluation Class | Options Namespace