Public Instance Methods
 AsianMC | Evaluates the value of an Asian option at a given point in time in accordance with the Black-Scholes model using a Monte Carlo pricing technique. |
| AsianPDE | Evaluates the value of an Asian option at a given point of time in accordance with the Black-Scholes model using a finite differencing PDE based pricing techniques. |
| BarrierMC | Evaluates a (single) Barrier option in accordance with the Black-Scholes model using a Monte Carlo pricing technique. |
| BinaryMC | Evaluates a (cash-or-nothing) binary (or digital) option in accordance with the Black-Scholes model using a Monte Carlo pricing technique. |
| BinaryPDE | Evaluates a (cash-or-nothing) binary (or digital) option in accordance with the Black-Scholes model using finite differencing PDE pricing techniques. |
| Equals (inherited from Object) | |
| GetHashCode (inherited from Object) | |
| GetType (inherited from Object) | |
| LookbackMC | Evaluates a lookback option in accordance with the Black-Scholes model using a Monte Carlo pricing technique. |
| LookbackPDE | Evaluates a lookback option in accordance with the Black-Scholes model using finite differencing PDE pricing techniques. |
| ParasianMC | Evaluates a Parasian option in accordance with the Black-Scholes model using a Monte Carlo pricing technique. |
| ParisianMC | Evaluates a Parisian option in accordance with the Black-Scholes model using a Monte-Carlo pricing technique. |
| ToString (inherited from Object) | |
| VanillaMC | Evaluates the value of a European Vanilla option at a given point in time in accordance with the Black-Scholes model using a Monte Carlo pricing technique. |
| VanillaPDE | Evaluates the value of a European or American Vanilla option at a given point in time in accordance with the Black-Scholes model using Finite Differencing PDE pricing techniques. |
Protected Instance Methods
 Finalize (inherited from Object) | |
| MemberwiseClone (inherited from Object) |
See Also
BlackScholes Class | ExoticOptions Namespace