Public Instance Methods
 Call | Overloaded. Calculates the present value of a European call option. |
| CallOnCurrency | Overloaded. Evaluates the value of a European call option on a currency. |
| CallOnFutures | Overloaded. Evaluates the present value of a European call option on a (stock) futures contract. |
| CallOnIndex | Overloaded. Evaluates the value of a European call option on an index (for example the SP500 (US), FTSE100 (UK)). |
| CallWithDividends | Overloaded. 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. |
| CallWithYield | Overloaded. Calculates the present value of a European call option where the underlying asset pays a continuous dividend. |
| Equals (inherited from Object) | |
| GetHashCode (inherited from Object) | |
| GetType (inherited from Object) | |
| PayOffCall | Calculates the payoff at maturity from a European call option. |
| PayOffPut | Calculates the payoff at maturity from a European put option. |
| Put | Overloaded. 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 | Overloaded. Evaluates the value of a European put options on a currency. |
| PutOnFutures | Overloaded. Evaluates the present value of a European put option on a (stock) futures contract. |
| PutOnIndex | Overloaded. Evaluates the value of a European put option on an index. |
| PutWithDividends | Overloaded. Calculates the present value of a European put option on an equity investment which pays dividends during the options life. |
| PutWithYield | Overloaded. Evaluates the present value of a European put option where the underlying asset pays a continuous dividend. |
| ToString (inherited from Object) | |
| TotalValue | Here we derive an estimate of the total value of a portfolio of derivatives which depend on some underlying asset. |
Protected Instance Methods
 Finalize (inherited from Object) | |
| MemberwiseClone (inherited from Object) |
See Also
EuropeanEvaluation Class | Options Namespace