FinMath.Payoff Method

Namespace: OberMind.Quant
Assembly: OberMind (in OberMind.dll)

Call/Put option payoff (without premium)

C++

JScript

Copy

public static double Payoff( 
   double S, 
   double X, 
   EPutCall PutCall 
)

This language is not supported or no code example is available.

C++

JScript

Copy

public:  
static double Payoff( 
   double S, 
   double X, 
   EPutCall PutCall 
)

This language is not supported or no code example is available.

C++

JScript

Copy

public static function Payoff( 
    S : double, 
    X : double, 
    PutCall : EPutCall 
) : double;

This language is not supported or no code example is available.

Parameters

S: double

underlying asset price

X: double

option exercise (strike) price

PutCall: EPutCall

EPutCall.Call
EPutCall.Put

Return Value

double

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FinMath.Payoff Method

Parameters

Return Value

In this article

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