FinMath.Payoff Method

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

Call/Put option payoff (without premium)

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

Ö.

Powered by Obermind.
Use of this website constitues acceptance of our Terms and Privacy Policy.
This documentation is intended to provide information that might be of interest to users.
The contents of this documentation, including but not limited to the text and images herein and their arrangements, unless otherwise noted, are the copyrighted material of Obermind Ltd. Copyright © 2021 Obermind Ltd. All rights reserved. All trademarks referred to are the property of their respective owners.

Ö.

FinMath.Payoff Method

Parameters

Return Value

In this article

Ö.