FinMath.d1 Method

Namespace: OberMind.Quant
Assembly: OberMind (in OberMind.dll)
d1 in Black-Scholes formula
VB
C#
F#
C++
JScript
Copy 
public static double d1( 
   double S, 
   double X, 
   double t, 
   double s, 
   double r 
)
This language is not supported or no code example is available.
VB
C#
F#
C++
JScript
Copy 
public:  
static double d1( 
   double S, 
   double X, 
   double t, 
   double s, 
   double r 
) 
This language is not supported or no code example is available.
VB
C#
F#
C++
JScript
Copy 
public static function d1( 
    S : double, 
    X : double, 
    t : double, 
    s : double, 
    r : double 
) : double;
This language is not supported or no code example is available.

Parameters

S
double

spot price of underlying asset

X
double

option exercise (strike) price

t
double

time till exercise (fraction of year, f.ex. 0.5 for six months)

s
double

standard deviation of underlying asset (log) returns (annual, decimal, f.ex. 0.2 for 20%)

r
double

risk-free interst rate (continuous, decimal, f.ex. 0.1 for 10%)

Return Value

double
See Also
 

In this article

Definition