FinMath.d Method

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

d(own) probability in binomial model

C++

JScript

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public static double d( 
   double t, 
   double s, 
   int n 
)

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

C++

JScript

Copy

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

C++

JScript

Copy

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

Parameters

t: double

time to expiration in fraction of year

s: double

annual volatility (standard deviation of log returns)

n: int

number of binomial periods

Return Value

double

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FinMath.d Method

Parameters

Return Value

In this article

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