class xf::fintech::CFQuanto¶
#include "xf_fintech_quanto.hpp"
Overview¶
class CFQuanto: public xf::fintech::CFBlackScholes // fields KDataType* domesticRate KDataType* foreignRate KDataType* dividendYield KDataType* exchangeRate KDataType* exchangeRateVolatility KDataType* correlation
Inherited Members¶
// typedefs typedef float KDataType // fields KDataType* stockPrice KDataType* strikePrice KDataType* volatility KDataType* riskFreeRate KDataType* timeToMaturity KDataType* optionPrice KDataType* delta KDataType* gamma KDataType* vega KDataType* theta KDataType* rho
Methods¶
run¶
int run ( OptionType optionType, unsigned int numAssets )
This method is used to begin processing the asset data that is in the input buffers. If this function returns successfully, calculated results are available in the output buffers.
Parameters:
optionType | The option type of ALL the assets data |
numAssets | The number of assets to process. |