Gets the theoretical value of an American style put option.

Namespace: RightEdge.Common
Assembly: Common (in Common.dll) Version: 2010.1.0.0 (2010.1.0.0)

Syntax

C#
public double GetAmericanPutPrice(
	double assetPrice,
	double strikePrice,
	int daysUntilExpiration
)
Visual Basic
Public Function GetAmericanPutPrice ( 
	assetPrice As Double,
	strikePrice As Double,
	daysUntilExpiration As Integer
) As Double
Visual C++
public:
double GetAmericanPutPrice(
	double assetPrice, 
	double strikePrice, 
	int daysUntilExpiration
)
F#
member GetAmericanPutPrice : 
        assetPrice : float * 
        strikePrice : float * 
        daysUntilExpiration : int -> float 

Parameters

assetPrice
Type: System..::..Double
current price of the underlying asset.
strikePrice
Type: System..::..Double
strike price of the option.
daysUntilExpiration
Type: System..::..Int32
Number of days until expiration.

Return Value

Type: Double
Theoretical price of the put.

Remarks

This version is different in that it lets you supply the days until expiration instead of allowing the class to calculate it. This would be useful in cases where the option does not expire on the third Friday of the month.

See Also