Gets the theoretical value of a European style call option.

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

Syntax

C#
public double GetEuropeanCallPrice(
	double assetPrice
)
Visual Basic
Public Function GetEuropeanCallPrice ( 
	assetPrice As Double
) As Double
Visual C++
public:
double GetEuropeanCallPrice(
	double assetPrice
)
F#
member GetEuropeanCallPrice : 
        assetPrice : float -> float 

Parameters

assetPrice
Type: System..::..Double
current price of the underlying asset.

Return Value

Type: Double
theoretical approximation of the call price

Remarks

European style options differ from American options in that the option can only be exercised at expiration, therefore, the calculation for European options is slightly different.

See Also