Gets the theoretical value of a European style put option.

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

Syntax

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

Parameters

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

Return Value

Type: Double
theoretical approximation of the put 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