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

Parameters

assetPrice
Type: System..::..Double
current price of the underlying asset.
strikePrice
Type: System..::..Double
strike price of the option.
expirationMonth
Type: System..::..Int32
expiration month of the option.
expirationYear
Type: System..::..Int32
expiration year of the option.

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