C++ (Cpp) PutDelta Examples

Example #1

File: OptionExtras.cpp Project: JinhuiAchilles/C_Github

double Delta()  
{
	if (otyp == "C")
		return CallDelta();
	else
		return PutDelta();

}

Example #2

File: PutOption.cpp Project: Elmuch/MonteCarlo_simulation_OP

vector<double>PutOption::PutDelta(EuropeanOption & obj,vector<double> Mesh) const//delta for a range
{

    vector<double> temp;

    for (int i=0; i<Mesh.size();i++)
    {
       double opt = PutDelta(Mesh[i]); //
        temp.push_back(opt);
    }
     return temp;
}

Example #3

File: OptionExtras.cpp Project: JinhuiAchilles/C_Github

double PutElasticity(double percentageMovement) 
{
	return (PutDelta() * U()) /  percentageMovement;
}