Class BSHolder

Holder object for BlackScholes variables

Param

underlying's asset price

Param

strike price

Param

annualized risk-free interest rate

Param

volatility

Param

a time in years

Returns

Hierarchy

BSHolder

Index

Constructors

Properties

interest put setInterest setStock setStrike setTerm setVola stock strike term vola

Constructors

constructor

new BSHolder(stock, strike, interest, vola, term): BSHolder
Parameters
- stock: number
- strike: number
- interest: number
- vola: number
- term: number
Returns BSHolder
- Defined in client/utils/bs.ts:337

Properties

interest

interest: number

put

put: ((h) => number)

Type declaration

- (h): number
- Parameters
  - h: BSHolder
  Returns number

setInterest

setInterest: ((s) => BSHolder)

Type declaration

- (s): BSHolder
- Parameters
  - s: number
  Returns BSHolder

setStock

setStock: ((s) => BSHolder)

Type declaration

- (s): BSHolder
- Parameters
  - s: number
  Returns BSHolder

setStrike

setStrike: ((s) => BSHolder)

Type declaration

- (s): BSHolder
- Parameters
  - s: number
  Returns BSHolder

setTerm

setTerm: ((s) => BSHolder)

Type declaration

- (s): BSHolder
- Parameters
  - s: number
  Returns BSHolder

setVola

setVola: ((s) => BSHolder)

Type declaration

- (s): BSHolder
- Parameters
  - s: number
  Returns BSHolder

stock

stock: number

strike

strike: number

term

term: number

vola

vola: number

Generated using TypeDoc