Table of Contents

Class EverestOptionResults

Namespace
NanoQL.Experimental
Assembly
NanoQL.dll

The results of an EverestOption's engine: a multi-asset option's, with the yield the price implies, null where the engine doesn't compute it.

[Experimental("NQL0001")]
public sealed record EverestOptionResults : MultiAssetOptionResults, IEquatable<InstrumentResults>, IEquatable<MultiAssetOptionResults>, IEquatable<EverestOptionResults>
Inheritance
EverestOptionResults
Implements
Inherited Members

Remarks

Where QuantLib's option throws "yield not provided" on reading a yield its engine left null, the member is null and the caller checks it.

Constructors

EverestOptionResults()

Initializes a new instance of the EverestOptionResults class.

public EverestOptionResults()

EverestOptionResults(MultiAssetOptionResults)

Initializes a new instance of the EverestOptionResults class from a multi-asset option's results, the yield null.

public EverestOptionResults(MultiAssetOptionResults results)

Parameters

results MultiAssetOptionResults

The multi-asset option's results.

Exceptions

ArgumentNullException

results is null.

Properties

EqualityContract 

protected override Type EqualityContract { get; }

Property Value

Type

Yield

Gets the yield the price implies: the value over the discounted notional, less one.

public double? Yield { get; init; }

Property Value

double?

Methods

Equals(EverestOptionResults?) 

public bool Equals(EverestOptionResults? other)

Parameters

other EverestOptionResults

Returns

bool

Equals(MultiAssetOptionResults?) 

public override sealed bool Equals(MultiAssetOptionResults? other)

Parameters

other MultiAssetOptionResults

Returns

bool

Equals(object?) 

public override bool Equals(object? obj)

Parameters

obj object

Returns

bool

GetHashCode() 

public override int GetHashCode()

Returns

int

PrintMembers(StringBuilder) 

protected override bool PrintMembers(StringBuilder builder)

Parameters

builder StringBuilder

Returns

bool

ToString() 

public override string ToString()

Returns

string

Operators

operator ==(EverestOptionResults?, EverestOptionResults?) 

public static bool operator ==(EverestOptionResults? left, EverestOptionResults? right)

Parameters

left EverestOptionResults
right EverestOptionResults

Returns

bool

operator !=(EverestOptionResults?, EverestOptionResults?) 

public static bool operator !=(EverestOptionResults? left, EverestOptionResults? right)

Parameters

left EverestOptionResults
right EverestOptionResults

Returns

bool