龙听期货论坛's Archiver

龙听 发表于 2022-11-2 11:32

【OS_AnnualDividend】

[code]inputs: AnnualDividend( numeric ), ExpirDays( numeric ), InterestRate( numeric ) ;
variables: var0( 0 ), var1( 1 / 365 ), var2( 0 ) ;

condition1 = AnnualDividend > 0 and ExpirDays > 0 and InterestRate > 0  ;
if condition1 then
        begin
        var0 = ExpirDays * var1 ;
        var2 = AnnualDividend * var0 * ExpValue( -InterestRate * var0 ) ;
        end ;

OS_AnnualDividend = var2 ;
[/code]

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