龙听期货论坛's Archiver

龙听 发表于 2022-11-2 11:33

【OS_Intrinsic】

[code]inputs: AssetPr( numeric ), OptType( numeric ), StrikePr( numeric ) ;

if OptType = Call then
        OS_Intrinsic = MaxList( AssetPr - StrikePr, 0 )
else
        OS_Intrinsic = MaxList( StrikePr - AssetPr, 0 ) ;
[/code]

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