Dim chi As Variant和chi(1)是什么意思
PublicFunctionGetAmericanDelta(CallPutFlagAsString,sAsDouble,XAsDouble,rAsDouble,qAsD...
Public Function GetAmericanDelta(CallPutFlag As String, s As Double, X As Double, r As Double, q As Double, sigma As Double, t As Double) As Double
Dim phi As Double, Sseed As Double, Sstar As Double, BSprice As Double, hAh As Double, lamda As Double, deltaBS As Double
Dim chi As Variant // 这里是个啥意思,相当于auto吗
If phi * (Sstar - s) > 0 Then chi(1) 是啥意思
GetAmericanDelta = deltaBS + (lamda / s / (1# - chi(1))
End If
End Function 展开
Dim phi As Double, Sseed As Double, Sstar As Double, BSprice As Double, hAh As Double, lamda As Double, deltaBS As Double
Dim chi As Variant // 这里是个啥意思,相当于auto吗
If phi * (Sstar - s) > 0 Then chi(1) 是啥意思
GetAmericanDelta = deltaBS + (lamda / s / (1# - chi(1))
End If
End Function 展开
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