Compute option payoff on a vectorial way (no loop)

Question

Hy everyone,

I would like to price vanilla options with Nd4J.

So i am looking to achieve the operation with Nd4J

max(0,X[i]-K) => Y[i]

with X the input INDArray K a float Y the output INDArray

Is someone have an idea how to proceed ?

Thanks by advance for the time you could according to me

Answer 1

I am answering to myslef

INDArray Y=Transforms.max(X.add(-K), 0f);