Enum BlackScholesGreeks
- Namespace
- StockSharp.Algo.Derivatives
- Assembly
- StockSharp.Algo.dll
Black-Scholes "greeks".
public enum BlackScholesGreeks- Extension Methods
Fields
[Display(ResourceType = typeof(LocalizedStrings), Name = "Delta")] Delta = 0Delta.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Gamma")] Gamma = 1Gamma.
[Display(ResourceType = typeof(LocalizedStrings), Name = "IV")] IV = 6Premium.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Premium")] Premium = 5Premium.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Rho")] Rho = 4Rho.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Theta")] Theta = 3Theta.
[Display(ResourceType = typeof(LocalizedStrings), Name = "Vega")] Vega = 2Vega.