Namespace StockSharp.Algo.Derivatives
Classes
- BasketBlackScholes
Portfolio model for calculating the values of Greeks by the Black-Scholes formula.
- BasketStrike
The virtual strike created from a combination of other strikes.
- Black
The Greeks values calculating model by the Black formula.
- BlackScholes
The model for calculating Greeks values by the Black-Scholes formula.
- DerivativesHelper
Extension class for derivatives.
- OffsetBasketStrike
The virtual strike including strikes of the specified shift boundary.
- Synthetic
The synthetic positions builder.
- VolatilityBasketStrike
The virtual strike including strikes of the specified volatility boundary.
Interfaces
- BasketBlackScholes.IInnerModelList
The interface describing the internal models collection InnerModels.
- IBlackScholes
The interface of the model for calculating Greeks values by the Black-Scholes formula.
- IOptionDesk
Interface describing options desk control.
Enums
- BlackScholesGreeks
Black-Scholes "greeks".