Table of Contents

Class VolatilityQuotingStrategy

Namespace
StockSharp.Algo.Strategies.Quoting
Assembly
StockSharp.Algo.dll

Option volatility quoting.

[Obsolete("Use QuotingProcessor.")]
public class VolatilityQuotingStrategy : BestByPriceQuotingStrategy, IPersistable, INotifyPropertyChangedEx, INotifyPropertyChanged, IMarketRuleContainer, ILogReceiver, ICloneable<Strategy>, ICloneable, IMarketDataProvider, ISubscriptionProvider, ISecurityProvider, ISecurityMessageProvider, ITransactionProvider, IPositionProvider, IPortfolioProvider, IScheduledTask, ICustomTypeDescriptor, ITimeProvider, ILogSource, IDisposable
Inheritance
VolatilityQuotingStrategy
Implements
Inherited Members
Extension Methods

Constructors

VolatilityQuotingStrategy()

Initializes a new instance of the VolatilityQuotingStrategy.

public VolatilityQuotingStrategy()

Properties

IVRange

Volatility range.

public Range<decimal> IVRange { get; set; }

Property Value

Range<decimal>

Model

public IBlackScholes Model { get; set; }

Property Value

IBlackScholes

Methods

CreateBehavior()

protected override IQuotingBehavior CreateBehavior()

Returns

IQuotingBehavior

IQuotingBehavior