VolatilityQuotingBehavior
StockSharp.Algo.Strategies.Quoting
Quoting behavior for options based on volatility range using the Black-Scholes model.
Implements: IQuotingBehavior
Constructors
VolatilityQuotingBehavior
public VolatilityQuotingBehavior(Range<decimal> ivRange, IBlackScholes model)volatilityQuotingBehavior = VolatilityQuotingBehavior(ivRange, model)Quoting behavior for options based on volatility range using the Black-Scholes model.
- ivRange
- Volatility range (in percentage).
- model
- Black-Scholes model for option pricing.