VolatilityQuotingStrategy

StockSharp.Algo.Strategies.Quoting

Option volatility quoting.

Constructors

VolatilityQuotingStrategy()

Initializes a new instance of the VolatilityQuotingStrategy.

IVRange : Range<decimal>

Volatility range.

Model : IBlackScholes

IBlackScholes

CreateBehavior() : IQuotingBehavior

Create IQuotingBehavior.

Returns: IQuotingBehavior