VolatilityQuotingStrategy

VolatilityQuotingStrategy

public VolatilityQuotingStrategy()

volatilityQuotingStrategy = VolatilityQuotingStrategy()

Initializes a new instance of the VolatilityQuotingStrategy.

IVRange

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

value = volatilityQuotingStrategy.IVRange
volatilityQuotingStrategy.IVRange = value

Volatility range.

Model

public IBlackScholes Model { get; set; }

value = volatilityQuotingStrategy.Model
volatilityQuotingStrategy.Model = value

IBlackScholes

CreateBehavior

protected override IQuotingBehavior CreateBehavior()

result = volatilityQuotingStrategy.CreateBehavior()

Create IQuotingBehavior.

Returns: IQuotingBehavior