OptionsBasketBlackScholesDiagramElement
StockSharp.Diagram.Elements
Portfolio model for calculating the values of Greeks by the Black-Scholes formula.
Inherits: DiagramElement
Constructors
OptionsBasketBlackScholesDiagramElement
public OptionsBasketBlackScholesDiagramElement()
optionsBasketBlackScholesDiagramElement = OptionsBasketBlackScholesDiagramElement()
Initializes a new instance of the OptionsBasketBlackScholesDiagramElement.
Properties
IconName
public override string IconName { get; }
value = optionsBasketBlackScholesDiagramElement.IconName
Icon resource name.
TypeId
public override Guid TypeId { get; }
value = optionsBasketBlackScholesDiagramElement.TypeId
The unique identifier of the diagram element type.
UseBlackModel
public bool UseBlackModel { get; set; }
value = optionsBasketBlackScholesDiagramElement.UseBlackModel
optionsBasketBlackScholesDiagramElement.UseBlackModel = value
To use the model Black instead of IBlackScholes model. The default is off.
Methods
OnPrepareAsync
protected override ValueTask OnPrepareAsync(CancellationToken cancellationToken)
result = optionsBasketBlackScholesDiagramElement.OnPrepareAsync(cancellationToken)
Resolves what the element needs from asynchronous sources (securities, underlying assets, derivatives) before the start, so that value processing stays synchronous. Called after OnPrepare.
- cancellationToken
- Cancellation token.
Returns: ValueTask
OnReseted
protected override void OnReseted()
optionsBasketBlackScholesDiagramElement.OnReseted()
The method is called at re-initialisation of the diagram element state.