OptionDeskModel

OptionDeskModel

public OptionDeskModel()

optionDeskModel = OptionDeskModel()

Initializes a new instance of the OptionDeskModel.

EvaluateFields

public ISet<Level1Fields> EvaluateFields { get; }

value = optionDeskModel.EvaluateFields

Evaluate greek fields.

MarketDataProvider

public IMarketDataProvider MarketDataProvider { get; set; }

value = optionDeskModel.MarketDataProvider
optionDeskModel.MarketDataProvider = value

The market data provider.

Options

public IEnumerable<Security> Options { get; }

value = optionDeskModel.Options

Strike options.

Rows

public IEnumerable<OptionDeskRow> Rows { get; }

value = optionDeskModel.Rows

Option desk rows.

UnderlyingAsset

public Security UnderlyingAsset { get; set; }

value = optionDeskModel.UnderlyingAsset
optionDeskModel.UnderlyingAsset = value

Underlying asset.

UnderlyingAssetId

public SecurityId? UnderlyingAssetId { get; private set; }

value = optionDeskModel.UnderlyingAssetId
optionDeskModel.UnderlyingAssetId = value

UnderlyingAsset

UseBlackModel

public bool UseBlackModel { get; set; }

value = optionDeskModel.UseBlackModel
optionDeskModel.UseBlackModel = value

To use the model Black instead of IBlackScholes model. The default is off.

Add

public void Add(Security security)

optionDeskModel.Add(security)

Add option.

security

Option to add.

Clear

public void Clear()

optionDeskModel.Clear()

Clear.

Refresh

public void Refresh(DateTime? currentTime, decimal? assetPrice)

optionDeskModel.Refresh(currentTime, assetPrice)

To update the desk values.

currentTime

The current time.

assetPrice

The current price of the underlying asset. If it is set, then IBlackScholes uses this price.

Remove

public void Remove(Security security)

optionDeskModel.Remove(security)

Remove option.

security

Option to remove.