Greeks
This block is used to calculate the main "Greeks": Delta, Gamma, Vega, Theta, Rho at the current moment.
Incoming Sockets
Incoming Sockets
- Model - the calculation model (for example, Black-Scholes).
- Price of the Underlying Asset - the price of the underlying asset.
- Maximum Deviation - the maximum deviation.
Outgoing Sockets
Outgoing Sockets
- Result - the result of calculating the main "Greeks": Delta, Gamma, Vega, Theta, Rho at the current moment.
Parameters
Parameters
- Value - can take the type of "Greek" Delta, Gamma, Vega, Theta, Rho and determines what value will be output from the block.