BlackScholesGreeks
StockSharp.Algo.Derivatives
Black-Scholes "griegos".
Campos
Delta
public const BlackScholesGreeks Delta
value = BlackScholesGreeks.Delta
Delta.
Gamma
public const BlackScholesGreeks Gamma
value = BlackScholesGreeks.Gamma
Gamma.
IV
public const BlackScholesGreeks IV
value = BlackScholesGreeks.IV
Volatilidad implida.
Premium
public const BlackScholesGreeks Premium
value = BlackScholesGreeks.Premium
Premium.
Rho
public const BlackScholesGreeks Rho
value = BlackScholesGreeks.Rho
Rho.
Theta
public const BlackScholesGreeks Theta
value = BlackScholesGreeks.Theta
Theta.
Vega
public const BlackScholesGreeks Vega
value = BlackScholesGreeks.Vega
Vega.
