VolatilityQuotingStrategy

StockSharp.Algo.Strategies.Quoting

Requisitos de volatilidad de opción.

Constructores

public VolatilityQuotingStrategy()

volatilityQuotingStrategy = VolatilityQuotingStrategy()

Inicia una nueva instancia de la VolatilityQuotingStrategy.

IVRange

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

value = volatilityQuotingStrategy.IVRange
volatilityQuotingStrategy.IVRange = value

Rango de volatilidad.

Model

public IBlackScholes Model { get; set; }

value = volatilityQuotingStrategy.Model
volatilityQuotingStrategy.Model = value

IBlackScholes

protected override IQuotingBehavior CreateBehavior()

result = volatilityQuotingStrategy.CreateBehavior()

Crear IQuotingBehavior@.

Devuelve: IQuotingBehavior