OptionDeskModel

OptionDeskModel()

Initializes a new instance of the OptionDeskModel.

EvaluateFields : ISet<Level1Fields>

Evaluate greek fields.

MarketDataProvider : IMarketDataProvider

The market data provider.

Options : IEnumerable<Security>

Strike options.

Rows : IEnumerable<OptionDeskRow>

Option desk rows.

UnderlyingAsset : Security

Underlying asset.

UnderlyingAssetId : SecurityId?

UnderlyingAsset

UseBlackModel : bool

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

Add(Security)

Add option.

security

Option to add.

Clear()

Clear.

Refresh(DateTime?, decimal?)

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(Security)

Remove option.

security

Option to remove.