Black Scholes |
The cube is used to calculate the main Greeks: Delta, Gamma, Vega, Theta, Ro at the current time.
Price of underlying asset - the price of the underlying asset.
Options - the list of options from the Derivative cube.
Maximum deviation - the maximum deviation.
Result - the result of calculating the main Greeks: Delta, Gamma, Vega, Theta, Po at the current time.
Black model - the flag, indicating whether values will be calculated according to the Black-Scholes model.
Value - can take the values of Delta, Gamma, Vega, Theta, Po and determines what value will be at the cube output.