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BlackScholesD1 Method

To calculate the d1 parameter of the option fulfilment probability estimating.

Namespace:  StockSharp.Algo.Derivatives
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
protected virtual double D1(
	decimal deviation,
	decimal assetPrice,
	double timeToExp
)

Parameters

deviation
Type: SystemDecimal
Standard deviation.
assetPrice
Type: SystemDecimal
Underlying asset price.
timeToExp
Type: SystemDouble
The option period before the expiration.

Return Value

Type: Double
The d1 parameter.
See Also