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BlackScholesImpliedVolatility Method (DateTimeOffset, Decimal)

To calculate the implied volatility.

Namespace:  StockSharp.Algo.Derivatives
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public virtual Nullable<decimal> ImpliedVolatility(
	DateTimeOffset currentTime,
	decimal premium
)

Parameters

currentTime
Type: SystemDateTimeOffset
The current time.
premium
Type: SystemDecimal
The option premium.

Return Value

Type: NullableDecimal
The implied volatility. If the value is equal to , then the value calculation currently is impossible.

Implements

IBlackScholesImpliedVolatility(DateTimeOffset, Decimal)
See Also