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BlackScholesVega Method

To calculate the option vega.

Namespace:  StockSharp.Algo.Derivatives
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.17.0 (4.4.17)
Syntax
C#
public virtual Nullable<decimal> Vega(
	DateTimeOffset currentTime,
	Nullable<decimal> deviation = null,
	Nullable<decimal> assetPrice = null
)

Parameters

currentTime
Type: SystemDateTimeOffset
The current time.
deviation (Optional)
Type: SystemNullableDecimal
Standard deviation.
assetPrice (Optional)
Type: SystemNullableDecimal
Underlying asset price.

Return Value

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

Implements

IBlackScholesVega(DateTimeOffset, NullableDecimal, NullableDecimal)
See Also