To calculate the d1 parameter of the option fulfilment probability estimating.
Namespace:
StockSharp.Algo.Derivatives
Assembly:
StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.17.0 (4.4.17)
Syntaxprotected override 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:
DoubleThe d1 parameter.
See Also