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DerivativesHelperD2 Method

To calculate the d2 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#
public static double D2(
	double d1,
	decimal deviation,
	double timeToExp
)

Parameters

d1
Type: SystemDouble
The d1 parameter of the option fulfilment probability estimating.
deviation
Type: SystemDecimal
Standard deviation.
timeToExp
Type: SystemDouble
The option period before the expiration.

Return Value

Type: Double
The d2 parameter of the option fulfilment probability estimating.
See Also