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DerivativesHelperImpliedVolatility Method (MarketDepth, ISecurityProvider, IMarketDataProvider, IExchangeInfoProvider, DateTimeOffset, Decimal, Decimal)

To create the volatility order book from usual order book.

Namespace:  StockSharp.Algo.Derivatives
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: (4.4.17)
public static MarketDepth ImpliedVolatility(
	this MarketDepth depth,
	ISecurityProvider securityProvider,
	IMarketDataProvider dataProvider,
	IExchangeInfoProvider exchangeInfoProvider,
	DateTimeOffset currentTime,
	[OptionalAttribute] decimal riskFree,
	[OptionalAttribute] decimal dividend


Type: StockSharp.BusinessEntitiesMarketDepth
The order book quotes of which will be changed to volatility quotes.
Type: StockSharp.BusinessEntitiesISecurityProvider
The provider of information about instruments.
Type: StockSharp.BusinessEntitiesIMarketDataProvider
The market data provider.
Type: StockSharp.Algo.StoragesIExchangeInfoProvider
Exchanges and trading boards provider.
Type: SystemDateTimeOffset
The current time.
riskFree (Optional)
Type: SystemDecimal
The risk free interest rate.
dividend (Optional)
Type: SystemDecimal
The dividend amount on shares.

Return Value

Type: MarketDepth
The order book volatility.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type MarketDepth. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).
See Also