Click or drag to resize

DerivativesHelperImpliedVolatility Method (Decimal, FuncDecimal, NullableDecimal)

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 static Nullable<decimal> ImpliedVolatility(
	decimal premium,
	Func<decimal, Nullable<decimal>> getPremium
)

Parameters

premium
Type: SystemDecimal
The option premium.
getPremium
Type: SystemFuncDecimal, NullableDecimal
To calculate the premium by volatility.

Return Value

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