Click or drag to resize

BasketBlackScholes Methods

The BasketBlackScholes type exposes the following members.

Methods
  NameDescription
Protected methodD1
To calculate the d1 parameter of the option fulfilment probability estimating.
(Inherited from BlackScholes.)
Public methodDelta
To calculate the option delta.
(Overrides BlackScholesDelta(DateTimeOffset, NullableDecimal, NullableDecimal).)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGamma
To calculate the option gamma.
(Overrides BlackScholesGamma(DateTimeOffset, NullableDecimal, NullableDecimal).)
Public methodGetAssetPrice
To get the price of the underlying asset.
(Inherited from BlackScholes.)
Public methodGetExpirationTimeLine
The time before expiration calculation.
(Inherited from BlackScholes.)
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodImpliedVolatility(DateTimeOffset)
To create the order book of volatility.
(Overrides BlackScholesImpliedVolatility(DateTimeOffset).)
Public methodImpliedVolatility(DateTimeOffset, Decimal)
To calculate the implied volatility.
(Overrides BlackScholesImpliedVolatility(DateTimeOffset, Decimal).)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodPremium
To calculate the option premium.
(Overrides BlackScholesPremium(DateTimeOffset, NullableDecimal, NullableDecimal).)
Public methodRho
To calculate the option rho.
(Overrides BlackScholesRho(DateTimeOffset, NullableDecimal, NullableDecimal).)
Public methodTheta
To calculate the option theta.
(Overrides BlackScholesTheta(DateTimeOffset, NullableDecimal, NullableDecimal).)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Protected methodTryRound
To round to RoundDecimals.
(Inherited from BlackScholes.)
Public methodVega
To calculate the option vega.
(Overrides BlackScholesVega(DateTimeOffset, NullableDecimal, NullableDecimal).)
Top
See Also