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Black Methods

The Black type exposes the following members.

Protected methodD1
Рассчитать параметр d1 определения вероятности исполнения опциона.
(Overrides BlackScholesD1(Decimal, Decimal, Double).)
Public methodDelta
Рассчитать дельту опциона.
(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
Рассчитать гамму опциона.
(Overrides BlackScholesGamma(DateTimeOffset, NullableDecimal, NullableDecimal).)
Public methodGetAssetPrice
Получить цену базового актива.
(Inherited from BlackScholes.)
Public methodGetExpirationTimeLine
Расчет времени до экспирации.
(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)
Создать стакан волатильности.
(Inherited from BlackScholes.)
Public methodImpliedVolatility(DateTimeOffset, Decimal)
Рассчитать подразумеваемую волатильность (Implied Volatility).
(Inherited from BlackScholes.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodPremium
Рассчитать премию опциона.
(Overrides BlackScholesPremium(DateTimeOffset, NullableDecimal, NullableDecimal).)
Public methodRho
Рассчитать ро опциона.
(Overrides BlackScholesRho(DateTimeOffset, NullableDecimal, NullableDecimal).)
Public methodTheta
Рассчитать тету опциона.
(Overrides BlackScholesTheta(DateTimeOffset, NullableDecimal, NullableDecimal).)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Protected methodTryRound
Округлить до RoundDecimals.
(Inherited from BlackScholes.)
Public methodVega
Рассчитать вегу опциона.
(Overrides BlackScholesVega(DateTimeOffset, NullableDecimal, NullableDecimal).)
See Also