BlackScholes Methods 
The BlackScholes type exposes the following members.
Name  Description  

D1 
To calculate the d1 parameter of the option fulfilment probability estimating.
 
Delta 
To calculate the option delta.
 
Equals  Determines whether the specified object is equal to the current object. (Inherited from Object.)  
Finalize  Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)  
Gamma 
To calculate the option gamma.
 
GetAssetPrice 
To get the price of the underlying asset.
 
GetExpirationTimeLine 
The time before expiration calculation.
 
GetHashCode  Serves as a hash function for a particular type. (Inherited from Object.)  
GetType  Gets the Type of the current instance. (Inherited from Object.)  
ImpliedVolatility(DateTimeOffset) 
To create the order book of volatility.
 
ImpliedVolatility(DateTimeOffset, Decimal) 
To calculate the implied volatility.
 
MemberwiseClone  Creates a shallow copy of the current Object. (Inherited from Object.)  
Premium 
To calculate the option premium.
 
Rho 
To calculate the option rho.
 
Theta 
To calculate the option theta.
 
ToString  Returns a string that represents the current object. (Inherited from Object.)  
TryRound 
To round to RoundDecimals.
 
Vega 
To calculate the option vega.
