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StockSharp.Algo.Derivatives Namespace

Option algorithms.

Classes
  ClassDescription
Public classBasketBlackScholes
Portfolio model for calculating the values of Greeks by the Black-Scholes formula.
Public classBasketStrike
The virtual strike created from a combination of other strikes.
Public classBlack
The Greeks values calculating model by the Black formula.
Public classBlackScholes
The model for calculating Greeks values by the Black-Scholes formula.
Public classDerivativesHelper
Extension class for derivatives.
Public classOffsetBasketStrike
The virtual strike including strikes of the specified shift boundary.
Public classSynthetic
The synthetic positions builder.
Public classVolatilityBasketStrike
The virtual strike including strikes of the specified volatility boundary.
Interfaces
  InterfaceDescription
Public interfaceBasketBlackScholesIInnerModelList
The interface describing the internal models collection InnerModels.
Public interfaceIBlackScholes
The interface of the model for calculating Greeks values by the Black-Scholes formula.