BlackScholes Class 
Namespace: StockSharp.Algo.Derivatives
public class BlackScholes : IBlackScholes
The BlackScholes type exposes the following members.
Name  Description  

BlackScholes(ISecurityProvider, IMarketDataProvider, IExchangeInfoProvider) 
Initialize BlackScholes.
 
BlackScholes(Security, IMarketDataProvider, IExchangeInfoProvider) 
Initializes a new instance of the BlackScholes.
 
BlackScholes(Security, ISecurityProvider, IMarketDataProvider, IExchangeInfoProvider) 
Initializes a new instance of the BlackScholes.
 
BlackScholes(Security, Security, IMarketDataProvider, IExchangeInfoProvider) 
Initializes a new instance of the BlackScholes.

Name  Description  

DataProvider 
The market data provider.
 
DefaultDeviation 
The standard deviation by default.
 
Dividend 
The dividend amount on shares.
 
ExchangeInfoProvider 
Exchanges and trading boards provider.
 
Option 
Options contract.
 
OptionType 
Option type.
 
RiskFree 
The risk free interest rate.
 
RoundDecimals 
The number of decimal places at calculated values. The default is 1, which means no values rounding.
 
SecurityProvider 
The provider of information about instruments.
 
UnderlyingAsset 
Underlying asset.

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.
