VolatilityQuotingStrategy

StockSharp.Algo.Strategies.Quoting

Option volatility quoting.

継承元: BestByPriceQuotingStrategy

コンストラクター

VolatilityQuotingStrategy()

Initializes a new instance of the VolatilityQuotingStrategy.

プロパティ

IVRange : Range<decimal>

Volatility range.

Model : IBlackScholes

IBlackScholes

メソッド

CreateBehavior() : IQuotingBehavior

Create IQuotingBehavior.

戻り値: IQuotingBehavior