VolatilityQuotingStrategy

StockSharp.Algo.Strategies.Quoting

Opção de citação de volatilidade.

Herda de: BestByPriceQuotingStrategy

Construtores

VolatilityQuotingStrategy
public VolatilityQuotingStrategy()
volatilityQuotingStrategy = VolatilityQuotingStrategy()

Inicializa uma nova instância do VolatilityQuotingStrategy.

Propriedades

IVRange
public Range<decimal> IVRange { get; set; }
value = volatilityQuotingStrategy.IVRange
volatilityQuotingStrategy.IVRange = value

Alcance de volatilidade.

Model
public IBlackScholes Model { get; set; }
value = volatilityQuotingStrategy.Model
volatilityQuotingStrategy.Model = value

IBlackScholes

Métodos

CreateBehavior
protected override IQuotingBehavior CreateBehavior()
result = volatilityQuotingStrategy.CreateBehavior()

Criar IQuotingBehavior.

Retorna: IQuotingBehavior