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