BlackScholesGreeks

StockSharp.Algo.Derivatives

«Греки» Блэка-Шоулза.

Поля

Delta
public const BlackScholesGreeks Delta
value = BlackScholesGreeks.Delta

Дельта.

Gamma
public const BlackScholesGreeks Gamma
value = BlackScholesGreeks.Gamma

Гамма.

IV
public const BlackScholesGreeks IV
value = BlackScholesGreeks.IV

Подразумеваемая волатильность.

Premium
public const BlackScholesGreeks Premium
value = BlackScholesGreeks.Premium

Премиум.

Rho
public const BlackScholesGreeks Rho
value = BlackScholesGreeks.Rho

Ро.

Theta
public const BlackScholesGreeks Theta
value = BlackScholesGreeks.Theta

Тета.

Vega
public const BlackScholesGreeks Vega
value = BlackScholesGreeks.Vega

Вега.