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.