VolatilityQuotingBehavior
StockSharp.Algo.Strategies.Quoting
Quoting behavior for options based on volatility range using the Black-Scholes model.
实现: IQuotingBehavior
构造函数
VolatilityQuotingBehavior(Range<decimal>, IBlackScholes)
Quoting behavior for options based on volatility range using the Black-Scholes model.
- ivRange
- Volatility range (in percentage).
- model
- Black-Scholes model for option pricing.