VolatilityQuotingStrategy
StockSharp.Algo.Strategies.Quoting
引用备选波动性。
继承自: BestByPriceQuotingStrategy
构造函数
VolatilityQuotingStrategy
public VolatilityQuotingStrategy()volatilityQuotingStrategy = VolatilityQuotingStrategy()初始化了 & ##VolatilityQuotingStrategy+#的新实例.
属性
IVRange
public Range<decimal> IVRange { get; set; }value = volatilityQuotingStrategy.IVRange
volatilityQuotingStrategy.IVRange = value波动范围。
Model
public IBlackScholes Model { get; set; }value = volatilityQuotingStrategy.Model
volatilityQuotingStrategy.Model = valueIBlackScholes
方法
CreateBehavior
protected override IQuotingBehavior CreateBehavior()result = volatilityQuotingStrategy.CreateBehavior()Create IQuotingBehavior.
返回值: IQuotingBehavior