Class OptionSupport.OptionPriceVolGreeks

Container to hold option price and greeks.

Inheritance
object
OptionSupport.OptionPriceVolGreeks
Inherited Members
object.Equals(object)
object.Equals(object, object)
object.GetHashCode()
object.GetType()
object.MemberwiseClone()
object.ReferenceEquals(object, object)
object.ToString()
Namespace: TuringTrader.Support
Assembly: TuringTrader.Simulator.dll
Syntax
public class OptionSupport.OptionPriceVolGreeks

Fields

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Delta

option delta

Declaration
public double Delta
Field Value
Type Description
double
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Gamma

option gamma

Declaration
public double Gamma
Field Value
Type Description
double
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Price

option price

Declaration
public double Price
Field Value
Type Description
double
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Rho

option rho

Declaration
public double Rho
Field Value
Type Description
double
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Theta

option theta

Declaration
public double Theta
Field Value
Type Description
double
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Vega

option vega

Declaration
public double Vega
Field Value
Type Description
double
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Volatility

option volatility

Declaration
public double Volatility
Field Value
Type Description
double