Class OptionSupport.RiskGraph

Class to calculate the risk graph for option strategies.

Inheritance

object

OptionSupport.RiskGraph

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.RiskGraph

Fields

Positions

Dictionary holding the positions for this risk graph

Declaration

public Dictionary<Instrument, int> Positions

Field Value

Type	Description
System.Collections.Generic.Dictionary<TKey, TValue><Instrument, int>

Methods

Calc(double)

Calculate option greeks, set reference value.

Declaration

public void Calc(double riskFreeRate)

Parameters

Type	Name	Description
double	riskFreeRate

PnL(double, DateTime)

Return profit and loss for hypothetical underlying price and target date

Declaration

public double PnL(double hypotheticalUnderlyingPrice, DateTime date)

Parameters

Type	Name	Description
double	hypotheticalUnderlyingPrice
System.DateTime	date

Returns

Type	Description
double