PriceModelBlackScholles
class
Option's BlackScholles price model class
Methods
| Delta (Instrument option, double iv, double int_rate) Return: double | Gets Delta parameter |
| Gamma (Instrument option, double iv, double int_rate) Return: double | Gets Gamma parameter |
| IV (Instrument option, OptionPriceType priceType, double int_rate) Return: double | Gets Implied Volatility (IV) parameter |
| NormDist (double x) Return: double | Gets NormDist parameter |
| Rho (Instrument option, double iv, double int_rate) Return: double | Gets Rho parameter |
| TheorPrice (Instrument option, double iv, double int_rate) Return: double | Gets IV parameter |
| Theta (Instrument option, double iv, double int_rate) Return: double | Gets Theta parameter |
| Vega (Instrument option, double iv, double int_rate) Return: double | Gets Vega parameter |
| VolatilitySmile (OptionSeries series, OptionType optionType, OptionPriceType priceType, double int_rate)
Return: List |
Retrieves VolatilitySmile series |
