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

| Edit this page View Source

Delta

option delta

Declaration

public double Delta

Field Value

Type	Description
double

| Edit this page View Source

Gamma

option gamma

Declaration

public double Gamma

Field Value

Type	Description
double

| Edit this page View Source

Price

option price

Declaration

public double Price

Field Value

Type	Description
double

| Edit this page View Source

Rho

option rho

Declaration

public double Rho

Field Value

Type	Description
double

| Edit this page View Source

Theta

option theta

Declaration

public double Theta

Field Value

Type	Description
double

| Edit this page View Source

Vega

option vega

Declaration

public double Vega

Field Value

Type	Description
double

| Edit this page View Source

Volatility

option volatility

Declaration

public double Volatility

Field Value

Type	Description
double