BlackScholes Methods |
The BlackScholes type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetAnnualDividendYield | Get annual dividend yield. (Inherited from OptionValuation.) |
 | GetCallDelta |
Computes call option delta.
|
| GetCallValue |
Computes call option value.
|
| GetCharm | Computes the option charm. |
| GetColor | Computes the option color. |
| GetDelta |
Computes option delta.
|
| GetGamma | Computes the option gamma. |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetPutDelta |
Computes put option delta.
|
| GetPutValue |
Computes put option value.
|
| GetRho | Computes the option rho. |
| GetRiskFreeRate | Get risk-free interest rate. (Inherited from OptionValuation.) |
| GetSpeed | Computes the option speed. |
| GetTheta | Computes the option theta. |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| GetValue |
Computes option value.
|
| GetVanna | Computes the option vanna. |
| GetVega | Computes the option vega. |
| GetZomma | Computes the option zomma. |
| ImpliedVolatility |
Computes implied underlying asset volatility.
|
| InitByOptionPrice | Initializes object by option parameters. |
| InitByVolatility | Initializes object by option parameters. |
| SetAccelerationGranularity | Sets acceleration granularity. Clears all computed values. (Inherited from OptionValuation.) |
| SetAccelerationMemoryUsage | Changes acceleration RAM usage. Clears all computed values. |
| SetAnnualDividendYield |
Set annual dividend yield (e.g. value 0.02 means that yearly dividends income equals to 2 % of the underlying asset stock price).
All computed values are forgotten after this change.
(Inherited from OptionValuation.) |
| SetRiskFreeRate |
Set risk-free interest rate (e.g. value 0.02 means that yearly risk-free income equals to 2 % of initial money amount
if there is no capitalization of interest).
All computed values are forgotten after this change.
(Inherited from OptionValuation.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
| Update | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByOptionPrice(Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByOptionPrice(Double, Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByOptionPrice(Double, Double, Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByVolatility(Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByVolatility(Double, Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
| UpdateByVolatility(Double, Double, Double, Double) | Updates option parameters. (Inherited from OptionValuation.) |
See Also