OptionValuationCharm Property |
Charm, or delta decay, measures the instantaneous rate of change of delta over the passage of time.
Namespace: FinMath.Derivatives
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxSee Also