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OptionValuationSpeed Property

Speed measures the rate of change in Gamma with respect to changes in the underlying price.

Namespace:  FinMath.Derivatives
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public double Speed { get; }

Property Value

Type: Double
See Also