OptionValuationColor Property

Color, or gamma decay, measures the rate of change of gamma over the passage of time.

Namespace: FinMath.Derivatives
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

public double Color { get; }

Type: Double

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OptionValuationAddLanguageSpecificTextSet("LST731D3708_0?cpp=::|nu=.");Color Property