OptionValuationModelOutputs Enumeration |
Enum used to specify set of option output parameters.
Namespace: FinMath.Derivatives
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[FlagsAttribute] public enum ModelOutputs
Members| Member name | Value | Description | |
|---|---|---|---|
| OptionValue | 1 | Option value. | |
| Volatility | 2 | Volatility. | |
| Delta | 4 | Delta. | |
| Theta | 8 | Theta. | |
| Gamma | 16 | Gamma. | |
| Vega | 32 | Vega. | |
| Rho | 64 | Rho. | |
| Vanna | 128 | Vanna. | |
| Charm | 256 | Charm. | |
| Speed | 512 | Speed. | |
| Zomma | 1024 | Zomma. | |
| Color | 2048 | Color. | |
| BlackScholesD1 | 1048576 | Option valuation model specific value. | |
| BlackScholesD2 | 2097152 | Option valuation model specific value. |
See Also