OptionValuationTheta Property |
Theta measures the sensitivity of the value of the derivative to the passage of time: the "time decay".
Namespace: FinMath.Derivatives
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxSee Also