OptionValuationRho Property

Rho, the derivative of the option value with respect to the risk free rate.

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

Syntax

public double Rho { get; }

Type: Double

Send comments on this topic to RTMath, division of Deltix Inc

OptionValuationAddLanguageSpecificTextSet("LST37C06A60_0?cpp=::|nu=.");Rho Property