The OptionCalculator type exposes the following members.

Constructors

  NameDescription
Public methodOptionCalculator()()()()
Constructs an OptionCalculator instance.
Public methodOptionCalculator(Double)
Constructs an instance of the option calculator class.
Public methodOptionCalculator(Symbol, Double)
Constructs an instance of the option calculator class using the specified symbol.

Methods

  NameDescription
Public methodCalculateDaysUntilExpiration(Int32, Int32)
Calculates the number of days until expiration assuming the option expires.
Protected methodCalculateDaysUntilExpiration(DateTime, Int32, Int32)
Calculates the number of days until expiration. This implementation assumes the option expires on the third Friday of the month, but this can be overridden in a derived class.
Public methodCalculateDaysUntilExpiration(Nullable<(Of <<'(DateTime>)>>), Int32, Int32)
Calculates the number of days until expiration.
Public methodCallImpliedVolatility
Calculates the theoretical implied volatility (IV) for a call option.
Public methodEquals
Determines whether the specified Object is equal to the current Object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetAmericanCallPartials
Calculates the theoretical partials, or greeks for a call option.
Public methodGetAmericanCallPrice(Double)
Gets the theoretical value of an American style call option.
Public methodGetAmericanCallPrice(Double, Double, Int32)
Gets the theoretical value of an American style call option.
Public methodGetAmericanCallPrice(Double, Double, Int32, Int32)
Gets the theoretical value of an American style call option.
Public methodGetAmericanPutPartials
Calculates the theoretical partials, or greeks for a put option.
Public methodGetAmericanPutPrice(Double)
Gets the theoretical value of an American style put option.
Public methodGetAmericanPutPrice(Double, Double, Int32)
Gets the theoretical value of an American style put option.
Public methodGetAmericanPutPrice(Double, Double, Int32, Int32)
Gets the theoretical value of an American style put option.
Public methodGetEuropeanCallPrice(Double)
Gets the theoretical value of a European style call option.
Public methodGetEuropeanCallPrice(Double, Double, Int32, Int32)
Gets the theoretical value of a European style call option.
Public methodGetEuropeanPutPrice(Double)
Gets the theoretical value of a European style put option.
Public methodGetEuropeanPutPrice(Double, Double, Int32, Int32)
Gets the theoretical value of a European style put option.
Public methodGetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodLoadInterestRate()()()()
Loads the interest rate or current risk free rate of return. This instance will go to Yahoo and pull the current price of ^IRX which is the 13-week treasury bill. This is generally considered to be the going interest rate.
Public methodLoadInterestRate(String)
Loads the interest rate or current risk free rate of return. This instance will go to Yahoo and pull the current price of the specified symbol. The value or current price retrieved will be used as the interest rate.
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodPutImpliedVolatility
Calculates the theoretical implied volatility (IV) for a put option.
Public methodThirdFridayOfMonth
Returns a DateTime structure representing the third Friday of the month for the specified month and year.
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)

Properties

  NameDescription
Public propertyHistoricalVolatility
Gets or set the historical volatility value.
Public propertyInterestRate
Gets or sets the current interest rate or "risk free" rate of return.
Public propertySymbol
Gets the Symbol class associated with this instance of the class.

See Also