Constructs an instance of the option calculator class.

Namespace: RightEdge.Common
Assembly: Common (in Common.dll) Version: 2010.1.0.0 (2010.1.0.0)

Syntax

C#
public OptionCalculator(
	double historicalVolatility
)
Visual Basic
Public Sub New ( 
	historicalVolatility As Double
)
Visual C++
public:
OptionCalculator(
	double historicalVolatility
)
F#
new : 
        historicalVolatility : float -> OptionCalculator

Parameters

historicalVolatility
Type: System..::..Double
the historical volatility value used for option calculation.

Remarks

Historical volatility can be retrieved from an external source or calculated using the Historical Volatility indicator

See Also