The OptionCalculator type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
 | OptionCalculator | Overloaded. |
Methods
| Name | Description | |
|---|---|---|
| CalculateDaysUntilExpiration | Overloaded. |
| CallImpliedVolatility |
Calculates the theoretical implied volatility (IV) for a call option.
|
| Equals | (Inherited from Object.) |
 | Finalize |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) |
| GetAmericanCallPartials |
Calculates the theoretical partials, or greeks for a call option.
|
| GetAmericanCallPrice | Overloaded. |
| GetAmericanPutPartials |
Calculates the theoretical partials, or greeks for a put option.
|
| GetAmericanPutPrice | Overloaded. |
| GetEuropeanCallPrice | Overloaded. |
| GetEuropeanPutPrice | Overloaded. |
| GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) |
| GetType |
Gets the Type of the current instance.
(Inherited from Object.) |
| LoadInterestRate | Overloaded. |
| MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) |
| PutImpliedVolatility |
Calculates the theoretical implied volatility (IV) for a put option.
|
| ThirdFridayOfMonth |
Returns a DateTime structure representing the third Friday of the month for the specified month and year.
|
| ToString | (Inherited from Object.) |
Properties
| Name | Description | |
|---|---|---|
 | HistoricalVolatility |
Gets or set the historical volatility value.
|
| InterestRate |
Gets or sets the current interest rate or "risk free" rate of return.
|
| Symbol |
Gets the Symbol class associated with this instance of the class.
|
