The OptionCalculator type exposes the following members.
Constructors
Name  Description  

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

Methods
Name  Description  

CalculateDaysUntilExpiration(Int32, Int32) 
Calculates the number of days until expiration assuming the option expires.
 
CalculateDaysUntilExpiration(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.
 
CalculateDaysUntilExpiration(Nullable<(Of <<'(DateTime>)>>), Int32, Int32) 
Calculates the number of days until expiration.
 
CallImpliedVolatility 
Calculates the theoretical implied volatility (IV) for a call option.
 
Equals  (Inherited from Object.)  
Finalize  Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)  
GetAmericanCallPartials 
Calculates the theoretical partials, or greeks for a call option.
 
GetAmericanCallPrice(Double) 
Gets the theoretical value of an American style call option.
 
GetAmericanCallPrice(Double, Double, Int32) 
Gets the theoretical value of an American style call option.
 
GetAmericanCallPrice(Double, Double, Int32, Int32) 
Gets the theoretical value of an American style call option.
 
GetAmericanPutPartials 
Calculates the theoretical partials, or greeks for a put option.
 
GetAmericanPutPrice(Double) 
Gets the theoretical value of an American style put option.
 
GetAmericanPutPrice(Double, Double, Int32) 
Gets the theoretical value of an American style put option.
 
GetAmericanPutPrice(Double, Double, Int32, Int32) 
Gets the theoretical value of an American style put option.
 
GetEuropeanCallPrice(Double) 
Gets the theoretical value of a European style call option.
 
GetEuropeanCallPrice(Double, Double, Int32, Int32) 
Gets the theoretical value of a European style call option.
 
GetEuropeanPutPrice(Double) 
Gets the theoretical value of a European style put option.
 
GetEuropeanPutPrice(Double, Double, Int32, Int32) 
Gets the theoretical value of a European style put option.
 
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()()()() 
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 13week treasury bill. This is generally
considered to be the going interest rate.
 
LoadInterestRate(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.
 
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  Returns a string that represents the current object. (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.
