Constructs an instance of the option calculator class using the specified symbol.

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

Syntax

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

Parameters

symbol
Type: RightEdge.Common..::..Symbol
Symbol object.
historicalVolatility
Type: System..::..Double
the historical volatility value used for option calculation.

Remarks

This constructor uses information from the SymbolInformation object that is passed in such as current price, strike price, expiration, etc to calculate the option price. Historical volatility can be retrieved from an external source or calculated using the Historical Volatility indicator.

See Also