Class Greeks

Represents the greeks base class

Constructors

Greeks()

Declaration

protected Greeks()

Properties

Charm

The Charm

Declaration

public Nullable<double> Charm { get; set; }

Property Value

Type	Description
System.Nullable<System.Double>

Delta

The Delta

Declaration

public Nullable<double> Delta { get; set; }

Property Value

Type	Description
System.Nullable<System.Double>

Divsens

The Divsens

Declaration

public Nullable<double> Divsens { get; set; }

Property Value

Type	Description
System.Nullable<System.Double>

Gamma

The Gamma

Declaration

public Nullable<double> Gamma { get; set; }

Property Value

Type	Description
System.Nullable<System.Double>

PositionDelta

The Position Delta

Declaration

public Nullable<double> PositionDelta { get; set; }

Property Value

Type	Description
System.Nullable<System.Double>

RelativeDelta

The Relative Delta

Declaration

public Nullable<double> RelativeDelta { get; set; }

Property Value

Type	Description
System.Nullable<System.Double>

Theta

The Theta

Declaration

public Nullable<double> Theta { get; set; }

Property Value

Type	Description
System.Nullable<System.Double>

Vanna

The Vanna

Declaration

public Nullable<double> Vanna { get; set; }

Property Value

Type	Description
System.Nullable<System.Double>

Vega

The Vega

Declaration

public Nullable<double> Vega { get; set; }

Property Value

Type	Description
System.Nullable<System.Double>