Невычисляются греки опционов
~/topic/5481/nevychislyayutsya-greki-optsionov/
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2026-06-22T10:23:32Z
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https://stocksharp.ru/posts/m/36885/
А что пишет?
2016-08-11T18:04:41Z
2016-08-11T18:04:41Z
Mikhail Sukhov
https://stocksharp.ru/users/201/
info@stocksharp.ru
<p>А что пишет?</p>
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https://stocksharp.ru/posts/m/35031/
var bs = new BlackScholes(_options, trader, trader) { RiskFree =0, Dividend =0, RoundDecimals =2 };...
2016-07-25T20:49:09Z
2016-07-25T20:49:09Z
sakhanov
https://stocksharp.ru/users/26949/
info@stocksharp.ru
<pre><code> var bs = new BlackScholes(_options, trader, trader) {
RiskFree =0,
Dividend =0,
RoundDecimals =2
};
DateTimeOffset currentTime = DateTimeOffset.Now;
var delta = bs.Delta(currentTime);
var gamma = bs.Gamma(currentTime);
var vega = bs.Vega(currentTime);
var theta = bs.Theta(currentTime);
var rho = bs.Rho(currentTime);
</code></pre>
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