WebCab Options and Futures for COM v3.1

EuropeanDelta.DeltaOfPortfolio Method 

Evaluates the Delta of a portfolio of options is calculated when the number of each option held within the portfolio and the delta of each option is known.

public double DeltaOfPortfolio(
   double[] numberOfOptions,
   double[] deltaOfOptions
);

Parameters

numberOfOptions
An array where the i-th term corresponds to the number of (i+1)-th option within the portfolio.
deltaOfOptions
An array where the i-th term corresponds to the delta of the (i+1)-th option within the portfolio.

Return Value

The delta of the portfolio.

See Also

EuropeanDelta Class | WebCab.COM.Finance.Options Namespace