Evaluation of the Theta of a European option on equities, equity indexes, currencies and future contracts in accordance with the classical Black-Scholes model.
For a list of all members of this type, see EuropeanTheta Members.
System.Object
EuropeanTheta
Recall that the Theta of an option contract is the rate of change (i.e. the first derivative) of the option with respect to changes in the time to maturity. The Theta is often referred to as the time decay of an option (or portfolio).
Namespace: WebCab.COM.Finance.Options
Assembly: WebCab.COM.Options (in WebCab.COM.Options.dll)
EuropeanTheta Members | WebCab.COM.Finance.Options Namespace