Evaluation of the Vega 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 EuropeanVega Members.
System.Object
EuropeanVega
Recall that the Vega of an option contract is the rate of change (i.e. the first derivative) of the option with respect to changes in the volatility of the underlying asset.
Namespace: WebCab.COM.Finance.Options
Assembly: WebCab.COM.Options (in WebCab.COM.Options.dll)
EuropeanVega Members | WebCab.COM.Finance.Options Namespace