WebCab Options and Futures for COM v3.1

ImpliedVolatility Members

ImpliedVolatility overview

Public Instance Constructors

ImpliedVolatility ConstructorInitializes a new instance of the ImpliedVolatility class.

Public Instance Methods

CallOnCurrencyVolatility Calculates the implied volatility of a currency from the Black-Scholes formulae, knowing the value of a call option on that currency.
CallOnCurrencyVolatilityWithExplicitTime Calculates the implied volatility of a currency from the Black-Scholes formulae, knowing the value of a call option on that currency.
CallOnFuturesVolatility Calculates the implied volatility of a European Call option on a futures contract in accordance with the Black-76 model.
CallOnFuturesVolatilityWithExplicitTime Calculates the implied volatility of a European Call option on a futures contract in accordance with the Black-76 model.
CallOnIndexVolatility Calculates the implied volatility of an index from the Black-Scholes formulae, knowing the value of a call option on that index.
CallOnIndexVolatilityWithExplicitTime Calculates the implied volatility of an index from the Black-Scholes formulae, knowing the value of a call option on that index.
CallVolatility Calculates the implied volatility of a non-dividend paying stock from the Black-Scholes formulae, knowing the value of a call option on that stock.
CallVolatilityWithExplicitTime Calculates the implied volatility of a non-dividend paying stock from the Black-Scholes formulae, knowing the value of a call option on that stock.
CallWithYieldVolatility Calculates the implied volatility of a stock which pays dividends during the option live from the Black-Scholes formulae, knowing the value of a call option on that stock.
CallWithYieldVolatilityWithExplicitTime Calculates the implied volatility of a stock which pays dividends during the option live from the Black-Scholes formulae, knowing the value of a call option on that stock.
Equals (inherited from Object)Determines whether the specified Object is equal to the current Object.
GetHashCode (inherited from Object)Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetType (inherited from Object)Gets the Type of the current instance.
PutOnCurrencyVolatility Calculates the implied volatility of a currency from the Black-Scholes formulae, knowing the value of a put option on that currency.
PutOnCurrencyVolatilityWithExplicitTime Calculates the implied volatility of a currency from the Black-Scholes formulae, knowing the value of a put option on that currency.
PutOnFuturesVolatility Calculates the implied volatility of a European Put option on a futures contract in accordance with the Black-76 model.
PutOnFuturesVolatilityWithExplicitTime Calculates the implied volatility of a European Put option on a futures contract in accordance with the Black-76 model.
PutOnIndexVolatility Calculates the implied volatility of an index from the Black-Scholes formulae, knowing the value of a call option on that index.
PutOnIndexVolatilityWithExplicitTime Calculates the implied volatility of an index from the Black-Scholes formulae, knowing the value of a call option on that index.
PutVolatility Calculates the implied volatility of a non-dividend paying stock from the Black-Scholes formulae, knowing the value of a put option on that stock.
PutVolatilityWithExplicitTime Calculates the implied volatility of a non-dividend paying stock from the Black-Scholes formulae, knowing the value of a put option on that stock.
PutWithYieldVolatility Calculates the implied volatility of a stock which pays dividends during the option life from the Black-Scholes formulae, knowing the value of a put option on that stock.
PutWithYieldVolatilityWithExplicitTime Calculates the implied volatility of a stock which pays dividends during the option life from the Black-Scholes formulae, knowing the value of a put option on that stock.
ToString (inherited from Object)Returns a String that represents the current Object.

Protected Instance Methods

Finalize (inherited from Object)Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object)Creates a shallow copy of the current Object.

See Also

ImpliedVolatility Class | WebCab.COM.Finance.Options Namespace