 CallDelta |
Evaluates the delta of a call option on a futures contract in accordance with the Black-76 model.
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| CallDeltaWithExplicitTime |
Evaluates the delta of a call option on a futures contract in accordance with the Black-76 model.
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| CallGamma |
Evaluates the gamma of a call option on a futures contract in accordance with the Black-76 model.
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| CallGammaWithExplicitTime |
Evaluates the gamma of a call option on a futures contract in accordance with the Black-76 model.
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| CallOnFutures |
Evaluates the present value of a European call option on a futures contract in accordance with the Black-76 model.
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| CallOnFuturesWithExplicitTime |
Evaluates the present value of a European call option on a futures contract in accordance with the Black-76 model.
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| CallRho |
Evaluates the rho of a call option on a futures contract in accordance with the Black-76 model.
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| CallRhoWithExplicitTime |
Evaluates the rho of a call option on a futures contract in accordance with the Black-76 model.
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| CallTheta |
Evaluates the theta of a call option on a futures contract in accordance with the Black-76 model.
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| CallThetaWithExplicitTime |
Evaluates the theta of a call option on a futures contract in accordance with the Black-76 model.
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| CallVega |
Evaluates the vega of a call option on a futures contract in accordance with the Black-76 model.
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| CallVegaWithExplicitTime |
Evaluates the vega of a call option on a futures contract in accordance with the Black-76 model.
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| 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. |
| PutDelta |
Evaluates the delta of a put option on a futures contract in accordance with the Black-76 model.
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| PutDeltaWithExplicitTime |
Evaluates the delta of a put option on a futures contract in accordance with the Black-76 model.
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| PutGamma |
Evaluates the gamma of a put option on a futures contract in accordance with the Black-76 model.
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| PutGammaWithExplicitTime |
Evaluates the gamma of a put option on a futures contract in accordance with the Black-76 model.
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| PutOnFutures |
Evaluates the present value of a European put option on a futures contract in accordance with the Black-76 model.
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| PutOnFuturesWithExplicitTime |
Evaluates the present value of a European put option on a futures contract in accordance with the Black-76 model.
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| PutRho |
Evaluates the rho of a put option on a futures contract in accordance with the Black-76 model.
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| PutRhoWithExplicitTime |
Evaluates the rho of a put option on a futures contract in accordance with the Black-76 model.
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| PutTheta |
Evaluates the theta of a put option on a futures contract in accordance with the Black-76 model.
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| PutThetaWithExplicitTime |
Evaluates the theta of a put option on a futures contract in accordance with the Black-76 model.
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| PutVega |
Evaluates the vega of a put option on a futures contract in accordance with the Black-76 model.
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| PutVegaWithExplicitTime |
Evaluates the vega of a put option on a futures contract in accordance with the Black-76 model.
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| ToString (inherited from Object) | Returns a String that represents the current Object. |
Finalize (inherited from Object)