| WebCab Options and Futures for COM v3.1 | |
WebCab.COM.Finance.Options Namespace
Classes
| Class | Description |
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| BinaryOptions |
Evaluates the pay-off from a Binary option at expiry.
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| EuropeanDelta |
Considers the evaluation of the Delta of European options on equities, equity indexes and currencies in accordance with the classical Black-Scholes model.
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| EuropeanEvaluation |
Evaluation of the present value of European options on equities, equity indexes and currencies Black-Scholes model.
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| EuropeanGamma |
Evaluation of the Gamma of European options on equities, equity indexes and currencies in accordance with the classical Black-Scholes model.
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| EuropeanRho |
Evaluation of the Rho of European options on equities, equity indexes and currencies in accordance with the classical Black-Scholes model.
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| EuropeanTheta |
Evaluation of the Theta of a European option on equities, equity indexes, currencies and future contracts in accordance with the classical Black-Scholes model.
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| EuropeanVega |
Evaluation of the Vega of a European option on equities, equity indexes, currencies and future contracts in accordance with the classical Black-Scholes model.
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| ImpliedVolatility |
Evaluation of the implied volatility for European (call or put) options on stocks, index, currencies or futures.
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| OptionsConstants |
This class defines constants used by the Options package.
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| OptionsException | Exception usually thrown to indicate error in input values
for the options specific classes.
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| OptionsOnFutures |
Evaluation of the price and Greeks (delta, gamma, vega, theta, rho) of a European call or put option on a futures contract in accordance with Black-76 model.
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| OptionStrategies |
Evaluates the payoff functions of a number of different option trading strategies.
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| PriceRange |
Evaluation of the expected future price, expected future variance of the price, probability associated with a given future price range, and future price range associated with a given probability in accordance with the Black-Scholes model.
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| PriceRangeStateful |
Evaluation of the expected future price, expected future variance of the price, probability associated with a given price range, and the price range associated with a given probability in accordance with the Black-Scholes model.
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| PutCallParity |
Applies the put-call parity for the evaluation of European and Binary options.
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| Volatility |
Consists of a collection of methods for estimating and rescaling the volatility.
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