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WebCab.COM.Finance.Futures
DailyReporting Class
DailyReporting Members
DailyReporting Constructor
Methods
AggregatePosition Method
ExcessMargin Method
Exchange Method
Margin Method
MarkToMarket Method
PriceAdjustment Method
Forwards Class
Forwards Members
Forwards Constructor
Methods
AggregatePosition Method
ForwardOnCurrencies Method
ForwardOnCurrenciesWithExplicitTime Method
LongForward Method
LongForwardWithExplicitTime Method
LongPayOff Method
ShortForward Method
ShortForwardWithExplicitTime Method
ShortPayOff Method
Futures Class
Futures Members
Futures Constructor
Methods
AggregatePosition Method
FuturesPriceNoIncome Method
FuturesPriceNoIncomeWithExplicitTime Method
FuturesPriceOnCurrencies Method
FuturesPriceOnCurrenciesWithExplicitTime Method
FuturesPriceOnIndex Method
FuturesPriceOnIndexWithExplicitTime Method
FuturesPriceWithDividend Method
FuturesPriceWithDividendWithExplicitTime Method
FuturesPriceWithIncome Method
FuturesPriceWithIncomeWithExplicitTime Method
Gearing Method
FuturesHedging Class
FuturesHedging Members
FuturesHedging Constructor
Methods
BetaHedge Method
BetaModify Method
ClosestHedge Method
HedgeRatio Method
PearsonCorrelation Method
PortfolioBeta Method
StandardDeviation Method
FuturesOnCommodities Class
FuturesOnCommodities Members
FuturesOnCommodities Constructor
Methods
ConsumptionCommodity Method
ConsumptionCommodityWithCarry Method
ConsumptionCommodityWithCarryWithExplicitTime Method
ConsumptionCommodityWithExplicitTime Method
ConsumptionCommodityWithProportionateCosts Method
ConsumptionCommodityWithProportionateCostsWithExplicitTime Method
ConvenienceYield Method
ConvenienceYieldFromCarry Method
ConvenienceYieldFromCarryWithExplicitTime Method
ConvenienceYieldWithExplicitTime Method
ConvenienceYieldWithProportionalCosts Method
ConvenienceYieldWithProportionalCostsWithExplicitTime Method
CostOfCarry Method
CostOfCarryForConsumption Method
CostOfCarryForConsumptionWithExplicitTime Method
CostOfCarryWithExplicitTime Method
InvestmentCommodity Method
InvestmentCommodityWithCarry Method
InvestmentCommodityWithCarryWithExplicitTime Method
InvestmentCommodityWithExplicitTime Method
InvestmentCommodityWithProportionateCosts Method
InvestmentCommodityWithProportionateCostsWithExplicitTime Method
Interest Class
Interest Members
Interest Constructor
Methods
Deposit Method
DepositCompounded Method
DepositCompoundedWithExplicitTime Method
DepositContinuouslyCompounded Method
DepositContinuouslyCompoundedWithExplicitTime Method
DepositWithExplicitTime Method
InterestCompoundToContinuous Method
InterestContinuousToCompound Method
InterestPeriodConversion Method
WebCab.COM.Finance.Options
BinaryOptions Class
BinaryOptions Members
BinaryOptions Constructor
Methods
PayOffCall Method
PayOffPut Method
EuropeanDelta Class
EuropeanDelta Members
EuropeanDelta Constructor
Methods
CallDelta Method
CallDeltaOnCurrency Method
CallDeltaOnCurrencyWithExplicitTime Method
CallDeltaOnIndex Method
CallDeltaOnIndexWithExplicitTime Method
CallDeltaWithExplicitTime Method
CallDeltaWithYield Method
CallDeltaWithYieldWithExplicitTime Method
DeltaOfPortfolio Method
PutDelta Method
PutDeltaOnCurrency Method
PutDeltaOnCurrencyWithExplicitTime Method
PutDeltaOnIndex Method
PutDeltaOnIndexWithExplicitTime Method
PutDeltaWithExplicitTime Method
PutDeltaWithYield Method
PutDeltaWithYieldWithExplicitTime Method
EuropeanEvaluation Class
EuropeanEvaluation Members
EuropeanEvaluation Constructor
Methods
Call Method
CallOnCurrency Method
CallOnCurrencyWithExplicitTime Method
CallOnFutures Method
CallOnFuturesWithExplicitTime Method
CallOnIndex Method
CallOnIndexWithExplicitTime Method
CallPut Method
CallPutWithExplicitTime Method
CallWithDividends Method
CallWithDividendsWithExplicitTime Method
CallWithExplicitTime Method
CallWithYield Method
CallWithYieldWithExplicitTime Method
PayOffCall Method
PayOffPut Method
Put Method
PutOnCurrency Method
PutOnCurrencyWithExplicitTime Method
PutOnFutures Method
PutOnFuturesWithExplicitTime Method
PutOnIndex Method
PutOnIndexWithExplicitTime Method
PutWithDividends Method
PutWithDividendsWithExplicitTime Method
PutWithExplicitTime Method
PutWithYield Method
PutWithYieldWithExplicitTime Method
TotalValue Method
EuropeanGamma Class
EuropeanGamma Members
EuropeanGamma Constructor
Methods
GammaFromThetaDelta Method
OptionGamma Method
OptionGammaOnCurrency Method
OptionGammaOnCurrencyWithExplicitTime Method
OptionGammaOnIndex Method
OptionGammaOnIndexWithExplicitTime Method
OptionGammaWithExplicitTime Method
OptionGammaWithYield Method
OptionGammaWithYieldWithExplicitTime Method
EuropeanRho Class
EuropeanRho Members
EuropeanRho Constructor
Methods
CallRho Method
CallRhoOnBaseCurrency Method
CallRhoOnBaseCurrencyWithExplicitTime Method
CallRhoOnForeignCurrency Method
CallRhoOnForeignCurrencyWithExplicitTime Method
CallRhoOnIndex Method
CallRhoOnIndexWithExplicitTime Method
CallRhoWithExplicitTime Method
PutRho Method
PutRhoOnBaseCurrency Method
PutRhoOnBaseCurrencyWithExplicitTime Method
PutRhoOnForeignCurrency Method
PutRhoOnForeignCurrencyWithExplicitTime Method
PutRhoOnIndex Method
PutRhoOnIndexWithExplicitTime Method
PutRhoWithExplicitTime Method
EuropeanTheta Class
EuropeanTheta Members
EuropeanTheta Constructor
Methods
CallTheta Method
CallThetaOnCurrency Method
CallThetaOnCurrencyWithExplicitTime Method
CallThetaWithExplicitTime Method
CallThetaWithYield Method
CallThetaWithYieldWithExplicitTime Method
PutTheta Method
PutThetaOnCurrency Method
PutThetaOnCurrencyWithExplicitTime Method
PutThetaWithExplicitTime Method
PutThetaWithYield Method
PutThetaWithYieldWithExplicitTime Method
ThetaFromGammaDelta Method
Year2DayGeneralThetaConvert Method
Year2DayThetaConvert Method
EuropeanVega Class
EuropeanVega Members
EuropeanVega Constructor
Methods
OptionVega Method
OptionVegaOnCurrency Method
OptionVegaOnCurrencyWithExplicitTime Method
OptionVegaOnIndex Method
OptionVegaOnIndexWithExplicitTime Method
OptionVegaWithExplicitTime Method
OptionVegaWithYield Method
OptionVegaWithYieldWithExplicitTime Method
ImpliedVolatility Class
ImpliedVolatility Members
ImpliedVolatility Constructor
Methods
CallOnCurrencyVolatility Method
CallOnCurrencyVolatilityWithExplicitTime Method
CallOnFuturesVolatility Method
CallOnFuturesVolatilityWithExplicitTime Method
CallOnIndexVolatility Method
CallOnIndexVolatilityWithExplicitTime Method
CallVolatility Method
CallVolatilityWithExplicitTime Method
CallWithYieldVolatility Method
CallWithYieldVolatilityWithExplicitTime Method
PutOnCurrencyVolatility Method
PutOnCurrencyVolatilityWithExplicitTime Method
PutOnFuturesVolatility Method
PutOnFuturesVolatilityWithExplicitTime Method
PutOnIndexVolatility Method
PutOnIndexVolatilityWithExplicitTime Method
PutVolatility Method
PutVolatilityWithExplicitTime Method
PutWithYieldVolatility Method
PutWithYieldVolatilityWithExplicitTime Method
OptionsConstants Class
OptionsConstants Members
OptionsConstants Constructor
Fields
ANNUAL_DAY_COUNT_252 Field
ANNUAL_DAY_COUNT_360 Field
ANNUAL_DAY_COUNT_365 Field
OptionsException Class
OptionsException Members
OptionsException Constructor
OptionsException Constructor ()
OptionsException Constructor (String)
OptionsException Constructor (Exception)
OptionsOnFutures Class
OptionsOnFutures Members
OptionsOnFutures Constructor
Methods
CallDelta Method
CallDeltaWithExplicitTime Method
CallGamma Method
CallGammaWithExplicitTime Method
CallOnFutures Method
CallOnFuturesWithExplicitTime Method
CallRho Method
CallRhoWithExplicitTime Method
CallTheta Method
CallThetaWithExplicitTime Method
CallVega Method
CallVegaWithExplicitTime Method
PutDelta Method
PutDeltaWithExplicitTime Method
PutGamma Method
PutGammaWithExplicitTime Method
PutOnFutures Method
PutOnFuturesWithExplicitTime Method
PutRho Method
PutRhoWithExplicitTime Method
PutTheta Method
PutThetaWithExplicitTime Method
PutVega Method
PutVegaWithExplicitTime Method
OptionStrategies Class
OptionStrategies Members
OptionStrategies Constructor
Methods
PayOffBearSpread Method
PayOffBullSpread Method
PayOffButterflySpread Method
PayOffSpread Method
PayOffStraddleCombination Method
PayOffStrangleCombination Method
PriceRange Class
PriceRange Members
PriceRange Constructor
Methods
ExpectedPrice Method
ExpectedPrice Method (Double, Double, DateTime, DateTime)
ExpectedPrice Method (Double, Double, Double)
ExpectedReturnEstimate Method
ExpectedReturnEstimateDates Method
GetPriceRange Method
GetPriceRange Method (Double, Double, Double, Double, DateTime, DateTime)
GetPriceRange Method (Double, Double, Double, Double, Double)
RangeProbability Method
RangeProbability Method (Double, Double, Double, Double, Double, DateTime, DateTime)
RangeProbability Method (Double, Double, Double, Double, Double, Double)
VarianceOfPrice Method
VarianceOfPrice Method (Double, Double, Double, DateTime, DateTime)
VarianceOfPrice Method (Double, Double, Double, Double)
PriceRangeStateful Class
PriceRangeStateful Members
PriceRangeStateful Constructor
Methods
ExpectedPrice Method
GetExpectedReturn Method
GetInitialPrice Method
GetPriceRange Method
GetProbability Method
GetTime Method
GetVolatility Method
RangeProbability Method
SetExpectedReturn Method
SetHighPrice Method
SetInitialPrice Method
SetLowPrice Method
SetPriceValues Method
SetPriceValuesDates Method
SetProbability Method
SetTime Method
SetTime Method (DateTime, DateTime)
SetTime Method (Double)
SetVolatility Method
VarianceOfPrice Method
PutCallParity Class
PutCallParity Members
PutCallParity Constructor
Methods
CallBinary Method
CallBinaryWithExplicitTime Method
CallEuropean Method
CallEuropeanWithDividends Method
CallEuropeanWithDividendsWithExplicitTime Method
CallEuropeanWithExplicitTime Method
InterestBinary Method
InterestBinaryWithExplicitTime Method
InterestEuropean Method
InterestEuropeanWithExplicitTime Method
PutBinary Method
PutBinaryWithExplicitTime Method
PutEuropean Method
PutEuropeanWithDividends Method
PutEuropeanWithDividendsWithExplicitTime Method
PutEuropeanWithExplicitTime Method
Volatility Class
Volatility Members
Volatility Constructor
Methods
ArchVolatilityEstimate Method
DaysYearRescaling Method
EwmaVolatilityEstimate Method
EwmaVolatilityEstimateInduction Method
GarchVolatilityEstimate Method
HistoricalEstimate Method
HistoricalEstimateStandardError Method
HistoricalEstimateWithDividends Method
ReturnDuringithDay Method
VarianceWithHistoricalReturnsKnown Method