Within this XL Service we consider the evaluation of the Delta of European options on equities, equity indexes, currencies and futures contracts in accordance with the classical Black-Scholes model.
For a list of all members of this type, see EuropeanDelta Members.
System.Object
EuropeanDelta
Recall that the Delta of an option contract is the rate of change (i.e. the 1st derivative) of the option price with respect to changes of the underlying asset price.
Namespace: Options
Assembly: XMLDoc (in XMLDoc.dll)
EuropeanDelta Members | Options Namespace