Within this XL Service we consider the evaluation of the Gamma 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 EuropeanGamma Members.
System.Object
EuropeanGamma
Recall that the Gamma of an option contract is the rate of change of the rate of change (i.e. the second derivative) of the option price with respect to changes of the underlying asset price.
Namespace: Options
Assembly: XMLDoc (in XMLDoc.dll)
EuropeanGamma Members | Options Namespace