Public Instance Methods
 Equals (inherited from Object) | |
| GammaFromThetaDelta | We derive the gamma from the delta, theta and some other market variables. |
| GetHashCode (inherited from Object) | |
| GetType (inherited from Object) | |
| OptionGamma | Overloaded. Evaluates the gamma of a European call or put option on a non-dividend paying stock. |
| OptionGammaOnCurrency | Overloaded. Evaluates the gamma of a European call or put option on a currency. |
| OptionGammaOnFutures | Overloaded. Evaluates the gamma of a European call or put option of a futures contract. |
| OptionGammaOnIndex | Overloaded. Evaluates the gamma of a European call or put option on an index. |
| OptionGammaWithYield | Overloaded. Returns the gamma of a European call or put option on a stock which has a continuous yield. |
| ToString (inherited from Object) |
Protected Instance Methods
 Finalize (inherited from Object) | |
| MemberwiseClone (inherited from Object) |
See Also
EuropeanGamma Class | Options Namespace