EuropeanTheta.Year2DayThetaConvert Method 

Converts the theta expressed as per year into the equivalent per day reading.

Parameters

ThetaPerYear

This is the theta per year of an asset.

Remarks

Note that the trading year contains 252 trading days.

Excel Remarks

The full name of this function inside Excel is Option_EuropeanTheta_Year2DayThetaConvert.

See Also

EuropeanTheta Class | Options Namespace

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