Public Instance Methods
 CallTheta | Overloaded. This method calculates the theta per year of a European call option on a non-dividend-paying stock. |
| CallThetaOnCurrency | Overloaded. Returns the theta of a European call option on a currency. |
| CallThetaOnFutures | Overloaded. Returns the theta of a European call option on a futures contract. |
| CallThetaWithYield | Overloaded. Returns the theta of a European call option on an asset paying a continuous yield (for example an option on a index). |
| Equals (inherited from Object) | |
| GetHashCode (inherited from Object) | |
| GetType (inherited from Object) | |
| PutTheta | Overloaded. This method calculates the theta per year of a European put option on a non-dividend paying stock. |
| PutThetaOnCurrency | Overloaded. Returns the theta of a European put option on a currency. |
| PutThetaOnFutures | Overloaded. Returns the theta of a European put option on a futures contract. |
| PutThetaWithYield | Overloaded. Returns the theta of a European put option on an asset paying a continuous yield (for example an option on a index). |
| ThetaFromGammaDelta | We derive the theta from the delta, gamma and some other market variables for a portfolio of derivative all defined on some underlying asset. |
| ToString (inherited from Object) | |
| Year2DayThetaConvert | Converts the theta expressed as per year into the equivalent per day reading. |
Protected Instance Methods
 Finalize (inherited from Object) | |
| MemberwiseClone (inherited from Object) |
See Also
EuropeanTheta Class | Options Namespace