WebCab XL Community Edition

ImpliedVolatility Members

ImpliedVolatility overview

Public Instance Methods

CallOnCurrencyVolatilityOverloaded. Calculates the implied volatility of a currency from the Black-Scholes formulae, knowing the value of a call option on that currency.
CallOnFuturesVolatilityOverloaded. Calculates the implied volatility of a futures contract from the Black-Scholes formulae, knowing the value of a call option on that contract.
CallOnIndexVolatilityOverloaded. Calculates the implied volatility of an index from the Black-Scholes formulae, knowing the value of a call option on that index.
CallVolatilityOverloaded. Calculates the implied volatility of a non-dividend paying stock from the Black-Scholes formulae, knowing the value of a call option on that stock.
CallWithYieldVolatilityOverloaded. Calculates the implied volatility of a stock which pays dividends during the option live from the Black-Scholes formulae, knowing the value of a call option on that stock.
Equals (inherited from Object)
GetHashCode (inherited from Object)
GetType (inherited from Object)
PutOnCurrencyVolatilityOverloaded. Calculates the implied volatility of a currency from the Black-Scholes formulae, knowing the value of a put option on that currency.
PutOnFuturesVolatilityOverloaded. Calculates the implied volatility of a futures contract from the Black-Scholes formulae, knowing the value of a put option on that contract.
PutOnIndexVolatilityOverloaded. Calculates the implied volatility of an index from the Black-Scholes formulae, knowing the value of a call option on that index.
PutVolatilityOverloaded. Calculates the implied volatility of a non-dividend paying stock from the Black-Scholes formulae, knowing the value of a put option on that stock.
PutWithYieldVolatilityOverloaded. Calculates the implied volatility of a stock which pays dividends during the option life from the Black-Scholes formulae, knowing the value of a put option on that stock.
ToString (inherited from Object)

Protected Instance Methods

Finalize (inherited from Object)
MemberwiseClone (inherited from Object)

See Also

ImpliedVolatility Class | Options Namespace