Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation. It represents the most recent information that is available about the corresponding values at any given moment of time. The values include first and second order derivative of the price curve by price, so that the real-time theoretical option price can be estimated on real-time changes of the underlying price in the vicinity.
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DateTime | Time [get, private set] |
| Returns date time of the last theo price computation. More...
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double | Price [get, private set] |
| Returns theoretical option price. More...
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double | UnderlyingPrice [get, private set] |
| Returns underlying price at the time of theo price computation. More...
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double | Delta [get, private set] |
| Returns delta of the theoretical price. Delta is the first derivative of the theoretical price by the underlying price. More...
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double | Gamma [get, private set] |
| Returns gamma of the theoretical price. Gamma is the second derivative of the theoretical price by the underlying price. More...
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double | Dividend [get, private set] |
| Returns implied simple dividend return of the corresponding option series. See the model section for an explanation this simple dividend return (Q(τ)). More...
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double | Interest [get, private set] |
| Returns implied simple interest return of the corresponding option series. See the model section for an explanation this simple interest return (R(τ)). More...
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string | EventSymbol [get, private set] |
| Returns symbol of this event. More...
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object IDxEventType. | EventSymbol [get] |
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DateTime | Time [get] |
| Returns date time of the last theo price computation. More...
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double | Price [get] |
| Returns theoretical option price. More...
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double | UnderlyingPrice [get] |
| Returns underlying price at the time of theo price computation. More...
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double | Delta [get] |
| Returns delta of the theoretical price. Delta is the first derivative of the theoretical price by the underlying price. More...
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double | Gamma [get] |
| Returns gamma of the theoretical price. Gamma is the second derivative of the theoretical price by the underlying price. More...
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double | Dividend [get] |
| Returns implied simple dividend return of the corresponding option series. See the model section for an explanation this simple dividend return (Q(τ)). More...
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double | Interest [get] |
| Returns implied simple interest return of the corresponding option series. See the model section for an explanation this simple interest return (R(τ)). More...
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| MarketEventImpl (string symbol) |
| Protected constructor for concrete implementation classes that initializes EventSymbol property. More...
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Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation. It represents the most recent information that is available about the corresponding values at any given moment of time. The values include first and second order derivative of the price curve by price, so that the real-time theoretical option price can be estimated on real-time changes of the underlying price in the vicinity.
◆ NativeTheoPrice() [1/2]
unsafe com.dxfeed.native.events.NativeTheoPrice.NativeTheoPrice |
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DxTheoPrice * |
theoPrice, |
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string |
symbol |
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inlinepackage |
◆ NativeTheoPrice() [2/2]
com.dxfeed.native.events.NativeTheoPrice.NativeTheoPrice |
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IDxTheoPrice |
tp | ) |
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inlinepackage |
◆ Clone()
override object com.dxfeed.native.events.NativeTheoPrice.Clone |
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inlinevirtual |
◆ ToString()
override string com.dxfeed.native.events.NativeTheoPrice.ToString |
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inline |
◆ Delta
double com.dxfeed.native.events.NativeTheoPrice.Delta |
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getprivate set |
Returns delta of the theoretical price. Delta is the first derivative of the theoretical price by the underlying price.
◆ Dividend
double com.dxfeed.native.events.NativeTheoPrice.Dividend |
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getprivate set |
Returns implied simple dividend return of the corresponding option series. See the model section for an explanation this simple dividend return (Q(τ)).
◆ Gamma
double com.dxfeed.native.events.NativeTheoPrice.Gamma |
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getprivate set |
Returns gamma of the theoretical price. Gamma is the second derivative of the theoretical price by the underlying price.
◆ Interest
double com.dxfeed.native.events.NativeTheoPrice.Interest |
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getprivate set |
Returns implied simple interest return of the corresponding option series. See the model section for an explanation this simple interest return (R(τ)).
◆ Price
double com.dxfeed.native.events.NativeTheoPrice.Price |
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getprivate set |
Returns theoretical option price.
◆ Time
DateTime com.dxfeed.native.events.NativeTheoPrice.Time |
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getprivate set |
Returns date time of the last theo price computation.
◆ UnderlyingPrice
double com.dxfeed.native.events.NativeTheoPrice.UnderlyingPrice |
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getprivate set |
Returns underlying price at the time of theo price computation.
The documentation for this class was generated from the following file: