dxFeed .Net API  5.13.0
dxFeed .Net API library intended to provide market data access for DX clients
Public Member Functions | Package Functions | Properties
com.dxfeed.native.events.NativeUnderlying Class Reference

Underlying event is a snapshot of computed values that are available for an option underlying symbol based on the option prices on the market. It represents the most recent information that is available about the corresponding values on the market at any given moment of time. More...

Inheritance diagram for com.dxfeed.native.events.NativeUnderlying:
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Collaboration diagram for com.dxfeed.native.events.NativeUnderlying:
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Public Member Functions

override string ToString ()
 
override object Clone ()
 

Package Functions

unsafe NativeUnderlying (DxUnderlying *underlying, string symbol)
 
 NativeUnderlying (IDxUnderlying u)
 

Properties

double Volatility [get, private set]
 Returns 30-day implied volatility for this underlying based on VIX methodology. More...
 
double FrontVolatility [get, private set]
 Returns front month implied volatility for this underlying based on VIX methodology. More...
 
double BackVolatility [get, private set]
 Returns back month implied volatility for this underlying based on VIX methodology. More...
 
double PutCallRatio [get, private set]
 Returns ratio of put traded volume to call traded volume for a day. More...
 
- Properties inherited from com.dxfeed.native.events.MarketEventImpl
string EventSymbol [get, private set]
 Returns symbol of this event. More...
 
object IDxEventType. EventSymbol [get]
 
- Properties inherited from com.dxfeed.api.events.IDxUnderlying
double Volatility [get]
 Returns 30-day implied volatility for this underlying based on VIX methodology. More...
 
double FrontVolatility [get]
 Returns front month implied volatility for this underlying based on VIX methodology. More...
 
double BackVolatility [get]
 Returns back month implied volatility for this underlying based on VIX methodology. More...
 
double PutCallRatio [get]
 Returns ratio of put traded volume to call traded volume for a day. More...
 

Additional Inherited Members

- Protected Member Functions inherited from com.dxfeed.native.events.MarketEventImpl
 MarketEventImpl (string symbol)
 Protected constructor for concrete implementation classes that initializes EventSymbol property. More...
 

Detailed Description

Underlying event is a snapshot of computed values that are available for an option underlying symbol based on the option prices on the market. It represents the most recent information that is available about the corresponding values on the market at any given moment of time.

Constructor & Destructor Documentation

◆ NativeUnderlying() [1/2]

unsafe com.dxfeed.native.events.NativeUnderlying.NativeUnderlying ( DxUnderlying underlying,
string  symbol 
)
inlinepackage

◆ NativeUnderlying() [2/2]

com.dxfeed.native.events.NativeUnderlying.NativeUnderlying ( IDxUnderlying  u)
inlinepackage

Member Function Documentation

◆ Clone()

override object com.dxfeed.native.events.NativeUnderlying.Clone ( )
inlinevirtual

◆ ToString()

override string com.dxfeed.native.events.NativeUnderlying.ToString ( )
inline

Property Documentation

◆ BackVolatility

double com.dxfeed.native.events.NativeUnderlying.BackVolatility
getprivate set

Returns back month implied volatility for this underlying based on VIX methodology.

◆ FrontVolatility

double com.dxfeed.native.events.NativeUnderlying.FrontVolatility
getprivate set

Returns front month implied volatility for this underlying based on VIX methodology.

◆ PutCallRatio

double com.dxfeed.native.events.NativeUnderlying.PutCallRatio
getprivate set

Returns ratio of put traded volume to call traded volume for a day.

◆ Volatility

double com.dxfeed.native.events.NativeUnderlying.Volatility
getprivate set

Returns 30-day implied volatility for this underlying based on VIX methodology.


The documentation for this class was generated from the following file: