dxFeed .Net API  7.1.0
dxFeed .Net API library intended to provide market data access for DX clients
com.dxfeed.native.events.NativeGreeks Class Reference

Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. 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.NativeGreeks:
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Collaboration diagram for com.dxfeed.native.events.NativeGreeks:
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Public Member Functions

override string ToString ()
 
override object Clone ()
 

Properties

IndexedEventSource Source [get]
 Returns source of this event. More...
 
EventFlag EventFlags [get, set]
 Gets or sets transactional event flags. See "Event Flags" section from IDxIndexedEvent. More...
 
long Index [get]
 Gets unique per-symbol index of this event. More...
 
long TimeStamp [get]
 Returns timestamp of this event. The timestamp is in milliseconds from midnight, January 1, 1970 UTC. More...
 
DateTime Time [get]
 Returns UTC date and time of this event. More...
 
double Price [get]
 Returns option market price. More...
 
double Volatility [get]
 Returns Black-Scholes implied volatility of the option. More...
 
double Delta [get]
 Return option delta. Delta is the first derivative of an option price by an underlying price. More...
 
double Gamma [get]
 Returns option gamma. Gamma is the second derivative of an option price by an underlying price. More...
 
double Theta [get]
 Returns option theta. Theta is the first derivative of an option price by a number of days to expiration. More...
 
double Rho [get]
 Returns option rho. Rho is the first derivative of an option price by percentage interest rate. More...
 
double Vega [get]
 Returns option vega. Vega is the first derivative of an option price by percentage volatility. More...
 
- Properties inherited from com.dxfeed.native.events.MarketEventImpl
string EventSymbol [get]
 Returns symbol of this event. More...
 
- Properties inherited from com.dxfeed.api.events.IDxGreeks
double Price [get]
 Returns option market price. More...
 
double Volatility [get]
 Returns Black-Scholes implied volatility of the option. More...
 
double Delta [get]
 Return option delta. Delta is the first derivative of an option price by an underlying price. More...
 
double Gamma [get]
 Returns option gamma. Gamma is the second derivative of an option price by an underlying price. More...
 
double Theta [get]
 Returns option theta. Theta is the first derivative of an option price by a number of days to expiration. More...
 
double Rho [get]
 Returns option rho. Rho is the first derivative of an option price by percentage interest rate. More...
 
double Vega [get]
 Returns option vega. Vega is the first derivative of an option price by percentage volatility. 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

Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. It represents the most recent information that is available about the corresponding values on the market at any given moment of time.

Property Documentation

◆ Delta

double com.dxfeed.native.events.NativeGreeks.Delta
get

Return option delta. Delta is the first derivative of an option price by an underlying price.

◆ EventFlags

EventFlag com.dxfeed.native.events.NativeGreeks.EventFlags
getset

Gets or sets transactional event flags. See "Event Flags" section from IDxIndexedEvent.

◆ Gamma

double com.dxfeed.native.events.NativeGreeks.Gamma
get

Returns option gamma. Gamma is the second derivative of an option price by an underlying price.

◆ Index

long com.dxfeed.native.events.NativeGreeks.Index
get

Gets unique per-symbol index of this event.

◆ Price

double com.dxfeed.native.events.NativeGreeks.Price
get

Returns option market price.

◆ Rho

double com.dxfeed.native.events.NativeGreeks.Rho
get

Returns option rho. Rho is the first derivative of an option price by percentage interest rate.

◆ Source

IndexedEventSource com.dxfeed.native.events.NativeGreeks.Source
get

Returns source of this event.

Returns
Source of this event.

◆ Theta

double com.dxfeed.native.events.NativeGreeks.Theta
get

Returns option theta. Theta is the first derivative of an option price by a number of days to expiration.

◆ Time

DateTime com.dxfeed.native.events.NativeGreeks.Time
get

Returns UTC date and time of this event.

◆ TimeStamp

long com.dxfeed.native.events.NativeGreeks.TimeStamp
get

Returns timestamp of this event. The timestamp is in milliseconds from midnight, January 1, 1970 UTC.

◆ Vega

double com.dxfeed.native.events.NativeGreeks.Vega
get

Returns option vega. Vega is the first derivative of an option price by percentage volatility.

◆ Volatility

double com.dxfeed.native.events.NativeGreeks.Volatility
get

Returns Black-Scholes implied volatility of the option.


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