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

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. More...

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

override string ToString ()
 
override object Clone ()
 

Properties

DateTime Time [get]
 Returns date time of the last theo price computation. More...
 
double Price [get]
 Returns theoretical option price. More...
 
double UnderlyingPrice [get]
 Returns underlying price at the time of theo price computation. More...
 
double Delta [get]
 Returns delta of the theoretical price. Delta is the first derivative of the theoretical price by the underlying price. More...
 
double Gamma [get]
 Returns gamma of the theoretical price. Gamma is the second derivative of the theoretical price by the underlying price. More...
 
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...
 
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...
 
- Properties inherited from com.dxfeed.native.events.MarketEventImpl
string EventSymbol [get]
 Returns symbol of this event. More...
 
- Properties inherited from com.dxfeed.api.events.IDxTheoPrice
DateTime Time [get]
 Returns date time of the last theo price computation. More...
 
double Price [get]
 Returns theoretical option price. More...
 
double UnderlyingPrice [get]
 Returns underlying price at the time of theo price computation. More...
 
double Delta [get]
 Returns delta of the theoretical price. Delta is the first derivative of the theoretical price by the underlying price. More...
 
double Gamma [get]
 Returns gamma of the theoretical price. Gamma is the second derivative of the theoretical price by the underlying price. More...
 
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...
 
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...
 

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

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.

Property Documentation

◆ Delta

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

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
get

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
get

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
get

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
get

Returns theoretical option price.

◆ Time

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

Returns date time of the last theo price computation.

◆ UnderlyingPrice

double com.dxfeed.native.events.NativeTheoPrice.UnderlyingPrice
get

Returns underlying price at the time of theo price computation.


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