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...
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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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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.
◆ Delta
double com.dxfeed.api.events.IDxTheoPrice.Delta |
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get |
Returns delta of the theoretical price. Delta is the first derivative of the theoretical price by the underlying price.
◆ Dividend
double com.dxfeed.api.events.IDxTheoPrice.Dividend |
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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.api.events.IDxTheoPrice.Gamma |
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get |
Returns gamma of the theoretical price. Gamma is the second derivative of the theoretical price by the underlying price.
◆ Interest
double com.dxfeed.api.events.IDxTheoPrice.Interest |
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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.api.events.IDxTheoPrice.Price |
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get |
Returns theoretical option price.
◆ Time
DateTime com.dxfeed.api.events.IDxTheoPrice.Time |
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get |
Returns date time of the last theo price computation.
◆ UnderlyingPrice
double com.dxfeed.api.events.IDxTheoPrice.UnderlyingPrice |
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get |
Returns underlying price at the time of theo price computation.
The documentation for this interface was generated from the following file:
- dxf_api/src/events/IDxTheoPrice.cs