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.
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override string | ToString () |
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override object | Clone () |
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IndexedEventSource | Source [get] |
| Returns source of this event. More...
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EventFlag | EventFlags [get, set] |
| Gets or sets transactional event flags. See "Event Flags" section from IDxIndexedEvent. More...
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long | Index [get] |
| Gets unique per-symbol index of this event. More...
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long | TimeStamp [get] |
| Returns timestamp of this event. The timestamp is in milliseconds from midnight, January 1, 1970 UTC. More...
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DateTime | Time [get] |
| Returns UTC date and time of this event. More...
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double | Price [get] |
| Returns option market price. More...
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double | Volatility [get] |
| Returns Black-Scholes implied volatility of the option. More...
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double | Delta [get] |
| Return option delta. Delta is the first derivative of an option price by an underlying price. More...
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double | Gamma [get] |
| Returns option gamma. Gamma is the second derivative of an option price by an underlying price. More...
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double | Theta [get] |
| Returns option theta. Theta is the first derivative of an option price by a number of days to expiration. More...
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double | Rho [get] |
| Returns option rho. Rho is the first derivative of an option price by percentage interest rate. More...
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double | Vega [get] |
| Returns option vega. Vega is the first derivative of an option price by percentage volatility. More...
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string | EventSymbol [get] |
| Returns symbol of this event. More...
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double | Price [get] |
| Returns option market price. More...
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double | Volatility [get] |
| Returns Black-Scholes implied volatility of the option. More...
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double | Delta [get] |
| Return option delta. Delta is the first derivative of an option price by an underlying price. More...
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double | Gamma [get] |
| Returns option gamma. Gamma is the second derivative of an option price by an underlying price. More...
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double | Theta [get] |
| Returns option theta. Theta is the first derivative of an option price by a number of days to expiration. More...
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double | Rho [get] |
| Returns option rho. Rho is the first derivative of an option price by percentage interest rate. More...
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double | Vega [get] |
| Returns option vega. Vega is the first derivative of an option price by percentage volatility. More...
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| MarketEventImpl (string symbol) |
| Protected constructor for concrete implementation classes that initializes EventSymbol property. More...
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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.
◆ Delta
double com.dxfeed.native.events.NativeGreeks.Delta |
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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 |
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Gets or sets transactional event flags. See "Event Flags" section from IDxIndexedEvent.
◆ Gamma
double com.dxfeed.native.events.NativeGreeks.Gamma |
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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 |
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get |
Gets unique per-symbol index of this event.
◆ Price
double com.dxfeed.native.events.NativeGreeks.Price |
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get |
Returns option market price.
◆ Rho
double com.dxfeed.native.events.NativeGreeks.Rho |
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get |
Returns option rho. Rho is the first derivative of an option price by percentage interest rate.
◆ Source
Returns source of this event.
- Returns
- Source of this event.
◆ Theta
double com.dxfeed.native.events.NativeGreeks.Theta |
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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 |
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get |
Returns UTC date and time of this event.
◆ TimeStamp
long com.dxfeed.native.events.NativeGreeks.TimeStamp |
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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 |
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get |
Returns option vega. Vega is the first derivative of an option price by percentage volatility.
◆ Volatility
double com.dxfeed.native.events.NativeGreeks.Volatility |
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get |
Returns Black-Scholes implied volatility of the option.
The documentation for this class was generated from the following file:
- dxf_native/src/events/NativeGreeks.cs