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.
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double | Volatility [get, private set] |
| Returns 30-day implied volatility for this underlying based on VIX methodology. More...
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double | FrontVolatility [get, private set] |
| Returns front month implied volatility for this underlying based on VIX methodology. More...
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double | BackVolatility [get, private set] |
| Returns back month implied volatility for this underlying based on VIX methodology. More...
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double | PutCallRatio [get, private set] |
| Returns ratio of put traded volume to call traded volume for a day. More...
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string | EventSymbol [get, private set] |
| Returns symbol of this event. More...
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object IDxEventType. | EventSymbol [get] |
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double | Volatility [get] |
| Returns 30-day implied volatility for this underlying based on VIX methodology. More...
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double | FrontVolatility [get] |
| Returns front month implied volatility for this underlying based on VIX methodology. More...
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double | BackVolatility [get] |
| Returns back month implied volatility for this underlying based on VIX methodology. More...
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double | PutCallRatio [get] |
| Returns ratio of put traded volume to call traded volume for a day. More...
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| MarketEventImpl (string symbol) |
| Protected constructor for concrete implementation classes that initializes EventSymbol property. More...
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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.
◆ NativeUnderlying() [1/2]
unsafe com.dxfeed.native.events.NativeUnderlying.NativeUnderlying |
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DxUnderlying * |
underlying, |
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string |
symbol |
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inlinepackage |
◆ NativeUnderlying() [2/2]
com.dxfeed.native.events.NativeUnderlying.NativeUnderlying |
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IDxUnderlying |
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◆ Clone()
override object com.dxfeed.native.events.NativeUnderlying.Clone |
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◆ ToString()
override string com.dxfeed.native.events.NativeUnderlying.ToString |
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◆ BackVolatility
double com.dxfeed.native.events.NativeUnderlying.BackVolatility |
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getprivate set |
Returns back month implied volatility for this underlying based on VIX methodology.
◆ FrontVolatility
double com.dxfeed.native.events.NativeUnderlying.FrontVolatility |
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getprivate set |
Returns front month implied volatility for this underlying based on VIX methodology.
◆ PutCallRatio
double com.dxfeed.native.events.NativeUnderlying.PutCallRatio |
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getprivate set |
Returns ratio of put traded volume to call traded volume for a day.
◆ Volatility
double com.dxfeed.native.events.NativeUnderlying.Volatility |
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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: