Невычисляются греки опционов

Невычисляются греки опционов
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7/25/2016
sakhanov


        var bs = new BlackScholes(_options, trader, trader) {
           RiskFree =0,
           Dividend =0,
           RoundDecimals =2
        };
        
        DateTimeOffset currentTime = DateTimeOffset.Now;

        var delta = bs.Delta(currentTime);
        var gamma = bs.Gamma(currentTime);
        var vega = bs.Vega(currentTime);
        var theta = bs.Theta(currentTime);
        var rho = bs.Rho(currentTime);

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Mikhail Sukhov

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Date: 8/11/2016
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А что пишет?

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