Невычисляются греки опционов


Невычисляются греки опционов
Atom
7/25/2016


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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Thanks:


Mikhail Sukhov

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Date: 8/11/2016
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А что пишет?
Thanks:


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