Options
All
  • Public
  • Public/Protected
  • All
Menu

Class Results

Results from single-asset option calculation

Hierarchy

Implements

Index

Properties

Methods

Properties

_isDisposed

_isDisposed: boolean = false

additionalResults

additionalResults: Map<string, any> = new Map<string, any>()

delta

delta: Real

deltaForward

deltaForward: Real

dispose

dispose: () => void

Type declaration

    • (): void

    • Returns void

dividendRho

dividendRho: Real

elasticity

elasticity: Real

errorEstimate

errorEstimate: Real

gamma

gamma: Real

isDisposed

isDisposed: boolean

itmCashProbability

itmCashProbability: Real

rho

rho: Real

strikeSensitivity

strikeSensitivity: Real

theta

theta: Real

thetaPerDay

thetaPerDay: Real

valuationDate

valuationDate: Date

value

value: Real

vega

vega: Real

Methods

reset

  • reset(): void