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Class MoreGreeks

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Hierarchy

Implemented by

Index

Properties

Accessors

Methods

Properties

_isDisposed

_isDisposed: boolean = false

deltaForward

deltaForward: Real

elasticity

elasticity: Real

itmCashProbability

itmCashProbability: Real

strikeSensitivity

strikeSensitivity: Real

thetaPerDay

thetaPerDay: Real

Accessors

isDisposed

  • get isDisposed(): boolean

  • Returns boolean

Methods

dispose

  • dispose(): void

  • Returns void

reset

  • reset(): void

  • Returns void