Interface OptionPricing

Hierarchy

  • OptionPricing

Properties

greeks markPriceStable markPriceUnderlying markVol maturityInYears skew stableCollateralPerOption strikePrices underlyingCollateralPerOption

Properties

greeks

greeks: Greeks

markPriceStable

markPriceStable: number

markPriceUnderlying

markPriceUnderlying: number

markVol

markVol: number

maturityInYears

maturityInYears: number

skew

skew: number[]

stableCollateralPerOption

stableCollateralPerOption: number

strikePrices

strikePrices: number[]

underlyingCollateralPerOption

underlyingCollateralPerOption: number

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