Enumerating fields in greeks record
Namespace: GF.Api.Values.Subscriptions
Assembly: GF.Api.Values (in GF.Api.Values.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201
Syntax
Members
Member name | Value | Description | |
---|---|---|---|
ImpliedVolatilityModel | 1 | ||
MarketImpliedVolatility | 2 | ||
MarketImpliedVolatilityTimestamp | 4 | ||
AskImpliedVolatility | 8 | ||
BidImpliedVolatility | 16 | ||
MarketInterpolatedVolatility | 32 | ||
MarketInterpolatedVolatilityTimestamp | 64 | ||
AskInterpolatedVolatility | 128 | ||
BidInterpolatedVolatility | 256 | ||
TheoreticalPrice | 512 | ||
Vega | 4096 | ||
Theta | 8192 | ||
Delta | 16384 | ||
Gamma | 32768 | ||
Rho | 65536 | ||
All | 16777215 |
See Also