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