Table of Contents

Class OptionCalcMarketDataMessage

Namespace
StockSharp.InteractiveBrokers
Assembly
StockSharp.InteractiveBrokers.dll

The message about subscription to the estimated option values getting.

public class OptionCalcMarketDataMessage : MarketDataMessage, ISubscriptionIdMessage, ISecurityIdMessage, ISubscriptionMessage, ITransactionIdMessage, IOriginalTransactionIdMessage, IMessage, ILocalTimeMessage, ICloneable, IGeneratedMessage
Inheritance
OptionCalcMarketDataMessage
Implements
Inherited Members
Extension Methods

Constructors

OptionCalcMarketDataMessage()

Initializes a new instance of the OptionCalcMarketDataMessage.

public OptionCalcMarketDataMessage()

Properties

AssetPrice

Underlying asset price.

public decimal AssetPrice { get; set; }

Property Value

decimal

ImpliedVolatility

The implied volatility.

public decimal ImpliedVolatility { get; set; }

Property Value

decimal

OptionPrice

The option price.

public decimal OptionPrice { get; set; }

Property Value

decimal

Methods

Clone()

Create a copy of OptionCalcMarketDataMessage.

public override Message Clone()

Returns

Message

Copy.