Table of Contents

Class OptionDeskModel

Namespace
StockSharp.Xaml
Assembly
StockSharp.Xaml.dll

Option desk model.

public class OptionDeskModel
Inheritance
OptionDeskModel
Inherited Members
Extension Methods

Constructors

OptionDeskModel()

Initializes a new instance of the OptionDeskModel.

public OptionDeskModel()

Properties

EvaluateFields

Evaluate greek fields.

public ISet<Level1Fields> EvaluateFields { get; }

Property Value

ISet<Level1Fields>

ExchangeInfoProvider

Exchanges and trading boards provider.

public IExchangeInfoProvider ExchangeInfoProvider { get; set; }

Property Value

IExchangeInfoProvider

MarketDataProvider

The market data provider.

public IMarketDataProvider MarketDataProvider { get; set; }

Property Value

IMarketDataProvider

Options

Strike options.

public IEnumerable<Security> Options { get; }

Property Value

IEnumerable<Security>

Rows

Option desk rows.

public IEnumerable<OptionDeskRow> Rows { get; }

Property Value

IEnumerable<OptionDeskRow>

UnderlyingAsset

Underlying asset.

public Security UnderlyingAsset { get; set; }

Property Value

Security

UnderlyingAssetId

UnderlyingAsset

public SecurityId? UnderlyingAssetId { get; }

Property Value

SecurityId?

UseBlackModel

To use the model Black instead of IBlackScholes model. The default is off.

public bool UseBlackModel { get; set; }

Property Value

bool

Methods

Add(Security)

Add option.

public void Add(Security security)

Parameters

security Security

Option to add.

Clear()

Clear.

public void Clear()

Refresh(DateTimeOffset?, decimal?)

To update the desk values.

public void Refresh(DateTimeOffset? currentTime = null, decimal? assetPrice = null)

Parameters

currentTime DateTimeOffset?

The current time.

assetPrice decimal?

The current price of the underlying asset. If it is set, then IBlackScholes uses this price.

Remove(Security)

Remove option.

public void Remove(Security security)

Parameters

security Security

Option to remove.