private static void optionsOperations(EClientSocket client)
{
//! [reqsecdefoptparams]
client.reqSecDefOptParams(0, "IBM", "", "STK", 8314);
//! [reqsecdefoptparams]
/*** Calculating implied volatility ***/
//! [calculateimpliedvolatility]
client.calculateImpliedVolatility(5001, ContractSamples.OptionAtBOX(), 5, 85, null);
//! [calculateimpliedvolatility]
/*** Canceling implied volatility ***/
client.cancelCalculateImpliedVolatility(5001);
/*** Calculating option's price ***/
//! [calculateoptionprice]
client.calculateOptionPrice(5002, ContractSamples.OptionAtBOX(), 0.22, 85, null);
//! [calculateoptionprice]
/*** Canceling option's price calculation ***/
client.cancelCalculateOptionPrice(5002);
/*** Exercising options ***/
//! [exercise_options]
client.exerciseOptions(5003, ContractSamples.OptionWithTradingClass(), 1, 1, null, 1);
//! [exercise_options]
}
public OptionComputation_Struct calculateImpliedVolatility(int _reqId, Contract contract, double _optionPrice, double _underPrice)
{
clientSocket.calculateImpliedVolatility(_reqId, contract, _optionPrice, _underPrice, new List <TagValue>());
return(testImpl.this_OptionComputation_Struct);
}