Esempio n. 1
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 /// <summary>
 /// For this option security object, evaluates the specified option
 /// contract to compute a theoretical price, IV and greeks
 /// </summary>
 /// <param name="slice">The current data slice. This can be used to access other information
 /// available to the algorithm</param>
 /// <param name="contract">The option contract to evaluate</param>
 /// <returns>An instance of <see cref="OptionPriceModelResult"/> containing the theoretical
 /// price of the specified option contract</returns>
 public OptionPriceModelResult EvaluatePriceModel(Slice slice, OptionContract contract)
 {
     return(PriceModel.Evaluate(this, slice, contract));
 }