public OOMigrationLib.Global.Greeks GetStrategyGreeks(OOMigrationLib.Interface.IStrategy strategy, double at_underlying_price)
{
return(Convert.GreeksToGreeksNG(core, core.om.GetStrategyGreeks(at_underlying_price)));
}
// general helper functions
public void GetStrategyMinMaxGain(OOMigrationLib.Interface.IStrategy strategy, out double gain_limit, out double gain_price, out double loss_limit, out double loss_price)
{
core.sm.GetMinMaxGain(out gain_limit, out gain_price, out loss_limit, out loss_price);
}
// strategy mean return
public double GetStrategyMeanReturn(OOMigrationLib.Interface.IStrategy strategy, double from_underlying_price, double to_underlying_price)
{
return(core.om.GetStrategyMeanReturn(from_underlying_price, to_underlying_price));
}
// strategy current return (return if closed now)
public double GetStrategyCurrentReturn(OOMigrationLib.Interface.IStrategy strategy)
{
return(core.om.GetStrategyReturn(core.StockLastPrice));
}
public double GetStrategyReturn(OOMigrationLib.Interface.IStrategy strategy, double at_underlying_price)
{
return(core.om.GetStrategyReturn(at_underlying_price));
}
// strategy return
public double GetStrategyReturn(OOMigrationLib.Interface.IStrategy strategy, double at_underlying_price, DateTime at_date, double at_volatility)
{
return(core.om.GetStrategyReturn(at_underlying_price, at_date, at_volatility));
}
public double GetStrategyBreakeven(OOMigrationLib.Interface.IStrategy strategy, out double lower_breakeven, out double upper_breakeven)
{
return(core.sm.GetBreakeven(out lower_breakeven, out upper_breakeven));
}
