51 : base(name, option, riskFreeRateModel, dividendYieldModel, mirrorOption, optionModel, period)
53 ivModel = ivModel ?? optionModel;
71 : this(name, option, riskFreeRateModel, new
ConstantDividendYieldModel(dividendYield), mirrorOption, optionModel, ivModel, period)
89 mirrorOption, optionModel, ivModel, period)
142 var inputSymbol = input.
Symbol;
161 throw new ArgumentException(
"The given symbol was not target or reference symbol");
177 var timeTillExpiry = Convert.ToDecimal((
Expiry - time).TotalDays / 365);
178 _greekValue = timeTillExpiry < 0 ? 0 : CalculateGreek(timeTillExpiry);
185 protected virtual decimal CalculateGreek(decimal timeTillExpiry)
187 throw new NotImplementedException(
"'CalculateGreek' method must be implemented");