OptionPriceModel
Bases: Object, IOptionPriceModel
Base class for option price models, computing theoretical price, IV, and Greeks.
evaluate(
parameters: OptionPriceModelParameters,
) -> OptionPriceModelResult
Evaluates the specified option contract to compute a theoretical price, IV and greeks
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
parameters
|
OptionPriceModelParameters
|
A OptionPriceModelParameters object containing the security, slice and contract |
required |
Returns:
| Type | Description |
|---|---|
OptionPriceModelResult
|
An instance of OptionPriceModelResult containing the theoretical price of the specified option contract. |