Namespace com.ibm.streams.financial.utility.Greeks

SPL standard and specialized toolkits > com.ibm.streams.financial 2.0.0 > com.ibm.streams.financial.utility.Greeks

Functions

• calcCallCharm(float64, float64, float64, float64, float64, float64)
• calcCallDelta(float64, float64, float64, float64, float64, float64)
• calcCallDualDelta(float64, float64, float64, float64, float64, float64)
• calcCallRho(float64, float64, float64, float64, float64, float64)
• calcCallTheta(float64, float64, float64, float64, float64, float64)
• calcCallValue1(float64, float64, float64, float64, float64, float64)
• calcCallValue2(float64, float64, float64, float64, float64, float64)
• calcColor(float64, float64, float64, float64, float64, float64)
• calcDualGamma(float64, float64, float64, float64, float64, float64)
• calcDvegaDtime(float64, float64, float64, float64, float64, float64)
• calcGamma(float64, float64, float64, float64, float64, float64)
• calcGreeks(float64, float64, float64, float64, float64, float64)
• calcPutCharm(float64, float64, float64, float64, float64, float64)
• calcPutDelta(float64, float64, float64, float64, float64, float64)
• calcPutDualDelta(float64, float64, float64, float64, float64, float64)
• calcPutRho(float64, float64, float64, float64, float64, float64)
• calcPutTheta(float64, float64, float64, float64, float64, float64)
• calcPutValue1(float64, float64, float64, float64, float64, float64)
• calcPutValue2(float64, float64, float64, float64, float64, float64)
• calcSpeed(float64, float64, float64, float64, float64, float64)
• calcVanna(float64, float64, float64, float64, float64, float64)
• calcVega(float64, float64, float64, float64, float64, float64)
• calcVomma(float64, float64, float64, float64, float64, float64)
• calcZomma(float64, float64, float64, float64, float64, float64)