public class OptionFundamentals extends Object
| 构造器和说明 |
|---|
OptionFundamentals() |
| 限定符和类型 | 方法和说明 |
|---|---|
double |
getDelta() |
double |
getGamma() |
double |
getHistoryVolatility() |
double |
getInsideValue() |
double |
getLeverage() |
double |
getOpenInterest() |
double |
getPredictedValue() |
double |
getPremiumRate() |
double |
getProfitRate() |
double |
getRho() |
double |
getTheta() |
double |
getTimeValue() |
double |
getVega() |
double |
getVolatility() |
void |
setDelta(double delta) |
void |
setGamma(double gamma) |
void |
setHistoryVolatility(double historyVolatility) |
void |
setInsideValue(double insideValue) |
void |
setLeverage(double leverage) |
void |
setOpenInterest(double openInterest) |
void |
setPredictedValue(double predictedValue) |
void |
setPremiumRate(double premiumRate) |
void |
setProfitRate(double profitRate) |
void |
setRho(double rho) |
void |
setTheta(double theta) |
void |
setTimeValue(double timeValue) |
void |
setVega(double vega) |
void |
setVolatility(double volatility) |
public double getDelta()
public void setDelta(double delta)
public double getGamma()
public void setGamma(double gamma)
public double getTheta()
public void setTheta(double theta)
public double getVega()
public void setVega(double vega)
public double getRho()
public void setRho(double rho)
public double getPredictedValue()
public void setPredictedValue(double predictedValue)
public double getTimeValue()
public void setTimeValue(double timeValue)
public double getPremiumRate()
public void setPremiumRate(double premiumRate)
public double getProfitRate()
public void setProfitRate(double profitRate)
public double getVolatility()
public void setVolatility(double volatility)
public double getLeverage()
public void setLeverage(double leverage)
public double getInsideValue()
public void setInsideValue(double insideValue)
public double getHistoryVolatility()
public void setHistoryVolatility(double historyVolatility)
public double getOpenInterest()
public void setOpenInterest(double openInterest)
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