API Reference

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API Reference / GreeksCalculatorConfig

Interface: GreeksCalculatorConfig

Defined in: src/analytics/GreeksCalculator.ts:37

Configuration for the Greeks Calculator.

Properties

defaultRiskFreeRate?

optional defaultRiskFreeRate?: number

Defined in: src/analytics/GreeksCalculator.ts:39

Default risk-free rate if not provided per calculation

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defaultImpliedVolatility?

optional defaultImpliedVolatility?: number

Defined in: src/analytics/GreeksCalculator.ts:41

Default IV if not provided per calculation

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enableTheoreticalPrice?

optional enableTheoreticalPrice?: boolean

Defined in: src/analytics/GreeksCalculator.ts:43

Enable automatic theoretical price calculation