CWormsWmdRecordGetIvol Method

Gets an option's implied volatility. This function is only meaningful for WormsWmdRecords that are associated with options.

Namespace: Woti.Wmd
Assembly: Woti (in Woti.dll) Version: 13.4.259.0

Syntax

public virtual double GetIvol(
	double dOptionRefPx,
	double dUnderlierRefPx
)

Public Overridable Function GetIvol ( 
	dOptionRefPx As Double,
	dUnderlierRefPx As Double
) As Double

public:
virtual double GetIvol(
	double dOptionRefPx, 
	double dUnderlierRefPx
)

dOptionRefPx Double: The desired reference price for this option product.
dUnderlierRefPx Double: The desired reference price for this option product's underlier.