IOptionsApiUseInterpolatedVolatility Property

GF API Documentation
Enabled so when option implied volatility cannot be calculated, it will be interpolated from available strikes in the same option series. Interpolation method is an Akima cubic spline. Default is False.

Namespace:  GF.Api.Options
Assembly:  GF.Api (in GF.Api.dll) Version: dd7171be68430789135ec75c4e9f4bbfeca31201

bool UseInterpolatedVolatility { get; set; }

Property Value

Type: Boolean
See Also