wehub-resource-sync
63 lines
1.8 KiB
C#
63 lines
1.8 KiB
C#
/*
|
|
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
|
|
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
|
|
*
|
|
* Licensed under the Apache License, Version 2.0 (the "License");
|
|
* you may not use this file except in compliance with the License.
|
|
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
|
|
*
|
|
* Unless required by applicable law or agreed to in writing, software
|
|
* distributed under the License is distributed on an "AS IS" BASIS,
|
|
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
* See the License for the specific language governing permissions and
|
|
* limitations under the License.
|
|
*/
|
|
|
|
namespace QuantConnect.Data.Market
|
|
{
|
|
/// <summary>
|
|
/// Defines greeks that are all zero
|
|
/// </summary>
|
|
internal class NullGreeks : Greeks
|
|
{
|
|
/// <summary>
|
|
/// Singleton instance of <see cref="NullGreeks"/>
|
|
/// </summary>
|
|
public static readonly NullGreeks Instance = new NullGreeks();
|
|
|
|
/// <summary>
|
|
/// Gets the delta
|
|
/// </summary>
|
|
public override decimal Delta => decimal.Zero;
|
|
|
|
/// <summary>
|
|
/// Gets the gamma
|
|
/// </summary>
|
|
public override decimal Gamma => decimal.Zero;
|
|
|
|
/// <summary>
|
|
/// Gets the vega
|
|
/// </summary>
|
|
public override decimal Vega => decimal.Zero;
|
|
|
|
/// <summary>
|
|
/// Gets the theta
|
|
/// </summary>
|
|
public override decimal Theta => decimal.Zero;
|
|
|
|
/// <summary>
|
|
/// Gets the rho
|
|
/// </summary>
|
|
public override decimal Rho => decimal.Zero;
|
|
|
|
/// <summary>
|
|
/// Gets the lambda
|
|
/// </summary>
|
|
public override decimal Lambda => decimal.Zero;
|
|
|
|
private NullGreeks()
|
|
{
|
|
}
|
|
}
|
|
}
|