ATAS.DataFeedsCore.Pricing Namespace Reference

Classes
class	BlackScholesPricer
	Closed-form Black-Scholes-Merton pricer for European options with an implied volatility solver. Single implementation shared by the options board greeks, the options PnL calculator and custom indicators (via the public indicator API). Time to expiration is fractional (intraday), so 0DTE options keep a decreasing positive time value during their last trading session. Passing dividendYield == rate gives zero cost-of-carry (Black-76), the correct convention for options on futures.