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<a id="ρ-header"></a> | ||
<div class="method-container"> | ||
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<div class="method-header"> | ||
<button class="method-tag" onclick="openTopTab(event, 'Indicators')">Indicators</button> | ||
<h3>ρ()<span class="method-order">1/1</span></h3> | ||
<pre> | ||
<font color="#8F9CA3">Rho</font> QuantConnect.Algorithm.QCAlgorithm.ρ ( | ||
 <code>Symbol</code> symbol, | ||
 <code>*Symbol</code> mirrorOption, | ||
 <code>*Nullable<Decimal></code> riskFreeRate, | ||
 <code>*Nullable<Decimal></code> dividendYield, | ||
 <code>*OptionPricingModelType</code> optionModel, | ||
 <code>*Nullable<OptionPricingModelType></code> ivModel, | ||
 <code>*Nullable<Resolution></code> resolution | ||
) | ||
</pre> | ||
</div> | ||
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<div class="method-description"> | ||
<p>Creates a new Rho indicator for the symbol The indicator will be automatically updated on the symbol's subscription resolution.</p> | ||
</div> | ||
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<div class="details-btn"> | ||
<button class="show-hide-detail" onclick="ShowHide(event, 'ρ(Symbol-symbol,-*Symbol-mirrorOption,-*Nullable<Decimal>-riskFreeRate,-*Nullable<Decimal>-dividendYield,-*OptionPricingModelType-optionModel,-*Nullable<OptionPricingModelType>-ivModel,-*Nullable<Resolution>-resolution)-details')"><span>Show Details <img src='https://cdn.quantconnect.com/i/tu/api-chevron-show.svg' alt='arrow-show'></span></button> | ||
</div> | ||
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<div class="method-details" id="ρ(Symbol-symbol,-*Symbol-mirrorOption,-*Nullable<Decimal>-riskFreeRate,-*Nullable<Decimal>-dividendYield,-*OptionPricingModelType-optionModel,-*Nullable<OptionPricingModelType>-ivModel,-*Nullable<Resolution>-resolution)-details" style="display: none;" > | ||
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<div class="parameter-list"> | ||
<table class="parameter-table"> | ||
<th><strong>Parameters</strong></th> | ||
<tr><td><code>Symbol</code></td> | ||
<td>symbol</td> | ||
<td>The option symbol whose values we want as an indicator.</td></tr> | ||
<tr><td><code>*Symbol</code></td> | ||
<td>mirrorOption</td> | ||
<td><span class='qualifier'>(Optional)</span> The mirror option for parity calculation.</td></tr> | ||
<tr><td><code>*Nullable<Decimal></code></td> | ||
<td>riskFreeRate</td> | ||
<td><span class='qualifier'>(Optional)</span> The risk free rate.</td></tr> | ||
<tr><td><code>*Nullable<Decimal></code></td> | ||
<td>dividendYield</td> | ||
<td><span class='qualifier'>(Optional)</span> The dividend yield.</td></tr> | ||
<tr><td><code>*OptionPricingModelType</code></td> | ||
<td>optionModel</td> | ||
<td><span class='qualifier'>(Optional)</span> The option pricing model used to estimate Rho.</td></tr> | ||
<tr><td><code>*Nullable<OptionPricingModelType></code></td> | ||
<td>ivModel</td> | ||
<td><span class='qualifier'>(Optional)</span> The option pricing model used to estimate IV.</td></tr> | ||
<tr><td><code>*Nullable<Resolution></code></td> | ||
<td>resolution</td> | ||
<td><span class='qualifier'>(Optional)</span> The desired resolution of the data.</td></tr> | ||
</table> | ||
</div> | ||
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<div class="method-return"> | ||
<h4>Return</h4> | ||
<p><code>Rho</code> - A new Rho indicator for the specified symbol.</p> | ||
</div> | ||
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<div class="method-def"> | ||
<p>Definition at <a rel="nofollow" target="_blank" href="https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L1692">line 1692 of file Algorithm/QCAlgorithm.Indicators.cs.</a></p> | ||
</div> | ||
</div> | ||
</div> |
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