/* * 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 { /// /// Defines greeks that are all zero /// internal class NullGreeks : Greeks { /// /// Singleton instance of /// public static readonly NullGreeks Instance = new NullGreeks(); /// /// Gets the delta /// public override decimal Delta => decimal.Zero; /// /// Gets the gamma /// public override decimal Gamma => decimal.Zero; /// /// Gets the vega /// public override decimal Vega => decimal.Zero; /// /// Gets the theta /// public override decimal Theta => decimal.Zero; /// /// Gets the rho /// public override decimal Rho => decimal.Zero; /// /// Gets the lambda /// public override decimal Lambda => decimal.Zero; private NullGreeks() { } } }