/*
* 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()
{
}
}
}