docs(quote): refresh option Greek descriptions on SecurityCalcIndex - #586
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docs(quote): refresh option Greek descriptions on SecurityCalcIndex#586hogan-yuan wants to merge 1 commit into
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Update the delta/gamma/theta/vega/rho field docs on SecurityCalcIndex (calc_indexes) across all six SDK layers to match the Calc Index interface documentation. theta is now documented as a per-day value — the server divides the raw annualized value by 365, so the returned theta is already daily (previously the docs said the raw value was annualized by 252 and had to be divided by 252). vega/rho keep the /100 note. Doc comments only; the C header and Node index.d.ts are regenerated. No field or behaviour changes.
This was referenced Sep 3, 2026
hogan-yuan
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September 3, 2026 10:50
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Update the delta / gamma / theta / vega / rho field descriptions on
SecurityCalcIndex(calc_indexes) across all six SDK layers to match the Calc Index interface docs.Key change: theta is now a per-day value — the server divides the raw annualized theta by 365, so the returned value is already daily. Previously the docs said the raw value was annualized (×252) and had to be divided by 252. vega/rho keep the /100 note.
Doc comments only; C header and Node
index.d.tsregenerated. No field or behaviour changes. clippy --all --all-features and cargo fmt --check pass.🤖 Generated with Claude Code