option_lab 0.1.0 → 0.1.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/lib/option_lab/bjerksund_stensland.rb +134 -93
- data/lib/option_lab/black_scholes.rb +9 -69
- data/lib/option_lab/configuration.rb +45 -0
- data/lib/option_lab/models.rb +280 -214
- data/lib/option_lab/version.rb +3 -1
- data/lib/option_lab.rb +2 -5
- metadata +3 -2
data/lib/option_lab/version.rb
CHANGED
data/lib/option_lab.rb
CHANGED
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@@ -1,6 +1,7 @@
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# frozen_string_literal: true
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require_relative 'option_lab/version'
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require_relative 'option_lab/configuration'
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require_relative 'option_lab/models'
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require_relative 'option_lab/black_scholes'
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require_relative 'option_lab/binomial_tree'
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@@ -12,12 +13,10 @@ require_relative 'option_lab/plotting'
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# Main module for OptionLab
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module OptionLab
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-
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class Error < StandardError; end
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# Public API methods
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class << self
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-
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# Run a strategy calculation
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# @param inputs [Hash, Models::Inputs] Input data for the strategy calculation
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# @return [Models::Outputs] Output data from the strategy calculation
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@@ -128,7 +127,5 @@ module OptionLab
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def get_american_greeks(option_type, s0, x, r, volatility, years_to_maturity, dividend_yield = 0.0)
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BjerksundStensland.get_greeks(option_type, s0, x, r, volatility, years_to_maturity, dividend_yield)
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end
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-
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end
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end
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end
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metadata
CHANGED
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@@ -1,14 +1,14 @@
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--- !ruby/object:Gem::Specification
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name: option_lab
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version: !ruby/object:Gem::Version
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version: 0.1.
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version: 0.1.2
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platform: ruby
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authors:
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- Jack Killilea
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autorequire:
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bindir: exe
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cert_chain: []
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-
date: 2025-04-
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date: 2025-04-28 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: distribution
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@@ -171,6 +171,7 @@ files:
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- lib/option_lab/binomial_tree.rb
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- lib/option_lab/bjerksund_stensland.rb
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- lib/option_lab/black_scholes.rb
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- lib/option_lab/configuration.rb
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- lib/option_lab/engine.rb
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- lib/option_lab/models.rb
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- lib/option_lab/plotting.rb
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