option_lab 0.1.0
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 +7 -0
- data/.rspec +3 -0
- data/.rubocop.yml +139 -0
- data/.yard/hooks/before_generate.rb +7 -0
- data/.yardopts +11 -0
- data/Gemfile +26 -0
- data/LICENSE.txt +21 -0
- data/README.md +180 -0
- data/Rakefile +44 -0
- data/docs/OptionLab/BinomialTree.html +1271 -0
- data/docs/OptionLab/BjerksundStensland.html +2022 -0
- data/docs/OptionLab/BlackScholes.html +2388 -0
- data/docs/OptionLab/Engine.html +1716 -0
- data/docs/OptionLab/Models/AmericanModelInputs.html +937 -0
- data/docs/OptionLab/Models/ArrayInputs.html +463 -0
- data/docs/OptionLab/Models/BaseModel.html +223 -0
- data/docs/OptionLab/Models/BinomialModelInputs.html +1161 -0
- data/docs/OptionLab/Models/BlackScholesInfo.html +967 -0
- data/docs/OptionLab/Models/BlackScholesModelInputs.html +851 -0
- data/docs/OptionLab/Models/ClosedPosition.html +445 -0
- data/docs/OptionLab/Models/EngineData.html +2523 -0
- data/docs/OptionLab/Models/EngineDataResults.html +435 -0
- data/docs/OptionLab/Models/Inputs.html +2241 -0
- data/docs/OptionLab/Models/LaplaceInputs.html +777 -0
- data/docs/OptionLab/Models/Option.html +736 -0
- data/docs/OptionLab/Models/Outputs.html +1753 -0
- data/docs/OptionLab/Models/PoPOutputs.html +645 -0
- data/docs/OptionLab/Models/PricingResult.html +848 -0
- data/docs/OptionLab/Models/Stock.html +583 -0
- data/docs/OptionLab/Models/TreeVisualization.html +688 -0
- data/docs/OptionLab/Models.html +251 -0
- data/docs/OptionLab/Plotting.html +548 -0
- data/docs/OptionLab/Support.html +2884 -0
- data/docs/OptionLab/Utils.html +619 -0
- data/docs/OptionLab.html +133 -0
- data/docs/_index.html +376 -0
- data/docs/class_list.html +54 -0
- data/docs/css/common.css +1 -0
- data/docs/css/full_list.css +58 -0
- data/docs/css/style.css +503 -0
- data/docs/file.LICENSE.html +70 -0
- data/docs/file.README.html +263 -0
- data/docs/file_list.html +64 -0
- data/docs/frames.html +22 -0
- data/docs/index.html +263 -0
- data/docs/js/app.js +344 -0
- data/docs/js/full_list.js +242 -0
- data/docs/js/jquery.js +4 -0
- data/docs/method_list.html +1974 -0
- data/docs/top-level-namespace.html +110 -0
- data/examples/american_options.rb +163 -0
- data/examples/covered_call.rb +76 -0
- data/lib/option_lab/binomial_tree.rb +238 -0
- data/lib/option_lab/bjerksund_stensland.rb +276 -0
- data/lib/option_lab/black_scholes.rb +323 -0
- data/lib/option_lab/engine.rb +492 -0
- data/lib/option_lab/models.rb +768 -0
- data/lib/option_lab/plotting.rb +182 -0
- data/lib/option_lab/support.rb +471 -0
- data/lib/option_lab/utils.rb +107 -0
- data/lib/option_lab/version.rb +5 -0
- data/lib/option_lab.rb +134 -0
- data/option_lab.gemspec +43 -0
- metadata +207 -0
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Class: OptionLab::Models::EngineData
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— OptionLab Documentation
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<a href="../../_index.html">Index (E)</a> »
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<span class='title'><span class='object_link'><a href="../../OptionLab.html" title="OptionLab (module)">OptionLab</a></span></span> » <span class='title'><span class='object_link'><a href="../Models.html" title="OptionLab::Models (module)">Models</a></span></span>
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<span class="title">EngineData</span>
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<div id="content"><h1>Class: OptionLab::Models::EngineData
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<dt>Inherits:</dt>
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<span class="inheritName"><span class='object_link'><a href="BaseModel.html" title="OptionLab::Models::BaseModel (class)">BaseModel</a></span></span>
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<a href="#" class="inheritanceTree">show all</a>
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<dd>lib/option_lab/models.rb</dd>
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<h2>Overview</h2><div class="docstring">
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<p>Engine Data for intermediate calculations</p>
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<a href="#action-instance_method" title="#action (instance method)">#<strong>action</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute action.</p>
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<a href="#cost-instance_method" title="#cost (instance method)">#<strong>cost</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute cost.</p>
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<a href="#days_in_year-instance_method" title="#days_in_year (instance method)">#<strong>days_in_year</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute days_in_year.</p>
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<a href="#days_to_maturity-instance_method" title="#days_to_maturity (instance method)">#<strong>days_to_maturity</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute days_to_maturity.</p>
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<a href="#days_to_target-instance_method" title="#days_to_target (instance method)">#<strong>days_to_target</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute days_to_target.</p>
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<a href="#delta-instance_method" title="#delta (instance method)">#<strong>delta</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute delta.</p>
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<a href="#expected_loss-instance_method" title="#expected_loss (instance method)">#<strong>expected_loss</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute expected_loss.</p>
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<a href="#expected_profit-instance_method" title="#expected_profit (instance method)">#<strong>expected_profit</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute expected_profit.</p>
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<a href="#gamma-instance_method" title="#gamma (instance method)">#<strong>gamma</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute gamma.</p>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute implied_volatility.</p>
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<li class="public ">
|
408
|
+
<span class="summary_signature">
|
409
|
+
|
410
|
+
<a href="#itm_probability-instance_method" title="#itm_probability (instance method)">#<strong>itm_probability</strong> ⇒ Object </a>
|
411
|
+
|
412
|
+
|
413
|
+
|
414
|
+
</span>
|
415
|
+
|
416
|
+
|
417
|
+
|
418
|
+
|
419
|
+
|
420
|
+
|
421
|
+
|
422
|
+
|
423
|
+
|
424
|
+
|
425
|
+
|
426
|
+
|
427
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute itm_probability.</p>
|
428
|
+
</div></span>
|
429
|
+
|
430
|
+
</li>
|
431
|
+
|
432
|
+
|
433
|
+
<li class="public ">
|
434
|
+
<span class="summary_signature">
|
435
|
+
|
436
|
+
<a href="#loss_limit_probability-instance_method" title="#loss_limit_probability (instance method)">#<strong>loss_limit_probability</strong> ⇒ Object </a>
|
437
|
+
|
438
|
+
|
439
|
+
|
440
|
+
</span>
|
441
|
+
|
442
|
+
|
443
|
+
|
444
|
+
|
445
|
+
|
446
|
+
|
447
|
+
|
448
|
+
|
449
|
+
|
450
|
+
|
451
|
+
|
452
|
+
|
453
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute loss_limit_probability.</p>
|
454
|
+
</div></span>
|
455
|
+
|
456
|
+
</li>
|
457
|
+
|
458
|
+
|
459
|
+
<li class="public ">
|
460
|
+
<span class="summary_signature">
|
461
|
+
|
462
|
+
<a href="#loss_limit_ranges-instance_method" title="#loss_limit_ranges (instance method)">#<strong>loss_limit_ranges</strong> ⇒ Object </a>
|
463
|
+
|
464
|
+
|
465
|
+
|
466
|
+
</span>
|
467
|
+
|
468
|
+
|
469
|
+
|
470
|
+
|
471
|
+
|
472
|
+
|
473
|
+
|
474
|
+
|
475
|
+
|
476
|
+
|
477
|
+
|
478
|
+
|
479
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute loss_limit_ranges.</p>
|
480
|
+
</div></span>
|
481
|
+
|
482
|
+
</li>
|
483
|
+
|
484
|
+
|
485
|
+
<li class="public ">
|
486
|
+
<span class="summary_signature">
|
487
|
+
|
488
|
+
<a href="#n-instance_method" title="#n (instance method)">#<strong>n</strong> ⇒ Object </a>
|
489
|
+
|
490
|
+
|
491
|
+
|
492
|
+
</span>
|
493
|
+
|
494
|
+
|
495
|
+
|
496
|
+
|
497
|
+
|
498
|
+
|
499
|
+
|
500
|
+
|
501
|
+
|
502
|
+
|
503
|
+
|
504
|
+
|
505
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute n.</p>
|
506
|
+
</div></span>
|
507
|
+
|
508
|
+
</li>
|
509
|
+
|
510
|
+
|
511
|
+
<li class="public ">
|
512
|
+
<span class="summary_signature">
|
513
|
+
|
514
|
+
<a href="#premium-instance_method" title="#premium (instance method)">#<strong>premium</strong> ⇒ Object </a>
|
515
|
+
|
516
|
+
|
517
|
+
|
518
|
+
</span>
|
519
|
+
|
520
|
+
|
521
|
+
|
522
|
+
|
523
|
+
|
524
|
+
|
525
|
+
|
526
|
+
|
527
|
+
|
528
|
+
|
529
|
+
|
530
|
+
|
531
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute premium.</p>
|
532
|
+
</div></span>
|
533
|
+
|
534
|
+
</li>
|
535
|
+
|
536
|
+
|
537
|
+
<li class="public ">
|
538
|
+
<span class="summary_signature">
|
539
|
+
|
540
|
+
<a href="#previous_position-instance_method" title="#previous_position (instance method)">#<strong>previous_position</strong> ⇒ Object </a>
|
541
|
+
|
542
|
+
|
543
|
+
|
544
|
+
</span>
|
545
|
+
|
546
|
+
|
547
|
+
|
548
|
+
|
549
|
+
|
550
|
+
|
551
|
+
|
552
|
+
|
553
|
+
|
554
|
+
|
555
|
+
|
556
|
+
|
557
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute previous_position.</p>
|
558
|
+
</div></span>
|
559
|
+
|
560
|
+
</li>
|
561
|
+
|
562
|
+
|
563
|
+
<li class="public ">
|
564
|
+
<span class="summary_signature">
|
565
|
+
|
566
|
+
<a href="#profit-instance_method" title="#profit (instance method)">#<strong>profit</strong> ⇒ Object </a>
|
567
|
+
|
568
|
+
|
569
|
+
|
570
|
+
</span>
|
571
|
+
|
572
|
+
|
573
|
+
|
574
|
+
|
575
|
+
|
576
|
+
|
577
|
+
|
578
|
+
|
579
|
+
|
580
|
+
|
581
|
+
|
582
|
+
|
583
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute profit.</p>
|
584
|
+
</div></span>
|
585
|
+
|
586
|
+
</li>
|
587
|
+
|
588
|
+
|
589
|
+
<li class="public ">
|
590
|
+
<span class="summary_signature">
|
591
|
+
|
592
|
+
<a href="#profit_mc-instance_method" title="#profit_mc (instance method)">#<strong>profit_mc</strong> ⇒ Object </a>
|
593
|
+
|
594
|
+
|
595
|
+
|
596
|
+
</span>
|
597
|
+
|
598
|
+
|
599
|
+
|
600
|
+
|
601
|
+
|
602
|
+
|
603
|
+
|
604
|
+
|
605
|
+
|
606
|
+
|
607
|
+
|
608
|
+
|
609
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute profit_mc.</p>
|
610
|
+
</div></span>
|
611
|
+
|
612
|
+
</li>
|
613
|
+
|
614
|
+
|
615
|
+
<li class="public ">
|
616
|
+
<span class="summary_signature">
|
617
|
+
|
618
|
+
<a href="#profit_probability-instance_method" title="#profit_probability (instance method)">#<strong>profit_probability</strong> ⇒ Object </a>
|
619
|
+
|
620
|
+
|
621
|
+
|
622
|
+
</span>
|
623
|
+
|
624
|
+
|
625
|
+
|
626
|
+
|
627
|
+
|
628
|
+
|
629
|
+
|
630
|
+
|
631
|
+
|
632
|
+
|
633
|
+
|
634
|
+
|
635
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute profit_probability.</p>
|
636
|
+
</div></span>
|
637
|
+
|
638
|
+
</li>
|
639
|
+
|
640
|
+
|
641
|
+
<li class="public ">
|
642
|
+
<span class="summary_signature">
|
643
|
+
|
644
|
+
<a href="#profit_ranges-instance_method" title="#profit_ranges (instance method)">#<strong>profit_ranges</strong> ⇒ Object </a>
|
645
|
+
|
646
|
+
|
647
|
+
|
648
|
+
</span>
|
649
|
+
|
650
|
+
|
651
|
+
|
652
|
+
|
653
|
+
|
654
|
+
|
655
|
+
|
656
|
+
|
657
|
+
|
658
|
+
|
659
|
+
|
660
|
+
|
661
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute profit_ranges.</p>
|
662
|
+
</div></span>
|
663
|
+
|
664
|
+
</li>
|
665
|
+
|
666
|
+
|
667
|
+
<li class="public ">
|
668
|
+
<span class="summary_signature">
|
669
|
+
|
670
|
+
<a href="#profit_target_probability-instance_method" title="#profit_target_probability (instance method)">#<strong>profit_target_probability</strong> ⇒ Object </a>
|
671
|
+
|
672
|
+
|
673
|
+
|
674
|
+
</span>
|
675
|
+
|
676
|
+
|
677
|
+
|
678
|
+
|
679
|
+
|
680
|
+
|
681
|
+
|
682
|
+
|
683
|
+
|
684
|
+
|
685
|
+
|
686
|
+
|
687
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute profit_target_probability.</p>
|
688
|
+
</div></span>
|
689
|
+
|
690
|
+
</li>
|
691
|
+
|
692
|
+
|
693
|
+
<li class="public ">
|
694
|
+
<span class="summary_signature">
|
695
|
+
|
696
|
+
<a href="#profit_target_ranges-instance_method" title="#profit_target_ranges (instance method)">#<strong>profit_target_ranges</strong> ⇒ Object </a>
|
697
|
+
|
698
|
+
|
699
|
+
|
700
|
+
</span>
|
701
|
+
|
702
|
+
|
703
|
+
|
704
|
+
|
705
|
+
|
706
|
+
|
707
|
+
|
708
|
+
|
709
|
+
|
710
|
+
|
711
|
+
|
712
|
+
|
713
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute profit_target_ranges.</p>
|
714
|
+
</div></span>
|
715
|
+
|
716
|
+
</li>
|
717
|
+
|
718
|
+
|
719
|
+
<li class="public ">
|
720
|
+
<span class="summary_signature">
|
721
|
+
|
722
|
+
<a href="#rho-instance_method" title="#rho (instance method)">#<strong>rho</strong> ⇒ Object </a>
|
723
|
+
|
724
|
+
|
725
|
+
|
726
|
+
</span>
|
727
|
+
|
728
|
+
|
729
|
+
|
730
|
+
|
731
|
+
|
732
|
+
|
733
|
+
|
734
|
+
|
735
|
+
|
736
|
+
|
737
|
+
|
738
|
+
|
739
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute rho.</p>
|
740
|
+
</div></span>
|
741
|
+
|
742
|
+
</li>
|
743
|
+
|
744
|
+
|
745
|
+
<li class="public ">
|
746
|
+
<span class="summary_signature">
|
747
|
+
|
748
|
+
<a href="#stock_price_array-instance_method" title="#stock_price_array (instance method)">#<strong>stock_price_array</strong> ⇒ Object </a>
|
749
|
+
|
750
|
+
|
751
|
+
|
752
|
+
</span>
|
753
|
+
|
754
|
+
|
755
|
+
|
756
|
+
|
757
|
+
|
758
|
+
|
759
|
+
|
760
|
+
|
761
|
+
|
762
|
+
|
763
|
+
|
764
|
+
|
765
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute stock_price_array.</p>
|
766
|
+
</div></span>
|
767
|
+
|
768
|
+
</li>
|
769
|
+
|
770
|
+
|
771
|
+
<li class="public ">
|
772
|
+
<span class="summary_signature">
|
773
|
+
|
774
|
+
<a href="#strategy_profit-instance_method" title="#strategy_profit (instance method)">#<strong>strategy_profit</strong> ⇒ Object </a>
|
775
|
+
|
776
|
+
|
777
|
+
|
778
|
+
</span>
|
779
|
+
|
780
|
+
|
781
|
+
|
782
|
+
|
783
|
+
|
784
|
+
|
785
|
+
|
786
|
+
|
787
|
+
|
788
|
+
|
789
|
+
|
790
|
+
|
791
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute strategy_profit.</p>
|
792
|
+
</div></span>
|
793
|
+
|
794
|
+
</li>
|
795
|
+
|
796
|
+
|
797
|
+
<li class="public ">
|
798
|
+
<span class="summary_signature">
|
799
|
+
|
800
|
+
<a href="#strategy_profit_mc-instance_method" title="#strategy_profit_mc (instance method)">#<strong>strategy_profit_mc</strong> ⇒ Object </a>
|
801
|
+
|
802
|
+
|
803
|
+
|
804
|
+
</span>
|
805
|
+
|
806
|
+
|
807
|
+
|
808
|
+
|
809
|
+
|
810
|
+
|
811
|
+
|
812
|
+
|
813
|
+
|
814
|
+
|
815
|
+
|
816
|
+
|
817
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute strategy_profit_mc.</p>
|
818
|
+
</div></span>
|
819
|
+
|
820
|
+
</li>
|
821
|
+
|
822
|
+
|
823
|
+
<li class="public ">
|
824
|
+
<span class="summary_signature">
|
825
|
+
|
826
|
+
<a href="#strike-instance_method" title="#strike (instance method)">#<strong>strike</strong> ⇒ Object </a>
|
827
|
+
|
828
|
+
|
829
|
+
|
830
|
+
</span>
|
831
|
+
|
832
|
+
|
833
|
+
|
834
|
+
|
835
|
+
|
836
|
+
|
837
|
+
|
838
|
+
|
839
|
+
|
840
|
+
|
841
|
+
|
842
|
+
|
843
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute strike.</p>
|
844
|
+
</div></span>
|
845
|
+
|
846
|
+
</li>
|
847
|
+
|
848
|
+
|
849
|
+
<li class="public ">
|
850
|
+
<span class="summary_signature">
|
851
|
+
|
852
|
+
<a href="#terminal_stock_prices-instance_method" title="#terminal_stock_prices (instance method)">#<strong>terminal_stock_prices</strong> ⇒ Object </a>
|
853
|
+
|
854
|
+
|
855
|
+
|
856
|
+
</span>
|
857
|
+
|
858
|
+
|
859
|
+
|
860
|
+
|
861
|
+
|
862
|
+
|
863
|
+
|
864
|
+
|
865
|
+
|
866
|
+
|
867
|
+
|
868
|
+
|
869
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute terminal_stock_prices.</p>
|
870
|
+
</div></span>
|
871
|
+
|
872
|
+
</li>
|
873
|
+
|
874
|
+
|
875
|
+
<li class="public ">
|
876
|
+
<span class="summary_signature">
|
877
|
+
|
878
|
+
<a href="#theta-instance_method" title="#theta (instance method)">#<strong>theta</strong> ⇒ Object </a>
|
879
|
+
|
880
|
+
|
881
|
+
|
882
|
+
</span>
|
883
|
+
|
884
|
+
|
885
|
+
|
886
|
+
|
887
|
+
|
888
|
+
|
889
|
+
|
890
|
+
|
891
|
+
|
892
|
+
|
893
|
+
|
894
|
+
|
895
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute theta.</p>
|
896
|
+
</div></span>
|
897
|
+
|
898
|
+
</li>
|
899
|
+
|
900
|
+
|
901
|
+
<li class="public ">
|
902
|
+
<span class="summary_signature">
|
903
|
+
|
904
|
+
<a href="#type-instance_method" title="#type (instance method)">#<strong>type</strong> ⇒ Object </a>
|
905
|
+
|
906
|
+
|
907
|
+
|
908
|
+
</span>
|
909
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
920
|
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|
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|
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute type.</p>
|
922
|
+
</div></span>
|
923
|
+
|
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|
+
</li>
|
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|
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|
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<li class="public ">
|
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<span class="summary_signature">
|
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|
+
|
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|
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<a href="#use_bs-instance_method" title="#use_bs (instance method)">#<strong>use_bs</strong> ⇒ Object </a>
|
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|
+
|
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|
+
|
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|
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|
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|
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</span>
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
+
|
945
|
+
|
946
|
+
|
947
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute use_bs.</p>
|
948
|
+
</div></span>
|
949
|
+
|
950
|
+
</li>
|
951
|
+
|
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|
+
|
953
|
+
<li class="public ">
|
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|
+
<span class="summary_signature">
|
955
|
+
|
956
|
+
<a href="#vega-instance_method" title="#vega (instance method)">#<strong>vega</strong> ⇒ Object </a>
|
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|
+
|
958
|
+
|
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|
+
|
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|
+
</span>
|
961
|
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|
962
|
+
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
970
|
+
|
971
|
+
|
972
|
+
|
973
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute vega.</p>
|
974
|
+
</div></span>
|
975
|
+
|
976
|
+
</li>
|
977
|
+
|
978
|
+
|
979
|
+
</ul>
|
980
|
+
|
981
|
+
|
982
|
+
|
983
|
+
|
984
|
+
|
985
|
+
<h2>
|
986
|
+
Instance Method Summary
|
987
|
+
<small><a href="#" class="summary_toggle">collapse</a></small>
|
988
|
+
</h2>
|
989
|
+
|
990
|
+
<ul class="summary">
|
991
|
+
|
992
|
+
<li class="public ">
|
993
|
+
<span class="summary_signature">
|
994
|
+
|
995
|
+
<a href="#initialize-instance_method" title="#initialize (instance method)">#<strong>initialize</strong>(attributes = {}) ⇒ EngineData </a>
|
996
|
+
|
997
|
+
|
998
|
+
|
999
|
+
</span>
|
1000
|
+
|
1001
|
+
|
1002
|
+
<span class="note title constructor">constructor</span>
|
1003
|
+
|
1004
|
+
|
1005
|
+
|
1006
|
+
|
1007
|
+
|
1008
|
+
|
1009
|
+
|
1010
|
+
|
1011
|
+
<span class="summary_desc"><div class='inline'><p>A new instance of EngineData.</p>
|
1012
|
+
</div></span>
|
1013
|
+
|
1014
|
+
</li>
|
1015
|
+
|
1016
|
+
|
1017
|
+
</ul>
|
1018
|
+
|
1019
|
+
|
1020
|
+
|
1021
|
+
|
1022
|
+
<div id="constructor_details" class="method_details_list">
|
1023
|
+
<h2>Constructor Details</h2>
|
1024
|
+
|
1025
|
+
<div class="method_details first">
|
1026
|
+
<h3 class="signature first" id="initialize-instance_method">
|
1027
|
+
|
1028
|
+
#<strong>initialize</strong>(attributes = {}) ⇒ <tt><span class='object_link'><a href="" title="OptionLab::Models::EngineData (class)">EngineData</a></span></tt>
|
1029
|
+
|
1030
|
+
|
1031
|
+
|
1032
|
+
|
1033
|
+
|
1034
|
+
</h3><div class="docstring">
|
1035
|
+
<div class="discussion">
|
1036
|
+
<p>Returns a new instance of EngineData.</p>
|
1037
|
+
|
1038
|
+
|
1039
|
+
</div>
|
1040
|
+
</div>
|
1041
|
+
<div class="tags">
|
1042
|
+
|
1043
|
+
|
1044
|
+
</div><table class="source_code">
|
1045
|
+
<tr>
|
1046
|
+
<td>
|
1047
|
+
<pre class="lines">
|
1048
|
+
|
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|
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|
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|
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|
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|
+
93
|
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|
+
94
|
1053
|
+
95
|
1054
|
+
96
|
1055
|
+
97
|
1056
|
+
98
|
1057
|
+
99
|
1058
|
+
100
|
1059
|
+
101
|
1060
|
+
102
|
1061
|
+
103
|
1062
|
+
104
|
1063
|
+
105
|
1064
|
+
106
|
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|
+
107
|
1066
|
+
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|
1067
|
+
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|
1068
|
+
110
|
1069
|
+
111
|
1070
|
+
112
|
1071
|
+
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|
1072
|
+
114
|
1073
|
+
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|
1074
|
+
116
|
1075
|
+
117
|
1076
|
+
118
|
1077
|
+
119
|
1078
|
+
120
|
1079
|
+
121</pre>
|
1080
|
+
</td>
|
1081
|
+
<td>
|
1082
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 92</span>
|
1083
|
+
|
1084
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_initialize'>initialize</span><span class='lparen'>(</span><span class='id identifier rubyid_attributes'>attributes</span> <span class='op'>=</span> <span class='lbrace'>{</span><span class='rbrace'>}</span><span class='rparen'>)</span>
|
1085
|
+
<span class='comment'># Initialize arrays
|
1086
|
+
</span> <span class='ivar'>@days_to_maturity</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1087
|
+
<span class='ivar'>@type</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1088
|
+
<span class='ivar'>@strike</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1089
|
+
<span class='ivar'>@premium</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1090
|
+
<span class='ivar'>@n</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1091
|
+
<span class='ivar'>@action</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1092
|
+
<span class='ivar'>@use_bs</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1093
|
+
<span class='ivar'>@previous_position</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1094
|
+
<span class='ivar'>@implied_volatility</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1095
|
+
<span class='ivar'>@itm_probability</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1096
|
+
<span class='ivar'>@delta</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1097
|
+
<span class='ivar'>@gamma</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1098
|
+
<span class='ivar'>@theta</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1099
|
+
<span class='ivar'>@vega</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1100
|
+
<span class='ivar'>@rho</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1101
|
+
|
1102
|
+
<span class='comment'># Initialize other fields
|
1103
|
+
</span> <span class='ivar'>@profit_probability</span> <span class='op'>=</span> <span class='float'>0.0</span>
|
1104
|
+
<span class='ivar'>@profit_target_probability</span> <span class='op'>=</span> <span class='float'>0.0</span>
|
1105
|
+
<span class='ivar'>@loss_limit_probability</span> <span class='op'>=</span> <span class='float'>0.0</span>
|
1106
|
+
<span class='ivar'>@expected_profit</span> <span class='op'>=</span> <span class='float'>0.0</span>
|
1107
|
+
<span class='ivar'>@expected_loss</span> <span class='op'>=</span> <span class='float'>0.0</span>
|
1108
|
+
<span class='ivar'>@profit_ranges</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1109
|
+
<span class='ivar'>@profit_target_ranges</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1110
|
+
<span class='ivar'>@loss_limit_ranges</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
1111
|
+
|
1112
|
+
<span class='kw'>super</span><span class='lparen'>(</span><span class='id identifier rubyid_attributes'>attributes</span><span class='rparen'>)</span>
|
1113
|
+
<span class='kw'>end</span></pre>
|
1114
|
+
</td>
|
1115
|
+
</tr>
|
1116
|
+
</table>
|
1117
|
+
</div>
|
1118
|
+
|
1119
|
+
</div>
|
1120
|
+
|
1121
|
+
<div id="instance_attr_details" class="attr_details">
|
1122
|
+
<h2>Instance Attribute Details</h2>
|
1123
|
+
|
1124
|
+
|
1125
|
+
<span id="action=-instance_method"></span>
|
1126
|
+
<div class="method_details first">
|
1127
|
+
<h3 class="signature first" id="action-instance_method">
|
1128
|
+
|
1129
|
+
#<strong>action</strong> ⇒ <tt>Object</tt>
|
1130
|
+
|
1131
|
+
|
1132
|
+
|
1133
|
+
|
1134
|
+
|
1135
|
+
</h3><div class="docstring">
|
1136
|
+
<div class="discussion">
|
1137
|
+
<p>Returns the value of attribute action.</p>
|
1138
|
+
|
1139
|
+
|
1140
|
+
</div>
|
1141
|
+
</div>
|
1142
|
+
<div class="tags">
|
1143
|
+
|
1144
|
+
|
1145
|
+
</div><table class="source_code">
|
1146
|
+
<tr>
|
1147
|
+
<td>
|
1148
|
+
<pre class="lines">
|
1149
|
+
|
1150
|
+
|
1151
|
+
83
|
1152
|
+
84
|
1153
|
+
85</pre>
|
1154
|
+
</td>
|
1155
|
+
<td>
|
1156
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1157
|
+
|
1158
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_action'>action</span>
|
1159
|
+
<span class='ivar'>@action</span>
|
1160
|
+
<span class='kw'>end</span></pre>
|
1161
|
+
</td>
|
1162
|
+
</tr>
|
1163
|
+
</table>
|
1164
|
+
</div>
|
1165
|
+
|
1166
|
+
|
1167
|
+
<span id="cost=-instance_method"></span>
|
1168
|
+
<div class="method_details ">
|
1169
|
+
<h3 class="signature " id="cost-instance_method">
|
1170
|
+
|
1171
|
+
#<strong>cost</strong> ⇒ <tt>Object</tt>
|
1172
|
+
|
1173
|
+
|
1174
|
+
|
1175
|
+
|
1176
|
+
|
1177
|
+
</h3><div class="docstring">
|
1178
|
+
<div class="discussion">
|
1179
|
+
<p>Returns the value of attribute cost.</p>
|
1180
|
+
|
1181
|
+
|
1182
|
+
</div>
|
1183
|
+
</div>
|
1184
|
+
<div class="tags">
|
1185
|
+
|
1186
|
+
|
1187
|
+
</div><table class="source_code">
|
1188
|
+
<tr>
|
1189
|
+
<td>
|
1190
|
+
<pre class="lines">
|
1191
|
+
|
1192
|
+
|
1193
|
+
83
|
1194
|
+
84
|
1195
|
+
85</pre>
|
1196
|
+
</td>
|
1197
|
+
<td>
|
1198
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1199
|
+
|
1200
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_cost'>cost</span>
|
1201
|
+
<span class='ivar'>@cost</span>
|
1202
|
+
<span class='kw'>end</span></pre>
|
1203
|
+
</td>
|
1204
|
+
</tr>
|
1205
|
+
</table>
|
1206
|
+
</div>
|
1207
|
+
|
1208
|
+
|
1209
|
+
<span id="days_in_year=-instance_method"></span>
|
1210
|
+
<div class="method_details ">
|
1211
|
+
<h3 class="signature " id="days_in_year-instance_method">
|
1212
|
+
|
1213
|
+
#<strong>days_in_year</strong> ⇒ <tt>Object</tt>
|
1214
|
+
|
1215
|
+
|
1216
|
+
|
1217
|
+
|
1218
|
+
|
1219
|
+
</h3><div class="docstring">
|
1220
|
+
<div class="discussion">
|
1221
|
+
<p>Returns the value of attribute days_in_year.</p>
|
1222
|
+
|
1223
|
+
|
1224
|
+
</div>
|
1225
|
+
</div>
|
1226
|
+
<div class="tags">
|
1227
|
+
|
1228
|
+
|
1229
|
+
</div><table class="source_code">
|
1230
|
+
<tr>
|
1231
|
+
<td>
|
1232
|
+
<pre class="lines">
|
1233
|
+
|
1234
|
+
|
1235
|
+
83
|
1236
|
+
84
|
1237
|
+
85</pre>
|
1238
|
+
</td>
|
1239
|
+
<td>
|
1240
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1241
|
+
|
1242
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_days_in_year'>days_in_year</span>
|
1243
|
+
<span class='ivar'>@days_in_year</span>
|
1244
|
+
<span class='kw'>end</span></pre>
|
1245
|
+
</td>
|
1246
|
+
</tr>
|
1247
|
+
</table>
|
1248
|
+
</div>
|
1249
|
+
|
1250
|
+
|
1251
|
+
<span id="days_to_maturity=-instance_method"></span>
|
1252
|
+
<div class="method_details ">
|
1253
|
+
<h3 class="signature " id="days_to_maturity-instance_method">
|
1254
|
+
|
1255
|
+
#<strong>days_to_maturity</strong> ⇒ <tt>Object</tt>
|
1256
|
+
|
1257
|
+
|
1258
|
+
|
1259
|
+
|
1260
|
+
|
1261
|
+
</h3><div class="docstring">
|
1262
|
+
<div class="discussion">
|
1263
|
+
<p>Returns the value of attribute days_to_maturity.</p>
|
1264
|
+
|
1265
|
+
|
1266
|
+
</div>
|
1267
|
+
</div>
|
1268
|
+
<div class="tags">
|
1269
|
+
|
1270
|
+
|
1271
|
+
</div><table class="source_code">
|
1272
|
+
<tr>
|
1273
|
+
<td>
|
1274
|
+
<pre class="lines">
|
1275
|
+
|
1276
|
+
|
1277
|
+
83
|
1278
|
+
84
|
1279
|
+
85</pre>
|
1280
|
+
</td>
|
1281
|
+
<td>
|
1282
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1283
|
+
|
1284
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_days_to_maturity'>days_to_maturity</span>
|
1285
|
+
<span class='ivar'>@days_to_maturity</span>
|
1286
|
+
<span class='kw'>end</span></pre>
|
1287
|
+
</td>
|
1288
|
+
</tr>
|
1289
|
+
</table>
|
1290
|
+
</div>
|
1291
|
+
|
1292
|
+
|
1293
|
+
<span id="days_to_target=-instance_method"></span>
|
1294
|
+
<div class="method_details ">
|
1295
|
+
<h3 class="signature " id="days_to_target-instance_method">
|
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|
+
|
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|
+
#<strong>days_to_target</strong> ⇒ <tt>Object</tt>
|
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|
+
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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</h3><div class="docstring">
|
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|
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<div class="discussion">
|
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|
+
<p>Returns the value of attribute days_to_target.</p>
|
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|
+
|
1307
|
+
|
1308
|
+
</div>
|
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|
+
</div>
|
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|
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<div class="tags">
|
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|
+
|
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|
+
|
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|
+
</div><table class="source_code">
|
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|
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<tr>
|
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|
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<td>
|
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|
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<pre class="lines">
|
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|
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|
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|
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|
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|
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85</pre>
|
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|
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</td>
|
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|
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<td>
|
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|
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
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|
+
|
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|
+
<span class='kw'>def</span> <span class='id identifier rubyid_days_to_target'>days_to_target</span>
|
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|
+
<span class='ivar'>@days_to_target</span>
|
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|
+
<span class='kw'>end</span></pre>
|
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|
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</td>
|
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|
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</tr>
|
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</table>
|
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|
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</div>
|
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|
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|
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|
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|
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|
+
<span id="delta=-instance_method"></span>
|
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|
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<div class="method_details ">
|
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|
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<h3 class="signature " id="delta-instance_method">
|
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|
+
|
1339
|
+
#<strong>delta</strong> ⇒ <tt>Object</tt>
|
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|
+
|
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|
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|
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|
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|
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|
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|
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|
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|
+
</h3><div class="docstring">
|
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|
+
<div class="discussion">
|
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|
+
<p>Returns the value of attribute delta.</p>
|
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|
+
|
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|
+
|
1350
|
+
</div>
|
1351
|
+
</div>
|
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|
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<div class="tags">
|
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|
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|
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|
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|
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|
+
</div><table class="source_code">
|
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|
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<tr>
|
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|
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<td>
|
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|
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<pre class="lines">
|
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|
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|
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|
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|
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|
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|
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85</pre>
|
1364
|
+
</td>
|
1365
|
+
<td>
|
1366
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1367
|
+
|
1368
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_delta'>delta</span>
|
1369
|
+
<span class='ivar'>@delta</span>
|
1370
|
+
<span class='kw'>end</span></pre>
|
1371
|
+
</td>
|
1372
|
+
</tr>
|
1373
|
+
</table>
|
1374
|
+
</div>
|
1375
|
+
|
1376
|
+
|
1377
|
+
<span id="expected_loss=-instance_method"></span>
|
1378
|
+
<div class="method_details ">
|
1379
|
+
<h3 class="signature " id="expected_loss-instance_method">
|
1380
|
+
|
1381
|
+
#<strong>expected_loss</strong> ⇒ <tt>Object</tt>
|
1382
|
+
|
1383
|
+
|
1384
|
+
|
1385
|
+
|
1386
|
+
|
1387
|
+
</h3><div class="docstring">
|
1388
|
+
<div class="discussion">
|
1389
|
+
<p>Returns the value of attribute expected_loss.</p>
|
1390
|
+
|
1391
|
+
|
1392
|
+
</div>
|
1393
|
+
</div>
|
1394
|
+
<div class="tags">
|
1395
|
+
|
1396
|
+
|
1397
|
+
</div><table class="source_code">
|
1398
|
+
<tr>
|
1399
|
+
<td>
|
1400
|
+
<pre class="lines">
|
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|
+
|
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|
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|
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|
+
83
|
1404
|
+
84
|
1405
|
+
85</pre>
|
1406
|
+
</td>
|
1407
|
+
<td>
|
1408
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1409
|
+
|
1410
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_expected_loss'>expected_loss</span>
|
1411
|
+
<span class='ivar'>@expected_loss</span>
|
1412
|
+
<span class='kw'>end</span></pre>
|
1413
|
+
</td>
|
1414
|
+
</tr>
|
1415
|
+
</table>
|
1416
|
+
</div>
|
1417
|
+
|
1418
|
+
|
1419
|
+
<span id="expected_profit=-instance_method"></span>
|
1420
|
+
<div class="method_details ">
|
1421
|
+
<h3 class="signature " id="expected_profit-instance_method">
|
1422
|
+
|
1423
|
+
#<strong>expected_profit</strong> ⇒ <tt>Object</tt>
|
1424
|
+
|
1425
|
+
|
1426
|
+
|
1427
|
+
|
1428
|
+
|
1429
|
+
</h3><div class="docstring">
|
1430
|
+
<div class="discussion">
|
1431
|
+
<p>Returns the value of attribute expected_profit.</p>
|
1432
|
+
|
1433
|
+
|
1434
|
+
</div>
|
1435
|
+
</div>
|
1436
|
+
<div class="tags">
|
1437
|
+
|
1438
|
+
|
1439
|
+
</div><table class="source_code">
|
1440
|
+
<tr>
|
1441
|
+
<td>
|
1442
|
+
<pre class="lines">
|
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|
+
|
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|
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|
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|
+
83
|
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|
+
84
|
1447
|
+
85</pre>
|
1448
|
+
</td>
|
1449
|
+
<td>
|
1450
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1451
|
+
|
1452
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_expected_profit'>expected_profit</span>
|
1453
|
+
<span class='ivar'>@expected_profit</span>
|
1454
|
+
<span class='kw'>end</span></pre>
|
1455
|
+
</td>
|
1456
|
+
</tr>
|
1457
|
+
</table>
|
1458
|
+
</div>
|
1459
|
+
|
1460
|
+
|
1461
|
+
<span id="gamma=-instance_method"></span>
|
1462
|
+
<div class="method_details ">
|
1463
|
+
<h3 class="signature " id="gamma-instance_method">
|
1464
|
+
|
1465
|
+
#<strong>gamma</strong> ⇒ <tt>Object</tt>
|
1466
|
+
|
1467
|
+
|
1468
|
+
|
1469
|
+
|
1470
|
+
|
1471
|
+
</h3><div class="docstring">
|
1472
|
+
<div class="discussion">
|
1473
|
+
<p>Returns the value of attribute gamma.</p>
|
1474
|
+
|
1475
|
+
|
1476
|
+
</div>
|
1477
|
+
</div>
|
1478
|
+
<div class="tags">
|
1479
|
+
|
1480
|
+
|
1481
|
+
</div><table class="source_code">
|
1482
|
+
<tr>
|
1483
|
+
<td>
|
1484
|
+
<pre class="lines">
|
1485
|
+
|
1486
|
+
|
1487
|
+
83
|
1488
|
+
84
|
1489
|
+
85</pre>
|
1490
|
+
</td>
|
1491
|
+
<td>
|
1492
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1493
|
+
|
1494
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_gamma'>gamma</span>
|
1495
|
+
<span class='ivar'>@gamma</span>
|
1496
|
+
<span class='kw'>end</span></pre>
|
1497
|
+
</td>
|
1498
|
+
</tr>
|
1499
|
+
</table>
|
1500
|
+
</div>
|
1501
|
+
|
1502
|
+
|
1503
|
+
<span id="implied_volatility=-instance_method"></span>
|
1504
|
+
<div class="method_details ">
|
1505
|
+
<h3 class="signature " id="implied_volatility-instance_method">
|
1506
|
+
|
1507
|
+
#<strong>implied_volatility</strong> ⇒ <tt>Object</tt>
|
1508
|
+
|
1509
|
+
|
1510
|
+
|
1511
|
+
|
1512
|
+
|
1513
|
+
</h3><div class="docstring">
|
1514
|
+
<div class="discussion">
|
1515
|
+
<p>Returns the value of attribute implied_volatility.</p>
|
1516
|
+
|
1517
|
+
|
1518
|
+
</div>
|
1519
|
+
</div>
|
1520
|
+
<div class="tags">
|
1521
|
+
|
1522
|
+
|
1523
|
+
</div><table class="source_code">
|
1524
|
+
<tr>
|
1525
|
+
<td>
|
1526
|
+
<pre class="lines">
|
1527
|
+
|
1528
|
+
|
1529
|
+
83
|
1530
|
+
84
|
1531
|
+
85</pre>
|
1532
|
+
</td>
|
1533
|
+
<td>
|
1534
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1535
|
+
|
1536
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_implied_volatility'>implied_volatility</span>
|
1537
|
+
<span class='ivar'>@implied_volatility</span>
|
1538
|
+
<span class='kw'>end</span></pre>
|
1539
|
+
</td>
|
1540
|
+
</tr>
|
1541
|
+
</table>
|
1542
|
+
</div>
|
1543
|
+
|
1544
|
+
|
1545
|
+
<span id="inputs=-instance_method"></span>
|
1546
|
+
<div class="method_details ">
|
1547
|
+
<h3 class="signature " id="inputs-instance_method">
|
1548
|
+
|
1549
|
+
#<strong>inputs</strong> ⇒ <tt>Object</tt>
|
1550
|
+
|
1551
|
+
|
1552
|
+
|
1553
|
+
|
1554
|
+
|
1555
|
+
</h3><div class="docstring">
|
1556
|
+
<div class="discussion">
|
1557
|
+
<p>Returns the value of attribute inputs.</p>
|
1558
|
+
|
1559
|
+
|
1560
|
+
</div>
|
1561
|
+
</div>
|
1562
|
+
<div class="tags">
|
1563
|
+
|
1564
|
+
|
1565
|
+
</div><table class="source_code">
|
1566
|
+
<tr>
|
1567
|
+
<td>
|
1568
|
+
<pre class="lines">
|
1569
|
+
|
1570
|
+
|
1571
|
+
83
|
1572
|
+
84
|
1573
|
+
85</pre>
|
1574
|
+
</td>
|
1575
|
+
<td>
|
1576
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1577
|
+
|
1578
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_inputs'>inputs</span>
|
1579
|
+
<span class='ivar'>@inputs</span>
|
1580
|
+
<span class='kw'>end</span></pre>
|
1581
|
+
</td>
|
1582
|
+
</tr>
|
1583
|
+
</table>
|
1584
|
+
</div>
|
1585
|
+
|
1586
|
+
|
1587
|
+
<span id="itm_probability=-instance_method"></span>
|
1588
|
+
<div class="method_details ">
|
1589
|
+
<h3 class="signature " id="itm_probability-instance_method">
|
1590
|
+
|
1591
|
+
#<strong>itm_probability</strong> ⇒ <tt>Object</tt>
|
1592
|
+
|
1593
|
+
|
1594
|
+
|
1595
|
+
|
1596
|
+
|
1597
|
+
</h3><div class="docstring">
|
1598
|
+
<div class="discussion">
|
1599
|
+
<p>Returns the value of attribute itm_probability.</p>
|
1600
|
+
|
1601
|
+
|
1602
|
+
</div>
|
1603
|
+
</div>
|
1604
|
+
<div class="tags">
|
1605
|
+
|
1606
|
+
|
1607
|
+
</div><table class="source_code">
|
1608
|
+
<tr>
|
1609
|
+
<td>
|
1610
|
+
<pre class="lines">
|
1611
|
+
|
1612
|
+
|
1613
|
+
83
|
1614
|
+
84
|
1615
|
+
85</pre>
|
1616
|
+
</td>
|
1617
|
+
<td>
|
1618
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1619
|
+
|
1620
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_itm_probability'>itm_probability</span>
|
1621
|
+
<span class='ivar'>@itm_probability</span>
|
1622
|
+
<span class='kw'>end</span></pre>
|
1623
|
+
</td>
|
1624
|
+
</tr>
|
1625
|
+
</table>
|
1626
|
+
</div>
|
1627
|
+
|
1628
|
+
|
1629
|
+
<span id="loss_limit_probability=-instance_method"></span>
|
1630
|
+
<div class="method_details ">
|
1631
|
+
<h3 class="signature " id="loss_limit_probability-instance_method">
|
1632
|
+
|
1633
|
+
#<strong>loss_limit_probability</strong> ⇒ <tt>Object</tt>
|
1634
|
+
|
1635
|
+
|
1636
|
+
|
1637
|
+
|
1638
|
+
|
1639
|
+
</h3><div class="docstring">
|
1640
|
+
<div class="discussion">
|
1641
|
+
<p>Returns the value of attribute loss_limit_probability.</p>
|
1642
|
+
|
1643
|
+
|
1644
|
+
</div>
|
1645
|
+
</div>
|
1646
|
+
<div class="tags">
|
1647
|
+
|
1648
|
+
|
1649
|
+
</div><table class="source_code">
|
1650
|
+
<tr>
|
1651
|
+
<td>
|
1652
|
+
<pre class="lines">
|
1653
|
+
|
1654
|
+
|
1655
|
+
83
|
1656
|
+
84
|
1657
|
+
85</pre>
|
1658
|
+
</td>
|
1659
|
+
<td>
|
1660
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1661
|
+
|
1662
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_loss_limit_probability'>loss_limit_probability</span>
|
1663
|
+
<span class='ivar'>@loss_limit_probability</span>
|
1664
|
+
<span class='kw'>end</span></pre>
|
1665
|
+
</td>
|
1666
|
+
</tr>
|
1667
|
+
</table>
|
1668
|
+
</div>
|
1669
|
+
|
1670
|
+
|
1671
|
+
<span id="loss_limit_ranges=-instance_method"></span>
|
1672
|
+
<div class="method_details ">
|
1673
|
+
<h3 class="signature " id="loss_limit_ranges-instance_method">
|
1674
|
+
|
1675
|
+
#<strong>loss_limit_ranges</strong> ⇒ <tt>Object</tt>
|
1676
|
+
|
1677
|
+
|
1678
|
+
|
1679
|
+
|
1680
|
+
|
1681
|
+
</h3><div class="docstring">
|
1682
|
+
<div class="discussion">
|
1683
|
+
<p>Returns the value of attribute loss_limit_ranges.</p>
|
1684
|
+
|
1685
|
+
|
1686
|
+
</div>
|
1687
|
+
</div>
|
1688
|
+
<div class="tags">
|
1689
|
+
|
1690
|
+
|
1691
|
+
</div><table class="source_code">
|
1692
|
+
<tr>
|
1693
|
+
<td>
|
1694
|
+
<pre class="lines">
|
1695
|
+
|
1696
|
+
|
1697
|
+
83
|
1698
|
+
84
|
1699
|
+
85</pre>
|
1700
|
+
</td>
|
1701
|
+
<td>
|
1702
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1703
|
+
|
1704
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_loss_limit_ranges'>loss_limit_ranges</span>
|
1705
|
+
<span class='ivar'>@loss_limit_ranges</span>
|
1706
|
+
<span class='kw'>end</span></pre>
|
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|
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|
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|
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</table>
|
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|
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|
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|
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|
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|
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<span id="n=-instance_method"></span>
|
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|
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<div class="method_details ">
|
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|
+
<h3 class="signature " id="n-instance_method">
|
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|
+
|
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|
+
#<strong>n</strong> ⇒ <tt>Object</tt>
|
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|
+
|
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|
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|
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|
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|
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</h3><div class="docstring">
|
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|
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<div class="discussion">
|
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|
+
<p>Returns the value of attribute n.</p>
|
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|
+
|
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|
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|
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|
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</div>
|
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|
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|
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<div class="tags">
|
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|
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|
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|
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|
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|
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<td>
|
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|
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
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|
+
|
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|
+
<span class='kw'>def</span> <span class='id identifier rubyid_n'>n</span>
|
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|
+
<span class='ivar'>@n</span>
|
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|
+
<span class='kw'>end</span></pre>
|
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</td>
|
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|
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|
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</div>
|
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|
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|
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|
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<span id="premium=-instance_method"></span>
|
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|
+
<div class="method_details ">
|
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|
+
<h3 class="signature " id="premium-instance_method">
|
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|
+
|
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|
+
#<strong>premium</strong> ⇒ <tt>Object</tt>
|
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|
+
|
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|
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|
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|
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|
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|
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|
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|
+
</h3><div class="docstring">
|
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|
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<div class="discussion">
|
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|
+
<p>Returns the value of attribute premium.</p>
|
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|
+
|
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|
+
|
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|
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</div>
|
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|
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</div>
|
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|
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<div class="tags">
|
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|
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|
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|
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|
+
</div><table class="source_code">
|
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<tr>
|
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<td>
|
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<pre class="lines">
|
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|
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|
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|
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85</pre>
|
1784
|
+
</td>
|
1785
|
+
<td>
|
1786
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1787
|
+
|
1788
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_premium'>premium</span>
|
1789
|
+
<span class='ivar'>@premium</span>
|
1790
|
+
<span class='kw'>end</span></pre>
|
1791
|
+
</td>
|
1792
|
+
</tr>
|
1793
|
+
</table>
|
1794
|
+
</div>
|
1795
|
+
|
1796
|
+
|
1797
|
+
<span id="previous_position=-instance_method"></span>
|
1798
|
+
<div class="method_details ">
|
1799
|
+
<h3 class="signature " id="previous_position-instance_method">
|
1800
|
+
|
1801
|
+
#<strong>previous_position</strong> ⇒ <tt>Object</tt>
|
1802
|
+
|
1803
|
+
|
1804
|
+
|
1805
|
+
|
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|
+
|
1807
|
+
</h3><div class="docstring">
|
1808
|
+
<div class="discussion">
|
1809
|
+
<p>Returns the value of attribute previous_position.</p>
|
1810
|
+
|
1811
|
+
|
1812
|
+
</div>
|
1813
|
+
</div>
|
1814
|
+
<div class="tags">
|
1815
|
+
|
1816
|
+
|
1817
|
+
</div><table class="source_code">
|
1818
|
+
<tr>
|
1819
|
+
<td>
|
1820
|
+
<pre class="lines">
|
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|
+
|
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|
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|
1823
|
+
83
|
1824
|
+
84
|
1825
|
+
85</pre>
|
1826
|
+
</td>
|
1827
|
+
<td>
|
1828
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1829
|
+
|
1830
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_previous_position'>previous_position</span>
|
1831
|
+
<span class='ivar'>@previous_position</span>
|
1832
|
+
<span class='kw'>end</span></pre>
|
1833
|
+
</td>
|
1834
|
+
</tr>
|
1835
|
+
</table>
|
1836
|
+
</div>
|
1837
|
+
|
1838
|
+
|
1839
|
+
<span id="profit=-instance_method"></span>
|
1840
|
+
<div class="method_details ">
|
1841
|
+
<h3 class="signature " id="profit-instance_method">
|
1842
|
+
|
1843
|
+
#<strong>profit</strong> ⇒ <tt>Object</tt>
|
1844
|
+
|
1845
|
+
|
1846
|
+
|
1847
|
+
|
1848
|
+
|
1849
|
+
</h3><div class="docstring">
|
1850
|
+
<div class="discussion">
|
1851
|
+
<p>Returns the value of attribute profit.</p>
|
1852
|
+
|
1853
|
+
|
1854
|
+
</div>
|
1855
|
+
</div>
|
1856
|
+
<div class="tags">
|
1857
|
+
|
1858
|
+
|
1859
|
+
</div><table class="source_code">
|
1860
|
+
<tr>
|
1861
|
+
<td>
|
1862
|
+
<pre class="lines">
|
1863
|
+
|
1864
|
+
|
1865
|
+
83
|
1866
|
+
84
|
1867
|
+
85</pre>
|
1868
|
+
</td>
|
1869
|
+
<td>
|
1870
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1871
|
+
|
1872
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_profit'>profit</span>
|
1873
|
+
<span class='ivar'>@profit</span>
|
1874
|
+
<span class='kw'>end</span></pre>
|
1875
|
+
</td>
|
1876
|
+
</tr>
|
1877
|
+
</table>
|
1878
|
+
</div>
|
1879
|
+
|
1880
|
+
|
1881
|
+
<span id="profit_mc=-instance_method"></span>
|
1882
|
+
<div class="method_details ">
|
1883
|
+
<h3 class="signature " id="profit_mc-instance_method">
|
1884
|
+
|
1885
|
+
#<strong>profit_mc</strong> ⇒ <tt>Object</tt>
|
1886
|
+
|
1887
|
+
|
1888
|
+
|
1889
|
+
|
1890
|
+
|
1891
|
+
</h3><div class="docstring">
|
1892
|
+
<div class="discussion">
|
1893
|
+
<p>Returns the value of attribute profit_mc.</p>
|
1894
|
+
|
1895
|
+
|
1896
|
+
</div>
|
1897
|
+
</div>
|
1898
|
+
<div class="tags">
|
1899
|
+
|
1900
|
+
|
1901
|
+
</div><table class="source_code">
|
1902
|
+
<tr>
|
1903
|
+
<td>
|
1904
|
+
<pre class="lines">
|
1905
|
+
|
1906
|
+
|
1907
|
+
83
|
1908
|
+
84
|
1909
|
+
85</pre>
|
1910
|
+
</td>
|
1911
|
+
<td>
|
1912
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1913
|
+
|
1914
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_profit_mc'>profit_mc</span>
|
1915
|
+
<span class='ivar'>@profit_mc</span>
|
1916
|
+
<span class='kw'>end</span></pre>
|
1917
|
+
</td>
|
1918
|
+
</tr>
|
1919
|
+
</table>
|
1920
|
+
</div>
|
1921
|
+
|
1922
|
+
|
1923
|
+
<span id="profit_probability=-instance_method"></span>
|
1924
|
+
<div class="method_details ">
|
1925
|
+
<h3 class="signature " id="profit_probability-instance_method">
|
1926
|
+
|
1927
|
+
#<strong>profit_probability</strong> ⇒ <tt>Object</tt>
|
1928
|
+
|
1929
|
+
|
1930
|
+
|
1931
|
+
|
1932
|
+
|
1933
|
+
</h3><div class="docstring">
|
1934
|
+
<div class="discussion">
|
1935
|
+
<p>Returns the value of attribute profit_probability.</p>
|
1936
|
+
|
1937
|
+
|
1938
|
+
</div>
|
1939
|
+
</div>
|
1940
|
+
<div class="tags">
|
1941
|
+
|
1942
|
+
|
1943
|
+
</div><table class="source_code">
|
1944
|
+
<tr>
|
1945
|
+
<td>
|
1946
|
+
<pre class="lines">
|
1947
|
+
|
1948
|
+
|
1949
|
+
83
|
1950
|
+
84
|
1951
|
+
85</pre>
|
1952
|
+
</td>
|
1953
|
+
<td>
|
1954
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1955
|
+
|
1956
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_profit_probability'>profit_probability</span>
|
1957
|
+
<span class='ivar'>@profit_probability</span>
|
1958
|
+
<span class='kw'>end</span></pre>
|
1959
|
+
</td>
|
1960
|
+
</tr>
|
1961
|
+
</table>
|
1962
|
+
</div>
|
1963
|
+
|
1964
|
+
|
1965
|
+
<span id="profit_ranges=-instance_method"></span>
|
1966
|
+
<div class="method_details ">
|
1967
|
+
<h3 class="signature " id="profit_ranges-instance_method">
|
1968
|
+
|
1969
|
+
#<strong>profit_ranges</strong> ⇒ <tt>Object</tt>
|
1970
|
+
|
1971
|
+
|
1972
|
+
|
1973
|
+
|
1974
|
+
|
1975
|
+
</h3><div class="docstring">
|
1976
|
+
<div class="discussion">
|
1977
|
+
<p>Returns the value of attribute profit_ranges.</p>
|
1978
|
+
|
1979
|
+
|
1980
|
+
</div>
|
1981
|
+
</div>
|
1982
|
+
<div class="tags">
|
1983
|
+
|
1984
|
+
|
1985
|
+
</div><table class="source_code">
|
1986
|
+
<tr>
|
1987
|
+
<td>
|
1988
|
+
<pre class="lines">
|
1989
|
+
|
1990
|
+
|
1991
|
+
83
|
1992
|
+
84
|
1993
|
+
85</pre>
|
1994
|
+
</td>
|
1995
|
+
<td>
|
1996
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
1997
|
+
|
1998
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_profit_ranges'>profit_ranges</span>
|
1999
|
+
<span class='ivar'>@profit_ranges</span>
|
2000
|
+
<span class='kw'>end</span></pre>
|
2001
|
+
</td>
|
2002
|
+
</tr>
|
2003
|
+
</table>
|
2004
|
+
</div>
|
2005
|
+
|
2006
|
+
|
2007
|
+
<span id="profit_target_probability=-instance_method"></span>
|
2008
|
+
<div class="method_details ">
|
2009
|
+
<h3 class="signature " id="profit_target_probability-instance_method">
|
2010
|
+
|
2011
|
+
#<strong>profit_target_probability</strong> ⇒ <tt>Object</tt>
|
2012
|
+
|
2013
|
+
|
2014
|
+
|
2015
|
+
|
2016
|
+
|
2017
|
+
</h3><div class="docstring">
|
2018
|
+
<div class="discussion">
|
2019
|
+
<p>Returns the value of attribute profit_target_probability.</p>
|
2020
|
+
|
2021
|
+
|
2022
|
+
</div>
|
2023
|
+
</div>
|
2024
|
+
<div class="tags">
|
2025
|
+
|
2026
|
+
|
2027
|
+
</div><table class="source_code">
|
2028
|
+
<tr>
|
2029
|
+
<td>
|
2030
|
+
<pre class="lines">
|
2031
|
+
|
2032
|
+
|
2033
|
+
83
|
2034
|
+
84
|
2035
|
+
85</pre>
|
2036
|
+
</td>
|
2037
|
+
<td>
|
2038
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
2039
|
+
|
2040
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_profit_target_probability'>profit_target_probability</span>
|
2041
|
+
<span class='ivar'>@profit_target_probability</span>
|
2042
|
+
<span class='kw'>end</span></pre>
|
2043
|
+
</td>
|
2044
|
+
</tr>
|
2045
|
+
</table>
|
2046
|
+
</div>
|
2047
|
+
|
2048
|
+
|
2049
|
+
<span id="profit_target_ranges=-instance_method"></span>
|
2050
|
+
<div class="method_details ">
|
2051
|
+
<h3 class="signature " id="profit_target_ranges-instance_method">
|
2052
|
+
|
2053
|
+
#<strong>profit_target_ranges</strong> ⇒ <tt>Object</tt>
|
2054
|
+
|
2055
|
+
|
2056
|
+
|
2057
|
+
|
2058
|
+
|
2059
|
+
</h3><div class="docstring">
|
2060
|
+
<div class="discussion">
|
2061
|
+
<p>Returns the value of attribute profit_target_ranges.</p>
|
2062
|
+
|
2063
|
+
|
2064
|
+
</div>
|
2065
|
+
</div>
|
2066
|
+
<div class="tags">
|
2067
|
+
|
2068
|
+
|
2069
|
+
</div><table class="source_code">
|
2070
|
+
<tr>
|
2071
|
+
<td>
|
2072
|
+
<pre class="lines">
|
2073
|
+
|
2074
|
+
|
2075
|
+
83
|
2076
|
+
84
|
2077
|
+
85</pre>
|
2078
|
+
</td>
|
2079
|
+
<td>
|
2080
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
2081
|
+
|
2082
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_profit_target_ranges'>profit_target_ranges</span>
|
2083
|
+
<span class='ivar'>@profit_target_ranges</span>
|
2084
|
+
<span class='kw'>end</span></pre>
|
2085
|
+
</td>
|
2086
|
+
</tr>
|
2087
|
+
</table>
|
2088
|
+
</div>
|
2089
|
+
|
2090
|
+
|
2091
|
+
<span id="rho=-instance_method"></span>
|
2092
|
+
<div class="method_details ">
|
2093
|
+
<h3 class="signature " id="rho-instance_method">
|
2094
|
+
|
2095
|
+
#<strong>rho</strong> ⇒ <tt>Object</tt>
|
2096
|
+
|
2097
|
+
|
2098
|
+
|
2099
|
+
|
2100
|
+
|
2101
|
+
</h3><div class="docstring">
|
2102
|
+
<div class="discussion">
|
2103
|
+
<p>Returns the value of attribute rho.</p>
|
2104
|
+
|
2105
|
+
|
2106
|
+
</div>
|
2107
|
+
</div>
|
2108
|
+
<div class="tags">
|
2109
|
+
|
2110
|
+
|
2111
|
+
</div><table class="source_code">
|
2112
|
+
<tr>
|
2113
|
+
<td>
|
2114
|
+
<pre class="lines">
|
2115
|
+
|
2116
|
+
|
2117
|
+
83
|
2118
|
+
84
|
2119
|
+
85</pre>
|
2120
|
+
</td>
|
2121
|
+
<td>
|
2122
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
2123
|
+
|
2124
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_rho'>rho</span>
|
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|
+
<span class='ivar'>@rho</span>
|
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|
+
<span class='kw'>end</span></pre>
|
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|
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|
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|
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|
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|
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|
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|
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|
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<span id="stock_price_array=-instance_method"></span>
|
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|
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<div class="method_details ">
|
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|
+
<h3 class="signature " id="stock_price_array-instance_method">
|
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|
+
|
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|
+
#<strong>stock_price_array</strong> ⇒ <tt>Object</tt>
|
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|
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|
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|
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|
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|
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|
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|
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|
+
</h3><div class="docstring">
|
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|
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<div class="discussion">
|
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|
+
<p>Returns the value of attribute stock_price_array.</p>
|
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|
+
|
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|
+
|
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|
+
</div>
|
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|
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|
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|
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
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|
+
|
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|
+
<span class='kw'>def</span> <span class='id identifier rubyid_stock_price_array'>stock_price_array</span>
|
2167
|
+
<span class='ivar'>@stock_price_array</span>
|
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|
+
<span class='kw'>end</span></pre>
|
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|
+
</td>
|
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|
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|
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</table>
|
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|
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</div>
|
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|
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|
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|
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|
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|
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<span id="strategy_profit=-instance_method"></span>
|
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|
+
<div class="method_details ">
|
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|
+
<h3 class="signature " id="strategy_profit-instance_method">
|
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|
+
|
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|
+
#<strong>strategy_profit</strong> ⇒ <tt>Object</tt>
|
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|
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|
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|
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|
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|
+
</h3><div class="docstring">
|
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|
+
<div class="discussion">
|
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|
+
<p>Returns the value of attribute strategy_profit.</p>
|
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|
+
|
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|
+
|
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|
+
</div>
|
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|
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|
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|
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<div class="tags">
|
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|
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|
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<pre class="lines">
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</td>
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|
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|
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|
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
2207
|
+
|
2208
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_strategy_profit'>strategy_profit</span>
|
2209
|
+
<span class='ivar'>@strategy_profit</span>
|
2210
|
+
<span class='kw'>end</span></pre>
|
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|
+
</td>
|
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|
+
</tr>
|
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|
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</table>
|
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|
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</div>
|
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|
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|
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|
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|
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|
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<span id="strategy_profit_mc=-instance_method"></span>
|
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|
+
<div class="method_details ">
|
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|
+
<h3 class="signature " id="strategy_profit_mc-instance_method">
|
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|
+
|
2221
|
+
#<strong>strategy_profit_mc</strong> ⇒ <tt>Object</tt>
|
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|
+
|
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|
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|
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|
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|
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|
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|
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|
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|
2227
|
+
</h3><div class="docstring">
|
2228
|
+
<div class="discussion">
|
2229
|
+
<p>Returns the value of attribute strategy_profit_mc.</p>
|
2230
|
+
|
2231
|
+
|
2232
|
+
</div>
|
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|
+
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|
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|
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<div class="tags">
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
2249
|
+
|
2250
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_strategy_profit_mc'>strategy_profit_mc</span>
|
2251
|
+
<span class='ivar'>@strategy_profit_mc</span>
|
2252
|
+
<span class='kw'>end</span></pre>
|
2253
|
+
</td>
|
2254
|
+
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|
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|
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</table>
|
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|
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</div>
|
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|
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|
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|
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|
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|
+
<span id="strike=-instance_method"></span>
|
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|
+
<div class="method_details ">
|
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|
+
<h3 class="signature " id="strike-instance_method">
|
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|
+
|
2263
|
+
#<strong>strike</strong> ⇒ <tt>Object</tt>
|
2264
|
+
|
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|
+
|
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|
+
|
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|
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|
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|
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|
2269
|
+
</h3><div class="docstring">
|
2270
|
+
<div class="discussion">
|
2271
|
+
<p>Returns the value of attribute strike.</p>
|
2272
|
+
|
2273
|
+
|
2274
|
+
</div>
|
2275
|
+
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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<td>
|
2290
|
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
2291
|
+
|
2292
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_strike'>strike</span>
|
2293
|
+
<span class='ivar'>@strike</span>
|
2294
|
+
<span class='kw'>end</span></pre>
|
2295
|
+
</td>
|
2296
|
+
</tr>
|
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|
+
</table>
|
2298
|
+
</div>
|
2299
|
+
|
2300
|
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|
2301
|
+
<span id="terminal_stock_prices=-instance_method"></span>
|
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|
+
<div class="method_details ">
|
2303
|
+
<h3 class="signature " id="terminal_stock_prices-instance_method">
|
2304
|
+
|
2305
|
+
#<strong>terminal_stock_prices</strong> ⇒ <tt>Object</tt>
|
2306
|
+
|
2307
|
+
|
2308
|
+
|
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|
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|
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|
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|
2311
|
+
</h3><div class="docstring">
|
2312
|
+
<div class="discussion">
|
2313
|
+
<p>Returns the value of attribute terminal_stock_prices.</p>
|
2314
|
+
|
2315
|
+
|
2316
|
+
</div>
|
2317
|
+
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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<pre class="lines">
|
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|
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|
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|
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|
+
<td>
|
2332
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
2333
|
+
|
2334
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_terminal_stock_prices'>terminal_stock_prices</span>
|
2335
|
+
<span class='ivar'>@terminal_stock_prices</span>
|
2336
|
+
<span class='kw'>end</span></pre>
|
2337
|
+
</td>
|
2338
|
+
</tr>
|
2339
|
+
</table>
|
2340
|
+
</div>
|
2341
|
+
|
2342
|
+
|
2343
|
+
<span id="theta=-instance_method"></span>
|
2344
|
+
<div class="method_details ">
|
2345
|
+
<h3 class="signature " id="theta-instance_method">
|
2346
|
+
|
2347
|
+
#<strong>theta</strong> ⇒ <tt>Object</tt>
|
2348
|
+
|
2349
|
+
|
2350
|
+
|
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|
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|
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|
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|
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|
+
</h3><div class="docstring">
|
2354
|
+
<div class="discussion">
|
2355
|
+
<p>Returns the value of attribute theta.</p>
|
2356
|
+
|
2357
|
+
|
2358
|
+
</div>
|
2359
|
+
</div>
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
2375
|
+
|
2376
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_theta'>theta</span>
|
2377
|
+
<span class='ivar'>@theta</span>
|
2378
|
+
<span class='kw'>end</span></pre>
|
2379
|
+
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|
2380
|
+
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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<span id="type=-instance_method"></span>
|
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|
+
<div class="method_details ">
|
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|
+
<h3 class="signature " id="type-instance_method">
|
2388
|
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|
2389
|
+
#<strong>type</strong> ⇒ <tt>Object</tt>
|
2390
|
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|
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|
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|
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|
+
|
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|
+
|
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|
+
|
2395
|
+
</h3><div class="docstring">
|
2396
|
+
<div class="discussion">
|
2397
|
+
<p>Returns the value of attribute type.</p>
|
2398
|
+
|
2399
|
+
|
2400
|
+
</div>
|
2401
|
+
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|
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|
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|
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|
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|
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|
+
|
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|
+
</div><table class="source_code">
|
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|
+
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|
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|
+
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|
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|
+
<pre class="lines">
|
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|
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|
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|
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|
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|
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83
|
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|
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84
|
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|
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85</pre>
|
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|
+
</td>
|
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|
+
<td>
|
2416
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
2417
|
+
|
2418
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_type'>type</span>
|
2419
|
+
<span class='ivar'>@type</span>
|
2420
|
+
<span class='kw'>end</span></pre>
|
2421
|
+
</td>
|
2422
|
+
</tr>
|
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|
+
</table>
|
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|
+
</div>
|
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|
+
|
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|
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|
2427
|
+
<span id="use_bs=-instance_method"></span>
|
2428
|
+
<div class="method_details ">
|
2429
|
+
<h3 class="signature " id="use_bs-instance_method">
|
2430
|
+
|
2431
|
+
#<strong>use_bs</strong> ⇒ <tt>Object</tt>
|
2432
|
+
|
2433
|
+
|
2434
|
+
|
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|
+
|
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|
+
|
2437
|
+
</h3><div class="docstring">
|
2438
|
+
<div class="discussion">
|
2439
|
+
<p>Returns the value of attribute use_bs.</p>
|
2440
|
+
|
2441
|
+
|
2442
|
+
</div>
|
2443
|
+
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|
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|
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|
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|
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|
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|
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|
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</div><table class="source_code">
|
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|
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|
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<pre class="lines">
|
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|
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|
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|
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|
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<td>
|
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|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
2459
|
+
|
2460
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_use_bs'>use_bs</span>
|
2461
|
+
<span class='ivar'>@use_bs</span>
|
2462
|
+
<span class='kw'>end</span></pre>
|
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|
+
</td>
|
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|
+
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
+
<span id="vega=-instance_method"></span>
|
2470
|
+
<div class="method_details ">
|
2471
|
+
<h3 class="signature " id="vega-instance_method">
|
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|
+
|
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|
+
#<strong>vega</strong> ⇒ <tt>Object</tt>
|
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|
+
|
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|
+
|
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|
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|
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|
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|
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|
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|
2479
|
+
</h3><div class="docstring">
|
2480
|
+
<div class="discussion">
|
2481
|
+
<p>Returns the value of attribute vega.</p>
|
2482
|
+
|
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|
+
|
2484
|
+
</div>
|
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|
+
</div>
|
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|
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|
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|
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|
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|
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<td>
|
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|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 83</span>
|
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|
+
|
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|
+
<span class='kw'>def</span> <span class='id identifier rubyid_vega'>vega</span>
|
2503
|
+
<span class='ivar'>@vega</span>
|
2504
|
+
<span class='kw'>end</span></pre>
|
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|
+
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|
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|
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<div id="footer">
|
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|
+
Generated on Sun Apr 27 16:09:34 2025 by
|
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|
+
<a href="https://yardoc.org" title="Yay! A Ruby Documentation Tool" target="_parent">yard</a>
|
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0.9.37 (ruby-3.3.3).
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