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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— OptionLab Documentation
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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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<div id="content"><h1>Class: OptionLab::Models::EngineDataResults
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<p>Engine data results for access after calculations</p>
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<a href="#profit-instance_method" title="#profit (instance method)">#<strong>profit</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute profit.</p>
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<a href="#stock_price_array-instance_method" title="#stock_price_array (instance method)">#<strong>stock_price_array</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute stock_price_array.</p>
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<a href="#strategy_profit-instance_method" title="#strategy_profit (instance method)">#<strong>strategy_profit</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute strategy_profit.</p>
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<a href="#initialize-instance_method" title="#initialize (instance method)">#<strong>initialize</strong>(attributes = {}) ⇒ EngineDataResults </a>
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<span class="summary_desc"><div class='inline'><p>A new instance of EngineDataResults.</p>
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#<strong>initialize</strong>(attributes = {}) ⇒ <tt><span class='object_link'><a href="" title="OptionLab::Models::EngineDataResults (class)">EngineDataResults</a></span></tt>
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 128</span>
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<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>
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<span class='ivar'>@stock_price_array</span> <span class='op'>=</span> <span class='const'>Numo</span><span class='op'>::</span><span class='const'>DFloat</span><span class='period'>.</span><span class='id identifier rubyid_new'>new</span><span class='lparen'>(</span><span class='int'>0</span><span class='rparen'>)</span>
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<span class='ivar'>@strategy_profit</span> <span class='op'>=</span> <span class='const'>Numo</span><span class='op'>::</span><span class='const'>DFloat</span><span class='period'>.</span><span class='id identifier rubyid_new'>new</span><span class='lparen'>(</span><span class='int'>0</span><span class='rparen'>)</span>
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<span class='ivar'>@profit</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
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<span class='kw'>super</span><span class='lparen'>(</span><span class='id identifier rubyid_attributes'>attributes</span><span class='rparen'>)</span>
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<span class='kw'>end</span></pre>
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Generated on Sun Apr 27 16:09:34 2025 by
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