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::LaplaceInputs
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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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<span class="title">LaplaceInputs</span>
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<div id="content"><h1>Class: OptionLab::Models::LaplaceInputs
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<h2>Overview</h2><div class="docstring">
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<p>Laplace model inputs</p>
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<a href="#model-instance_method" title="#model (instance method)">#<strong>model</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute model.</p>
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<a href="#mu-instance_method" title="#mu (instance method)">#<strong>mu</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute mu.</p>
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<a href="#stock_price-instance_method" title="#stock_price (instance method)">#<strong>stock_price</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute stock_price.</p>
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#<strong>initialize</strong>(attributes = {}) ⇒ <tt><span class='object_link'><a href="" title="OptionLab::Models::LaplaceInputs (class)">LaplaceInputs</a></span></tt>
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 474</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='comment'># Set defaults
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</span> <span class='ivar'>@model</span> <span class='op'>=</span> <span class='tstring'><span class='tstring_beg'>'</span><span class='tstring_content'>laplace</span><span class='tstring_end'>'</span></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='id identifier rubyid_validate!'>validate!</span>
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<span class='kw'>end</span></pre>
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<h2>Instance Attribute Details</h2>
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<span id="model=-instance_method"></span>
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<h3 class="signature first" id="model-instance_method">
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#<strong>model</strong> ⇒ <tt>Object</tt>
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<p>Returns the value of attribute model.</p>
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 472</span>
|
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|
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|
|
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|
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<span class='kw'>def</span> <span class='id identifier rubyid_model'>model</span>
|
|
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|
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<span class='ivar'>@model</span>
|
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<span class='kw'>end</span></pre>
|
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<span id="mu=-instance_method"></span>
|
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<h3 class="signature " id="mu-instance_method">
|
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|
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|
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#<strong>mu</strong> ⇒ <tt>Object</tt>
|
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|
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|
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|
+
<p>Returns the value of attribute mu.</p>
|
|
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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 472</span>
|
|
495
|
+
|
|
496
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_mu'>mu</span>
|
|
497
|
+
<span class='ivar'>@mu</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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</div>
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|
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|
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|
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<span id="stock_price=-instance_method"></span>
|
|
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|
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|
|
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|
+
<h3 class="signature " id="stock_price-instance_method">
|
|
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|
+
|
|
509
|
+
#<strong>stock_price</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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|
+
<p>Returns the value of attribute stock_price.</p>
|
|
518
|
+
|
|
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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>
|
|
536
|
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 472</span>
|
|
537
|
+
|
|
538
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_stock_price'>stock_price</span>
|
|
539
|
+
<span class='ivar'>@stock_price</span>
|
|
540
|
+
<span class='kw'>end</span></pre>
|
|
541
|
+
</td>
|
|
542
|
+
</tr>
|
|
543
|
+
</table>
|
|
544
|
+
</div>
|
|
545
|
+
|
|
546
|
+
|
|
547
|
+
<span id="volatility=-instance_method"></span>
|
|
548
|
+
<div class="method_details ">
|
|
549
|
+
<h3 class="signature " id="volatility-instance_method">
|
|
550
|
+
|
|
551
|
+
#<strong>volatility</strong> ⇒ <tt>Object</tt>
|
|
552
|
+
|
|
553
|
+
|
|
554
|
+
|
|
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|
+
|
|
556
|
+
|
|
557
|
+
</h3><div class="docstring">
|
|
558
|
+
<div class="discussion">
|
|
559
|
+
<p>Returns the value of attribute volatility.</p>
|
|
560
|
+
|
|
561
|
+
|
|
562
|
+
</div>
|
|
563
|
+
</div>
|
|
564
|
+
<div class="tags">
|
|
565
|
+
|
|
566
|
+
|
|
567
|
+
</div><table class="source_code">
|
|
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|
+
<tr>
|
|
569
|
+
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|
+
<pre class="lines">
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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 472</span>
|
|
579
|
+
|
|
580
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_volatility'>volatility</span>
|
|
581
|
+
<span class='ivar'>@volatility</span>
|
|
582
|
+
<span class='kw'>end</span></pre>
|
|
583
|
+
</td>
|
|
584
|
+
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|
|
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|
+
</table>
|
|
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|
+
</div>
|
|
587
|
+
|
|
588
|
+
|
|
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|
+
<span id="years_to_target_date=-instance_method"></span>
|
|
590
|
+
<div class="method_details ">
|
|
591
|
+
<h3 class="signature " id="years_to_target_date-instance_method">
|
|
592
|
+
|
|
593
|
+
#<strong>years_to_target_date</strong> ⇒ <tt>Object</tt>
|
|
594
|
+
|
|
595
|
+
|
|
596
|
+
|
|
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|
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|
|
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|
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|
|
599
|
+
</h3><div class="docstring">
|
|
600
|
+
<div class="discussion">
|
|
601
|
+
<p>Returns the value of attribute years_to_target_date.</p>
|
|
602
|
+
|
|
603
|
+
|
|
604
|
+
</div>
|
|
605
|
+
</div>
|
|
606
|
+
<div class="tags">
|
|
607
|
+
|
|
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|
+
|
|
609
|
+
</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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|
|
619
|
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<td>
|
|
620
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 472</span>
|
|
621
|
+
|
|
622
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_years_to_target_date'>years_to_target_date</span>
|
|
623
|
+
<span class='ivar'>@years_to_target_date</span>
|
|
624
|
+
<span class='kw'>end</span></pre>
|
|
625
|
+
</td>
|
|
626
|
+
</tr>
|
|
627
|
+
</table>
|
|
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|
+
</div>
|
|
629
|
+
|
|
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|
+
</div>
|
|
631
|
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|
|
632
|
+
|
|
633
|
+
<div id="instance_method_details" class="method_details_list">
|
|
634
|
+
<h2>Instance Method Details</h2>
|
|
635
|
+
|
|
636
|
+
|
|
637
|
+
<div class="method_details first">
|
|
638
|
+
<h3 class="signature first" id="==-instance_method">
|
|
639
|
+
|
|
640
|
+
#<strong>==</strong>(other) ⇒ <tt>Object</tt>
|
|
641
|
+
|
|
642
|
+
|
|
643
|
+
|
|
644
|
+
<span class="aliases">Also known as:
|
|
645
|
+
<span class="names"><span id='eql?-instance_method'>eql?</span></span>
|
|
646
|
+
</span>
|
|
647
|
+
|
|
648
|
+
|
|
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|
+
|
|
650
|
+
</h3><table class="source_code">
|
|
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|
+
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|
|
652
|
+
<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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|
+
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|
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|
+
492
|
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|
+
493
|
|
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|
+
494
|
|
664
|
+
495</pre>
|
|
665
|
+
</td>
|
|
666
|
+
<td>
|
|
667
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 487</span>
|
|
668
|
+
|
|
669
|
+
<span class='kw'>def</span> <span class='op'>==</span><span class='lparen'>(</span><span class='id identifier rubyid_other'>other</span><span class='rparen'>)</span>
|
|
670
|
+
<span class='kw'>return</span> <span class='kw'>false</span> <span class='kw'>unless</span> <span class='id identifier rubyid_other'>other</span><span class='period'>.</span><span class='id identifier rubyid_is_a?'>is_a?</span><span class='lparen'>(</span><span class='const'><span class='object_link'><a href="" title="OptionLab::Models::LaplaceInputs (class)">LaplaceInputs</a></span></span><span class='rparen'>)</span>
|
|
671
|
+
|
|
672
|
+
<span class='id identifier rubyid_stock_price'>stock_price</span> <span class='op'>==</span> <span class='id identifier rubyid_other'>other</span><span class='period'>.</span><span class='id identifier rubyid_stock_price'>stock_price</span> <span class='op'>&&</span>
|
|
673
|
+
<span class='id identifier rubyid_volatility'>volatility</span> <span class='op'>==</span> <span class='id identifier rubyid_other'>other</span><span class='period'>.</span><span class='id identifier rubyid_volatility'>volatility</span> <span class='op'>&&</span>
|
|
674
|
+
<span class='id identifier rubyid_years_to_target_date'>years_to_target_date</span> <span class='op'>==</span> <span class='id identifier rubyid_other'>other</span><span class='period'>.</span><span class='id identifier rubyid_years_to_target_date'>years_to_target_date</span> <span class='op'>&&</span>
|
|
675
|
+
<span class='id identifier rubyid_mu'>mu</span> <span class='op'>==</span> <span class='id identifier rubyid_other'>other</span><span class='period'>.</span><span class='id identifier rubyid_mu'>mu</span> <span class='op'>&&</span>
|
|
676
|
+
<span class='id identifier rubyid_model'>model</span> <span class='op'>==</span> <span class='id identifier rubyid_other'>other</span><span class='period'>.</span><span class='id identifier rubyid_model'>model</span>
|
|
677
|
+
<span class='kw'>end</span></pre>
|
|
678
|
+
</td>
|
|
679
|
+
</tr>
|
|
680
|
+
</table>
|
|
681
|
+
</div>
|
|
682
|
+
|
|
683
|
+
<div class="method_details ">
|
|
684
|
+
<h3 class="signature " id="hash-instance_method">
|
|
685
|
+
|
|
686
|
+
#<strong>hash</strong> ⇒ <tt>Object</tt>
|
|
687
|
+
|
|
688
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 499</span>
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<span class='kw'>def</span> <span class='id identifier rubyid_hash'>hash</span>
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<span class='lbracket'>[</span><span class='id identifier rubyid_stock_price'>stock_price</span><span class='comma'>,</span> <span class='id identifier rubyid_volatility'>volatility</span><span class='comma'>,</span> <span class='id identifier rubyid_years_to_target_date'>years_to_target_date</span><span class='comma'>,</span> <span class='id identifier rubyid_mu'>mu</span><span class='comma'>,</span> <span class='id identifier rubyid_model'>model</span><span class='rbracket'>]</span><span class='period'>.</span><span class='id identifier rubyid_hash'>hash</span>
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<span class='kw'>end</span></pre>
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<h3 class="signature " id="validate!-instance_method">
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#<strong>validate!</strong> ⇒ <tt>Object</tt>
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<p class="tag_title">Raises:</p>
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<span class='type'>(<tt>ArgumentError</tt>)</span>
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<pre class="lines">
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 483</span>
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|
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<span class='kw'>def</span> <span class='id identifier rubyid_validate!'>validate!</span>
|
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|
+
<span class='id identifier rubyid_raise'>raise</span> <span class='const'>ArgumentError</span><span class='comma'>,</span> <span class='tstring'><span class='tstring_beg'>"</span><span class='tstring_content'>model must be 'laplace'</span><span class='tstring_end'>"</span></span> <span class='kw'>unless</span> <span class='id identifier rubyid_model'>model</span> <span class='op'>==</span> <span class='tstring'><span class='tstring_beg'>'</span><span class='tstring_content'>laplace</span><span class='tstring_end'>'</span></span>
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|
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<span class='kw'>end</span></pre>
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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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