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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<span class="title">Outputs</span>
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<div id="content"><h1>Class: OptionLab::Models::Outputs
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<a href="#data-instance_method" title="#data (instance method)">#<strong>data</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute data.</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 implied_volatility.</p>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute in_the_money_probability.</p>
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+
|
|
343
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+
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344
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+
|
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345
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+
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346
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+
|
|
347
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+
|
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348
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+
|
|
349
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute loss_limit_ranges.</p>
|
|
350
|
+
</div></span>
|
|
351
|
+
|
|
352
|
+
</li>
|
|
353
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+
|
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354
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+
|
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355
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+
<li class="public ">
|
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356
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+
<span class="summary_signature">
|
|
357
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+
|
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358
|
+
<a href="#maximum_return_in_the_domain-instance_method" title="#maximum_return_in_the_domain (instance method)">#<strong>maximum_return_in_the_domain</strong> ⇒ Object </a>
|
|
359
|
+
|
|
360
|
+
|
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361
|
+
|
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362
|
+
</span>
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|
363
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+
|
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364
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+
|
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365
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+
|
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366
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+
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367
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+
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368
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+
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369
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+
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370
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+
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371
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+
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372
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+
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373
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+
|
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374
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+
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375
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+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute maximum_return_in_the_domain.</p>
|
|
376
|
+
</div></span>
|
|
377
|
+
|
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378
|
+
</li>
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379
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+
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380
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+
|
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381
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+
<li class="public ">
|
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382
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+
<span class="summary_signature">
|
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383
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+
|
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384
|
+
<a href="#minimum_return_in_the_domain-instance_method" title="#minimum_return_in_the_domain (instance method)">#<strong>minimum_return_in_the_domain</strong> ⇒ Object </a>
|
|
385
|
+
|
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386
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+
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387
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+
|
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388
|
+
</span>
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389
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+
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390
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+
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391
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+
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392
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+
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393
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+
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394
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+
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395
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+
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396
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+
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397
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+
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398
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+
|
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399
|
+
|
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400
|
+
|
|
401
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute minimum_return_in_the_domain.</p>
|
|
402
|
+
</div></span>
|
|
403
|
+
|
|
404
|
+
</li>
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405
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+
|
|
406
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+
|
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407
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+
<li class="public ">
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408
|
+
<span class="summary_signature">
|
|
409
|
+
|
|
410
|
+
<a href="#per_leg_cost-instance_method" title="#per_leg_cost (instance method)">#<strong>per_leg_cost</strong> ⇒ Object </a>
|
|
411
|
+
|
|
412
|
+
|
|
413
|
+
|
|
414
|
+
</span>
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415
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+
|
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416
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+
|
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417
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+
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418
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+
|
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419
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+
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420
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+
|
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421
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+
|
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422
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+
|
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423
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+
|
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424
|
+
|
|
425
|
+
|
|
426
|
+
|
|
427
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute per_leg_cost.</p>
|
|
428
|
+
</div></span>
|
|
429
|
+
|
|
430
|
+
</li>
|
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431
|
+
|
|
432
|
+
|
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433
|
+
<li class="public ">
|
|
434
|
+
<span class="summary_signature">
|
|
435
|
+
|
|
436
|
+
<a href="#probability_of_loss_limit-instance_method" title="#probability_of_loss_limit (instance method)">#<strong>probability_of_loss_limit</strong> ⇒ Object </a>
|
|
437
|
+
|
|
438
|
+
|
|
439
|
+
|
|
440
|
+
</span>
|
|
441
|
+
|
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442
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+
|
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443
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+
|
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444
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+
|
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445
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+
|
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446
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+
|
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447
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+
|
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448
|
+
|
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449
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+
|
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450
|
+
|
|
451
|
+
|
|
452
|
+
|
|
453
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute probability_of_loss_limit.</p>
|
|
454
|
+
</div></span>
|
|
455
|
+
|
|
456
|
+
</li>
|
|
457
|
+
|
|
458
|
+
|
|
459
|
+
<li class="public ">
|
|
460
|
+
<span class="summary_signature">
|
|
461
|
+
|
|
462
|
+
<a href="#probability_of_profit-instance_method" title="#probability_of_profit (instance method)">#<strong>probability_of_profit</strong> ⇒ Object </a>
|
|
463
|
+
|
|
464
|
+
|
|
465
|
+
|
|
466
|
+
</span>
|
|
467
|
+
|
|
468
|
+
|
|
469
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+
|
|
470
|
+
|
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471
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+
|
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472
|
+
|
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473
|
+
|
|
474
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+
|
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475
|
+
|
|
476
|
+
|
|
477
|
+
|
|
478
|
+
|
|
479
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute probability_of_profit.</p>
|
|
480
|
+
</div></span>
|
|
481
|
+
|
|
482
|
+
</li>
|
|
483
|
+
|
|
484
|
+
|
|
485
|
+
<li class="public ">
|
|
486
|
+
<span class="summary_signature">
|
|
487
|
+
|
|
488
|
+
<a href="#probability_of_profit_target-instance_method" title="#probability_of_profit_target (instance method)">#<strong>probability_of_profit_target</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 probability_of_profit_target.</p>
|
|
506
|
+
</div></span>
|
|
507
|
+
|
|
508
|
+
</li>
|
|
509
|
+
|
|
510
|
+
|
|
511
|
+
<li class="public ">
|
|
512
|
+
<span class="summary_signature">
|
|
513
|
+
|
|
514
|
+
<a href="#profit_ranges-instance_method" title="#profit_ranges (instance method)">#<strong>profit_ranges</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 profit_ranges.</p>
|
|
532
|
+
</div></span>
|
|
533
|
+
|
|
534
|
+
</li>
|
|
535
|
+
|
|
536
|
+
|
|
537
|
+
<li class="public ">
|
|
538
|
+
<span class="summary_signature">
|
|
539
|
+
|
|
540
|
+
<a href="#profit_target_ranges-instance_method" title="#profit_target_ranges (instance method)">#<strong>profit_target_ranges</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 profit_target_ranges.</p>
|
|
558
|
+
</div></span>
|
|
559
|
+
|
|
560
|
+
</li>
|
|
561
|
+
|
|
562
|
+
|
|
563
|
+
<li class="public ">
|
|
564
|
+
<span class="summary_signature">
|
|
565
|
+
|
|
566
|
+
<a href="#rho-instance_method" title="#rho (instance method)">#<strong>rho</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 rho.</p>
|
|
584
|
+
</div></span>
|
|
585
|
+
|
|
586
|
+
</li>
|
|
587
|
+
|
|
588
|
+
|
|
589
|
+
<li class="public ">
|
|
590
|
+
<span class="summary_signature">
|
|
591
|
+
|
|
592
|
+
<a href="#strategy_cost-instance_method" title="#strategy_cost (instance method)">#<strong>strategy_cost</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 strategy_cost.</p>
|
|
610
|
+
</div></span>
|
|
611
|
+
|
|
612
|
+
</li>
|
|
613
|
+
|
|
614
|
+
|
|
615
|
+
<li class="public ">
|
|
616
|
+
<span class="summary_signature">
|
|
617
|
+
|
|
618
|
+
<a href="#theta-instance_method" title="#theta (instance method)">#<strong>theta</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 theta.</p>
|
|
636
|
+
</div></span>
|
|
637
|
+
|
|
638
|
+
</li>
|
|
639
|
+
|
|
640
|
+
|
|
641
|
+
<li class="public ">
|
|
642
|
+
<span class="summary_signature">
|
|
643
|
+
|
|
644
|
+
<a href="#vega-instance_method" title="#vega (instance method)">#<strong>vega</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 vega.</p>
|
|
662
|
+
</div></span>
|
|
663
|
+
|
|
664
|
+
</li>
|
|
665
|
+
|
|
666
|
+
|
|
667
|
+
</ul>
|
|
668
|
+
|
|
669
|
+
|
|
670
|
+
|
|
671
|
+
|
|
672
|
+
|
|
673
|
+
<h2>
|
|
674
|
+
Instance Method Summary
|
|
675
|
+
<small><a href="#" class="summary_toggle">collapse</a></small>
|
|
676
|
+
</h2>
|
|
677
|
+
|
|
678
|
+
<ul class="summary">
|
|
679
|
+
|
|
680
|
+
<li class="public ">
|
|
681
|
+
<span class="summary_signature">
|
|
682
|
+
|
|
683
|
+
<a href="#initialize-instance_method" title="#initialize (instance method)">#<strong>initialize</strong>(attributes = {}) ⇒ Outputs </a>
|
|
684
|
+
|
|
685
|
+
|
|
686
|
+
|
|
687
|
+
</span>
|
|
688
|
+
|
|
689
|
+
|
|
690
|
+
<span class="note title constructor">constructor</span>
|
|
691
|
+
|
|
692
|
+
|
|
693
|
+
|
|
694
|
+
|
|
695
|
+
|
|
696
|
+
|
|
697
|
+
|
|
698
|
+
|
|
699
|
+
<span class="summary_desc"><div class='inline'><p>A new instance of Outputs.</p>
|
|
700
|
+
</div></span>
|
|
701
|
+
|
|
702
|
+
</li>
|
|
703
|
+
|
|
704
|
+
|
|
705
|
+
<li class="public ">
|
|
706
|
+
<span class="summary_signature">
|
|
707
|
+
|
|
708
|
+
<a href="#to_s-instance_method" title="#to_s (instance method)">#<strong>to_s</strong> ⇒ Object </a>
|
|
709
|
+
|
|
710
|
+
|
|
711
|
+
|
|
712
|
+
</span>
|
|
713
|
+
|
|
714
|
+
|
|
715
|
+
|
|
716
|
+
|
|
717
|
+
|
|
718
|
+
|
|
719
|
+
|
|
720
|
+
|
|
721
|
+
|
|
722
|
+
<span class="summary_desc"><div class='inline'></div></span>
|
|
723
|
+
|
|
724
|
+
</li>
|
|
725
|
+
|
|
726
|
+
|
|
727
|
+
</ul>
|
|
728
|
+
|
|
729
|
+
|
|
730
|
+
|
|
731
|
+
|
|
732
|
+
<div id="constructor_details" class="method_details_list">
|
|
733
|
+
<h2>Constructor Details</h2>
|
|
734
|
+
|
|
735
|
+
<div class="method_details first">
|
|
736
|
+
<h3 class="signature first" id="initialize-instance_method">
|
|
737
|
+
|
|
738
|
+
#<strong>initialize</strong>(attributes = {}) ⇒ <tt><span class='object_link'><a href="" title="OptionLab::Models::Outputs (class)">Outputs</a></span></tt>
|
|
739
|
+
|
|
740
|
+
|
|
741
|
+
|
|
742
|
+
|
|
743
|
+
|
|
744
|
+
</h3><div class="docstring">
|
|
745
|
+
<div class="discussion">
|
|
746
|
+
<p>Returns a new instance of Outputs.</p>
|
|
747
|
+
|
|
748
|
+
|
|
749
|
+
</div>
|
|
750
|
+
</div>
|
|
751
|
+
<div class="tags">
|
|
752
|
+
|
|
753
|
+
|
|
754
|
+
</div><table class="source_code">
|
|
755
|
+
<tr>
|
|
756
|
+
<td>
|
|
757
|
+
<pre class="lines">
|
|
758
|
+
|
|
759
|
+
|
|
760
|
+
385
|
|
761
|
+
386
|
|
762
|
+
387
|
|
763
|
+
388
|
|
764
|
+
389
|
|
765
|
+
390
|
|
766
|
+
391
|
|
767
|
+
392
|
|
768
|
+
393</pre>
|
|
769
|
+
</td>
|
|
770
|
+
<td>
|
|
771
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 385</span>
|
|
772
|
+
|
|
773
|
+
<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>
|
|
774
|
+
<span class='comment'># Set defaults
|
|
775
|
+
</span> <span class='ivar'>@probability_of_profit_target</span> <span class='op'>=</span> <span class='float'>0.0</span>
|
|
776
|
+
<span class='ivar'>@profit_target_ranges</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
|
777
|
+
<span class='ivar'>@probability_of_loss_limit</span> <span class='op'>=</span> <span class='float'>0.0</span>
|
|
778
|
+
<span class='ivar'>@loss_limit_ranges</span> <span class='op'>=</span> <span class='lbracket'>[</span><span class='rbracket'>]</span>
|
|
779
|
+
|
|
780
|
+
<span class='kw'>super</span><span class='lparen'>(</span><span class='id identifier rubyid_attributes'>attributes</span><span class='rparen'>)</span>
|
|
781
|
+
<span class='kw'>end</span></pre>
|
|
782
|
+
</td>
|
|
783
|
+
</tr>
|
|
784
|
+
</table>
|
|
785
|
+
</div>
|
|
786
|
+
|
|
787
|
+
</div>
|
|
788
|
+
|
|
789
|
+
<div id="instance_attr_details" class="attr_details">
|
|
790
|
+
<h2>Instance Attribute Details</h2>
|
|
791
|
+
|
|
792
|
+
|
|
793
|
+
<span id="data=-instance_method"></span>
|
|
794
|
+
<div class="method_details first">
|
|
795
|
+
<h3 class="signature first" id="data-instance_method">
|
|
796
|
+
|
|
797
|
+
#<strong>data</strong> ⇒ <tt>Object</tt>
|
|
798
|
+
|
|
799
|
+
|
|
800
|
+
|
|
801
|
+
|
|
802
|
+
|
|
803
|
+
</h3><div class="docstring">
|
|
804
|
+
<div class="discussion">
|
|
805
|
+
<p>Returns the value of attribute data.</p>
|
|
806
|
+
|
|
807
|
+
|
|
808
|
+
</div>
|
|
809
|
+
</div>
|
|
810
|
+
<div class="tags">
|
|
811
|
+
|
|
812
|
+
|
|
813
|
+
</div><table class="source_code">
|
|
814
|
+
<tr>
|
|
815
|
+
<td>
|
|
816
|
+
<pre class="lines">
|
|
817
|
+
|
|
818
|
+
|
|
819
|
+
376
|
|
820
|
+
377
|
|
821
|
+
378</pre>
|
|
822
|
+
</td>
|
|
823
|
+
<td>
|
|
824
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
825
|
+
|
|
826
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_data'>data</span>
|
|
827
|
+
<span class='ivar'>@data</span>
|
|
828
|
+
<span class='kw'>end</span></pre>
|
|
829
|
+
</td>
|
|
830
|
+
</tr>
|
|
831
|
+
</table>
|
|
832
|
+
</div>
|
|
833
|
+
|
|
834
|
+
|
|
835
|
+
<span id="delta=-instance_method"></span>
|
|
836
|
+
<div class="method_details ">
|
|
837
|
+
<h3 class="signature " id="delta-instance_method">
|
|
838
|
+
|
|
839
|
+
#<strong>delta</strong> ⇒ <tt>Object</tt>
|
|
840
|
+
|
|
841
|
+
|
|
842
|
+
|
|
843
|
+
|
|
844
|
+
|
|
845
|
+
</h3><div class="docstring">
|
|
846
|
+
<div class="discussion">
|
|
847
|
+
<p>Returns the value of attribute delta.</p>
|
|
848
|
+
|
|
849
|
+
|
|
850
|
+
</div>
|
|
851
|
+
</div>
|
|
852
|
+
<div class="tags">
|
|
853
|
+
|
|
854
|
+
|
|
855
|
+
</div><table class="source_code">
|
|
856
|
+
<tr>
|
|
857
|
+
<td>
|
|
858
|
+
<pre class="lines">
|
|
859
|
+
|
|
860
|
+
|
|
861
|
+
376
|
|
862
|
+
377
|
|
863
|
+
378</pre>
|
|
864
|
+
</td>
|
|
865
|
+
<td>
|
|
866
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
867
|
+
|
|
868
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_delta'>delta</span>
|
|
869
|
+
<span class='ivar'>@delta</span>
|
|
870
|
+
<span class='kw'>end</span></pre>
|
|
871
|
+
</td>
|
|
872
|
+
</tr>
|
|
873
|
+
</table>
|
|
874
|
+
</div>
|
|
875
|
+
|
|
876
|
+
|
|
877
|
+
<span id="expected_loss=-instance_method"></span>
|
|
878
|
+
<div class="method_details ">
|
|
879
|
+
<h3 class="signature " id="expected_loss-instance_method">
|
|
880
|
+
|
|
881
|
+
#<strong>expected_loss</strong> ⇒ <tt>Object</tt>
|
|
882
|
+
|
|
883
|
+
|
|
884
|
+
|
|
885
|
+
|
|
886
|
+
|
|
887
|
+
</h3><div class="docstring">
|
|
888
|
+
<div class="discussion">
|
|
889
|
+
<p>Returns the value of attribute expected_loss.</p>
|
|
890
|
+
|
|
891
|
+
|
|
892
|
+
</div>
|
|
893
|
+
</div>
|
|
894
|
+
<div class="tags">
|
|
895
|
+
|
|
896
|
+
|
|
897
|
+
</div><table class="source_code">
|
|
898
|
+
<tr>
|
|
899
|
+
<td>
|
|
900
|
+
<pre class="lines">
|
|
901
|
+
|
|
902
|
+
|
|
903
|
+
376
|
|
904
|
+
377
|
|
905
|
+
378</pre>
|
|
906
|
+
</td>
|
|
907
|
+
<td>
|
|
908
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
909
|
+
|
|
910
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_expected_loss'>expected_loss</span>
|
|
911
|
+
<span class='ivar'>@expected_loss</span>
|
|
912
|
+
<span class='kw'>end</span></pre>
|
|
913
|
+
</td>
|
|
914
|
+
</tr>
|
|
915
|
+
</table>
|
|
916
|
+
</div>
|
|
917
|
+
|
|
918
|
+
|
|
919
|
+
<span id="expected_profit=-instance_method"></span>
|
|
920
|
+
<div class="method_details ">
|
|
921
|
+
<h3 class="signature " id="expected_profit-instance_method">
|
|
922
|
+
|
|
923
|
+
#<strong>expected_profit</strong> ⇒ <tt>Object</tt>
|
|
924
|
+
|
|
925
|
+
|
|
926
|
+
|
|
927
|
+
|
|
928
|
+
|
|
929
|
+
</h3><div class="docstring">
|
|
930
|
+
<div class="discussion">
|
|
931
|
+
<p>Returns the value of attribute expected_profit.</p>
|
|
932
|
+
|
|
933
|
+
|
|
934
|
+
</div>
|
|
935
|
+
</div>
|
|
936
|
+
<div class="tags">
|
|
937
|
+
|
|
938
|
+
|
|
939
|
+
</div><table class="source_code">
|
|
940
|
+
<tr>
|
|
941
|
+
<td>
|
|
942
|
+
<pre class="lines">
|
|
943
|
+
|
|
944
|
+
|
|
945
|
+
376
|
|
946
|
+
377
|
|
947
|
+
378</pre>
|
|
948
|
+
</td>
|
|
949
|
+
<td>
|
|
950
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
951
|
+
|
|
952
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_expected_profit'>expected_profit</span>
|
|
953
|
+
<span class='ivar'>@expected_profit</span>
|
|
954
|
+
<span class='kw'>end</span></pre>
|
|
955
|
+
</td>
|
|
956
|
+
</tr>
|
|
957
|
+
</table>
|
|
958
|
+
</div>
|
|
959
|
+
|
|
960
|
+
|
|
961
|
+
<span id="gamma=-instance_method"></span>
|
|
962
|
+
<div class="method_details ">
|
|
963
|
+
<h3 class="signature " id="gamma-instance_method">
|
|
964
|
+
|
|
965
|
+
#<strong>gamma</strong> ⇒ <tt>Object</tt>
|
|
966
|
+
|
|
967
|
+
|
|
968
|
+
|
|
969
|
+
|
|
970
|
+
|
|
971
|
+
</h3><div class="docstring">
|
|
972
|
+
<div class="discussion">
|
|
973
|
+
<p>Returns the value of attribute gamma.</p>
|
|
974
|
+
|
|
975
|
+
|
|
976
|
+
</div>
|
|
977
|
+
</div>
|
|
978
|
+
<div class="tags">
|
|
979
|
+
|
|
980
|
+
|
|
981
|
+
</div><table class="source_code">
|
|
982
|
+
<tr>
|
|
983
|
+
<td>
|
|
984
|
+
<pre class="lines">
|
|
985
|
+
|
|
986
|
+
|
|
987
|
+
376
|
|
988
|
+
377
|
|
989
|
+
378</pre>
|
|
990
|
+
</td>
|
|
991
|
+
<td>
|
|
992
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
993
|
+
|
|
994
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_gamma'>gamma</span>
|
|
995
|
+
<span class='ivar'>@gamma</span>
|
|
996
|
+
<span class='kw'>end</span></pre>
|
|
997
|
+
</td>
|
|
998
|
+
</tr>
|
|
999
|
+
</table>
|
|
1000
|
+
</div>
|
|
1001
|
+
|
|
1002
|
+
|
|
1003
|
+
<span id="implied_volatility=-instance_method"></span>
|
|
1004
|
+
<div class="method_details ">
|
|
1005
|
+
<h3 class="signature " id="implied_volatility-instance_method">
|
|
1006
|
+
|
|
1007
|
+
#<strong>implied_volatility</strong> ⇒ <tt>Object</tt>
|
|
1008
|
+
|
|
1009
|
+
|
|
1010
|
+
|
|
1011
|
+
|
|
1012
|
+
|
|
1013
|
+
</h3><div class="docstring">
|
|
1014
|
+
<div class="discussion">
|
|
1015
|
+
<p>Returns the value of attribute implied_volatility.</p>
|
|
1016
|
+
|
|
1017
|
+
|
|
1018
|
+
</div>
|
|
1019
|
+
</div>
|
|
1020
|
+
<div class="tags">
|
|
1021
|
+
|
|
1022
|
+
|
|
1023
|
+
</div><table class="source_code">
|
|
1024
|
+
<tr>
|
|
1025
|
+
<td>
|
|
1026
|
+
<pre class="lines">
|
|
1027
|
+
|
|
1028
|
+
|
|
1029
|
+
376
|
|
1030
|
+
377
|
|
1031
|
+
378</pre>
|
|
1032
|
+
</td>
|
|
1033
|
+
<td>
|
|
1034
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
1035
|
+
|
|
1036
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_implied_volatility'>implied_volatility</span>
|
|
1037
|
+
<span class='ivar'>@implied_volatility</span>
|
|
1038
|
+
<span class='kw'>end</span></pre>
|
|
1039
|
+
</td>
|
|
1040
|
+
</tr>
|
|
1041
|
+
</table>
|
|
1042
|
+
</div>
|
|
1043
|
+
|
|
1044
|
+
|
|
1045
|
+
<span id="in_the_money_probability=-instance_method"></span>
|
|
1046
|
+
<div class="method_details ">
|
|
1047
|
+
<h3 class="signature " id="in_the_money_probability-instance_method">
|
|
1048
|
+
|
|
1049
|
+
#<strong>in_the_money_probability</strong> ⇒ <tt>Object</tt>
|
|
1050
|
+
|
|
1051
|
+
|
|
1052
|
+
|
|
1053
|
+
|
|
1054
|
+
|
|
1055
|
+
</h3><div class="docstring">
|
|
1056
|
+
<div class="discussion">
|
|
1057
|
+
<p>Returns the value of attribute in_the_money_probability.</p>
|
|
1058
|
+
|
|
1059
|
+
|
|
1060
|
+
</div>
|
|
1061
|
+
</div>
|
|
1062
|
+
<div class="tags">
|
|
1063
|
+
|
|
1064
|
+
|
|
1065
|
+
</div><table class="source_code">
|
|
1066
|
+
<tr>
|
|
1067
|
+
<td>
|
|
1068
|
+
<pre class="lines">
|
|
1069
|
+
|
|
1070
|
+
|
|
1071
|
+
376
|
|
1072
|
+
377
|
|
1073
|
+
378</pre>
|
|
1074
|
+
</td>
|
|
1075
|
+
<td>
|
|
1076
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
1077
|
+
|
|
1078
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_in_the_money_probability'>in_the_money_probability</span>
|
|
1079
|
+
<span class='ivar'>@in_the_money_probability</span>
|
|
1080
|
+
<span class='kw'>end</span></pre>
|
|
1081
|
+
</td>
|
|
1082
|
+
</tr>
|
|
1083
|
+
</table>
|
|
1084
|
+
</div>
|
|
1085
|
+
|
|
1086
|
+
|
|
1087
|
+
<span id="inputs=-instance_method"></span>
|
|
1088
|
+
<div class="method_details ">
|
|
1089
|
+
<h3 class="signature " id="inputs-instance_method">
|
|
1090
|
+
|
|
1091
|
+
#<strong>inputs</strong> ⇒ <tt>Object</tt>
|
|
1092
|
+
|
|
1093
|
+
|
|
1094
|
+
|
|
1095
|
+
|
|
1096
|
+
|
|
1097
|
+
</h3><div class="docstring">
|
|
1098
|
+
<div class="discussion">
|
|
1099
|
+
<p>Returns the value of attribute inputs.</p>
|
|
1100
|
+
|
|
1101
|
+
|
|
1102
|
+
</div>
|
|
1103
|
+
</div>
|
|
1104
|
+
<div class="tags">
|
|
1105
|
+
|
|
1106
|
+
|
|
1107
|
+
</div><table class="source_code">
|
|
1108
|
+
<tr>
|
|
1109
|
+
<td>
|
|
1110
|
+
<pre class="lines">
|
|
1111
|
+
|
|
1112
|
+
|
|
1113
|
+
376
|
|
1114
|
+
377
|
|
1115
|
+
378</pre>
|
|
1116
|
+
</td>
|
|
1117
|
+
<td>
|
|
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|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
1119
|
+
|
|
1120
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_inputs'>inputs</span>
|
|
1121
|
+
<span class='ivar'>@inputs</span>
|
|
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|
+
<span class='kw'>end</span></pre>
|
|
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|
+
</td>
|
|
1124
|
+
</tr>
|
|
1125
|
+
</table>
|
|
1126
|
+
</div>
|
|
1127
|
+
|
|
1128
|
+
|
|
1129
|
+
<span id="loss_limit_ranges=-instance_method"></span>
|
|
1130
|
+
<div class="method_details ">
|
|
1131
|
+
<h3 class="signature " id="loss_limit_ranges-instance_method">
|
|
1132
|
+
|
|
1133
|
+
#<strong>loss_limit_ranges</strong> ⇒ <tt>Object</tt>
|
|
1134
|
+
|
|
1135
|
+
|
|
1136
|
+
|
|
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|
+
|
|
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|
+
|
|
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|
+
</h3><div class="docstring">
|
|
1140
|
+
<div class="discussion">
|
|
1141
|
+
<p>Returns the value of attribute loss_limit_ranges.</p>
|
|
1142
|
+
|
|
1143
|
+
|
|
1144
|
+
</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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|
+
</div><table class="source_code">
|
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|
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<tr>
|
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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>
|
|
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|
+
<td>
|
|
1160
|
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
1161
|
+
|
|
1162
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_loss_limit_ranges'>loss_limit_ranges</span>
|
|
1163
|
+
<span class='ivar'>@loss_limit_ranges</span>
|
|
1164
|
+
<span class='kw'>end</span></pre>
|
|
1165
|
+
</td>
|
|
1166
|
+
</tr>
|
|
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|
+
</table>
|
|
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|
+
</div>
|
|
1169
|
+
|
|
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|
+
|
|
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|
+
<span id="maximum_return_in_the_domain=-instance_method"></span>
|
|
1172
|
+
<div class="method_details ">
|
|
1173
|
+
<h3 class="signature " id="maximum_return_in_the_domain-instance_method">
|
|
1174
|
+
|
|
1175
|
+
#<strong>maximum_return_in_the_domain</strong> ⇒ <tt>Object</tt>
|
|
1176
|
+
|
|
1177
|
+
|
|
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|
+
|
|
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|
+
|
|
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|
+
|
|
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|
+
</h3><div class="docstring">
|
|
1182
|
+
<div class="discussion">
|
|
1183
|
+
<p>Returns the value of attribute maximum_return_in_the_domain.</p>
|
|
1184
|
+
|
|
1185
|
+
|
|
1186
|
+
</div>
|
|
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|
+
</div>
|
|
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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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|
+
<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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|
|
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|
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|
|
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|
+
378</pre>
|
|
1200
|
+
</td>
|
|
1201
|
+
<td>
|
|
1202
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
1203
|
+
|
|
1204
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_maximum_return_in_the_domain'>maximum_return_in_the_domain</span>
|
|
1205
|
+
<span class='ivar'>@maximum_return_in_the_domain</span>
|
|
1206
|
+
<span class='kw'>end</span></pre>
|
|
1207
|
+
</td>
|
|
1208
|
+
</tr>
|
|
1209
|
+
</table>
|
|
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|
+
</div>
|
|
1211
|
+
|
|
1212
|
+
|
|
1213
|
+
<span id="minimum_return_in_the_domain=-instance_method"></span>
|
|
1214
|
+
<div class="method_details ">
|
|
1215
|
+
<h3 class="signature " id="minimum_return_in_the_domain-instance_method">
|
|
1216
|
+
|
|
1217
|
+
#<strong>minimum_return_in_the_domain</strong> ⇒ <tt>Object</tt>
|
|
1218
|
+
|
|
1219
|
+
|
|
1220
|
+
|
|
1221
|
+
|
|
1222
|
+
|
|
1223
|
+
</h3><div class="docstring">
|
|
1224
|
+
<div class="discussion">
|
|
1225
|
+
<p>Returns the value of attribute minimum_return_in_the_domain.</p>
|
|
1226
|
+
|
|
1227
|
+
|
|
1228
|
+
</div>
|
|
1229
|
+
</div>
|
|
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|
+
<div class="tags">
|
|
1231
|
+
|
|
1232
|
+
|
|
1233
|
+
</div><table class="source_code">
|
|
1234
|
+
<tr>
|
|
1235
|
+
<td>
|
|
1236
|
+
<pre class="lines">
|
|
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|
+
|
|
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|
+
|
|
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|
+
376
|
|
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|
+
377
|
|
1241
|
+
378</pre>
|
|
1242
|
+
</td>
|
|
1243
|
+
<td>
|
|
1244
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
1245
|
+
|
|
1246
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_minimum_return_in_the_domain'>minimum_return_in_the_domain</span>
|
|
1247
|
+
<span class='ivar'>@minimum_return_in_the_domain</span>
|
|
1248
|
+
<span class='kw'>end</span></pre>
|
|
1249
|
+
</td>
|
|
1250
|
+
</tr>
|
|
1251
|
+
</table>
|
|
1252
|
+
</div>
|
|
1253
|
+
|
|
1254
|
+
|
|
1255
|
+
<span id="per_leg_cost=-instance_method"></span>
|
|
1256
|
+
<div class="method_details ">
|
|
1257
|
+
<h3 class="signature " id="per_leg_cost-instance_method">
|
|
1258
|
+
|
|
1259
|
+
#<strong>per_leg_cost</strong> ⇒ <tt>Object</tt>
|
|
1260
|
+
|
|
1261
|
+
|
|
1262
|
+
|
|
1263
|
+
|
|
1264
|
+
|
|
1265
|
+
</h3><div class="docstring">
|
|
1266
|
+
<div class="discussion">
|
|
1267
|
+
<p>Returns the value of attribute per_leg_cost.</p>
|
|
1268
|
+
|
|
1269
|
+
|
|
1270
|
+
</div>
|
|
1271
|
+
</div>
|
|
1272
|
+
<div class="tags">
|
|
1273
|
+
|
|
1274
|
+
|
|
1275
|
+
</div><table class="source_code">
|
|
1276
|
+
<tr>
|
|
1277
|
+
<td>
|
|
1278
|
+
<pre class="lines">
|
|
1279
|
+
|
|
1280
|
+
|
|
1281
|
+
376
|
|
1282
|
+
377
|
|
1283
|
+
378</pre>
|
|
1284
|
+
</td>
|
|
1285
|
+
<td>
|
|
1286
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
1287
|
+
|
|
1288
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_per_leg_cost'>per_leg_cost</span>
|
|
1289
|
+
<span class='ivar'>@per_leg_cost</span>
|
|
1290
|
+
<span class='kw'>end</span></pre>
|
|
1291
|
+
</td>
|
|
1292
|
+
</tr>
|
|
1293
|
+
</table>
|
|
1294
|
+
</div>
|
|
1295
|
+
|
|
1296
|
+
|
|
1297
|
+
<span id="probability_of_loss_limit=-instance_method"></span>
|
|
1298
|
+
<div class="method_details ">
|
|
1299
|
+
<h3 class="signature " id="probability_of_loss_limit-instance_method">
|
|
1300
|
+
|
|
1301
|
+
#<strong>probability_of_loss_limit</strong> ⇒ <tt>Object</tt>
|
|
1302
|
+
|
|
1303
|
+
|
|
1304
|
+
|
|
1305
|
+
|
|
1306
|
+
|
|
1307
|
+
</h3><div class="docstring">
|
|
1308
|
+
<div class="discussion">
|
|
1309
|
+
<p>Returns the value of attribute probability_of_loss_limit.</p>
|
|
1310
|
+
|
|
1311
|
+
|
|
1312
|
+
</div>
|
|
1313
|
+
</div>
|
|
1314
|
+
<div class="tags">
|
|
1315
|
+
|
|
1316
|
+
|
|
1317
|
+
</div><table class="source_code">
|
|
1318
|
+
<tr>
|
|
1319
|
+
<td>
|
|
1320
|
+
<pre class="lines">
|
|
1321
|
+
|
|
1322
|
+
|
|
1323
|
+
376
|
|
1324
|
+
377
|
|
1325
|
+
378</pre>
|
|
1326
|
+
</td>
|
|
1327
|
+
<td>
|
|
1328
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
1329
|
+
|
|
1330
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_probability_of_loss_limit'>probability_of_loss_limit</span>
|
|
1331
|
+
<span class='ivar'>@probability_of_loss_limit</span>
|
|
1332
|
+
<span class='kw'>end</span></pre>
|
|
1333
|
+
</td>
|
|
1334
|
+
</tr>
|
|
1335
|
+
</table>
|
|
1336
|
+
</div>
|
|
1337
|
+
|
|
1338
|
+
|
|
1339
|
+
<span id="probability_of_profit=-instance_method"></span>
|
|
1340
|
+
<div class="method_details ">
|
|
1341
|
+
<h3 class="signature " id="probability_of_profit-instance_method">
|
|
1342
|
+
|
|
1343
|
+
#<strong>probability_of_profit</strong> ⇒ <tt>Object</tt>
|
|
1344
|
+
|
|
1345
|
+
|
|
1346
|
+
|
|
1347
|
+
|
|
1348
|
+
|
|
1349
|
+
</h3><div class="docstring">
|
|
1350
|
+
<div class="discussion">
|
|
1351
|
+
<p>Returns the value of attribute probability_of_profit.</p>
|
|
1352
|
+
|
|
1353
|
+
|
|
1354
|
+
</div>
|
|
1355
|
+
</div>
|
|
1356
|
+
<div class="tags">
|
|
1357
|
+
|
|
1358
|
+
|
|
1359
|
+
</div><table class="source_code">
|
|
1360
|
+
<tr>
|
|
1361
|
+
<td>
|
|
1362
|
+
<pre class="lines">
|
|
1363
|
+
|
|
1364
|
+
|
|
1365
|
+
376
|
|
1366
|
+
377
|
|
1367
|
+
378</pre>
|
|
1368
|
+
</td>
|
|
1369
|
+
<td>
|
|
1370
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
1371
|
+
|
|
1372
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_probability_of_profit'>probability_of_profit</span>
|
|
1373
|
+
<span class='ivar'>@probability_of_profit</span>
|
|
1374
|
+
<span class='kw'>end</span></pre>
|
|
1375
|
+
</td>
|
|
1376
|
+
</tr>
|
|
1377
|
+
</table>
|
|
1378
|
+
</div>
|
|
1379
|
+
|
|
1380
|
+
|
|
1381
|
+
<span id="probability_of_profit_target=-instance_method"></span>
|
|
1382
|
+
<div class="method_details ">
|
|
1383
|
+
<h3 class="signature " id="probability_of_profit_target-instance_method">
|
|
1384
|
+
|
|
1385
|
+
#<strong>probability_of_profit_target</strong> ⇒ <tt>Object</tt>
|
|
1386
|
+
|
|
1387
|
+
|
|
1388
|
+
|
|
1389
|
+
|
|
1390
|
+
|
|
1391
|
+
</h3><div class="docstring">
|
|
1392
|
+
<div class="discussion">
|
|
1393
|
+
<p>Returns the value of attribute probability_of_profit_target.</p>
|
|
1394
|
+
|
|
1395
|
+
|
|
1396
|
+
</div>
|
|
1397
|
+
</div>
|
|
1398
|
+
<div class="tags">
|
|
1399
|
+
|
|
1400
|
+
|
|
1401
|
+
</div><table class="source_code">
|
|
1402
|
+
<tr>
|
|
1403
|
+
<td>
|
|
1404
|
+
<pre class="lines">
|
|
1405
|
+
|
|
1406
|
+
|
|
1407
|
+
376
|
|
1408
|
+
377
|
|
1409
|
+
378</pre>
|
|
1410
|
+
</td>
|
|
1411
|
+
<td>
|
|
1412
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
1413
|
+
|
|
1414
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_probability_of_profit_target'>probability_of_profit_target</span>
|
|
1415
|
+
<span class='ivar'>@probability_of_profit_target</span>
|
|
1416
|
+
<span class='kw'>end</span></pre>
|
|
1417
|
+
</td>
|
|
1418
|
+
</tr>
|
|
1419
|
+
</table>
|
|
1420
|
+
</div>
|
|
1421
|
+
|
|
1422
|
+
|
|
1423
|
+
<span id="profit_ranges=-instance_method"></span>
|
|
1424
|
+
<div class="method_details ">
|
|
1425
|
+
<h3 class="signature " id="profit_ranges-instance_method">
|
|
1426
|
+
|
|
1427
|
+
#<strong>profit_ranges</strong> ⇒ <tt>Object</tt>
|
|
1428
|
+
|
|
1429
|
+
|
|
1430
|
+
|
|
1431
|
+
|
|
1432
|
+
|
|
1433
|
+
</h3><div class="docstring">
|
|
1434
|
+
<div class="discussion">
|
|
1435
|
+
<p>Returns the value of attribute profit_ranges.</p>
|
|
1436
|
+
|
|
1437
|
+
|
|
1438
|
+
</div>
|
|
1439
|
+
</div>
|
|
1440
|
+
<div class="tags">
|
|
1441
|
+
|
|
1442
|
+
|
|
1443
|
+
</div><table class="source_code">
|
|
1444
|
+
<tr>
|
|
1445
|
+
<td>
|
|
1446
|
+
<pre class="lines">
|
|
1447
|
+
|
|
1448
|
+
|
|
1449
|
+
376
|
|
1450
|
+
377
|
|
1451
|
+
378</pre>
|
|
1452
|
+
</td>
|
|
1453
|
+
<td>
|
|
1454
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</span>
|
|
1455
|
+
|
|
1456
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_profit_ranges'>profit_ranges</span>
|
|
1457
|
+
<span class='ivar'>@profit_ranges</span>
|
|
1458
|
+
<span class='kw'>end</span></pre>
|
|
1459
|
+
</td>
|
|
1460
|
+
</tr>
|
|
1461
|
+
</table>
|
|
1462
|
+
</div>
|
|
1463
|
+
|
|
1464
|
+
|
|
1465
|
+
<span id="profit_target_ranges=-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="profit_target_ranges-instance_method">
|
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|
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|
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|
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#<strong>profit_target_ranges</strong> ⇒ <tt>Object</tt>
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</h3><div class="docstring">
|
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|
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<div class="discussion">
|
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|
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<p>Returns the value of attribute profit_target_ranges.</p>
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|
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 376</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_profit_target_ranges'>profit_target_ranges</span>
|
|
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|
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<span class='ivar'>@profit_target_ranges</span>
|
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<span class='kw'>end</span></pre>
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<span id="rho=-instance_method"></span>
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|
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<h3 class="signature " id="rho-instance_method">
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#<strong>rho</strong> ⇒ <tt>Object</tt>
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|
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<p>Returns the value of attribute rho.</p>
|
|
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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 376</span>
|
|
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|
+
|
|
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|
+
<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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</div>
|
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|
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|
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|
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|
|
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<span id="strategy_cost=-instance_method"></span>
|
|
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|
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|
|
1551
|
+
<h3 class="signature " id="strategy_cost-instance_method">
|
|
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|
+
|
|
1553
|
+
#<strong>strategy_cost</strong> ⇒ <tt>Object</tt>
|
|
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|
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|
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</h3><div class="docstring">
|
|
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|
+
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|
|
1561
|
+
<p>Returns the value of attribute strategy_cost.</p>
|
|
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|
+
|
|
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|
+
|
|
1564
|
+
</div>
|
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|
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378</pre>
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|
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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 376</span>
|
|
1581
|
+
|
|
1582
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_strategy_cost'>strategy_cost</span>
|
|
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|
+
<span class='ivar'>@strategy_cost</span>
|
|
1584
|
+
<span class='kw'>end</span></pre>
|
|
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|
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|
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</div>
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|
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<span id="theta=-instance_method"></span>
|
|
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|
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|
|
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|
+
<h3 class="signature " id="theta-instance_method">
|
|
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|
+
|
|
1595
|
+
#<strong>theta</strong> ⇒ <tt>Object</tt>
|
|
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|
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|
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|
|
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|
+
<p>Returns the value of attribute theta.</p>
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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 376</span>
|
|
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|
+
|
|
1624
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_theta'>theta</span>
|
|
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|
+
<span class='ivar'>@theta</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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<span id="vega=-instance_method"></span>
|
|
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|
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<div class="method_details ">
|
|
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|
+
<h3 class="signature " id="vega-instance_method">
|
|
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|
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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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|
+
</h3><div class="docstring">
|
|
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|
+
<div class="discussion">
|
|
1645
|
+
<p>Returns the value of attribute vega.</p>
|
|
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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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378</pre>
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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 376</span>
|
|
1665
|
+
|
|
1666
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_vega'>vega</span>
|
|
1667
|
+
<span class='ivar'>@vega</span>
|
|
1668
|
+
<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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<div id="instance_method_details" class="method_details_list">
|
|
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|
+
<h2>Instance Method Details</h2>
|
|
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|
+
|
|
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|
+
|
|
1681
|
+
<div class="method_details first">
|
|
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|
+
<h3 class="signature first" id="to_s-instance_method">
|
|
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|
+
|
|
1684
|
+
#<strong>to_s</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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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 395</span>
|
|
1717
|
+
|
|
1718
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_to_s'>to_s</span>
|
|
1719
|
+
<span class='id identifier rubyid_result'>result</span> <span class='op'>=</span> <span class='tstring'><span class='tstring_beg'>"</span><span class='tstring_content'>Probability of profit: </span><span class='embexpr_beg'>#{</span><span class='id identifier rubyid_probability_of_profit'>probability_of_profit</span><span class='embexpr_end'>}</span><span class='tstring_content'>\n</span><span class='tstring_end'>"</span></span>
|
|
1720
|
+
<span class='id identifier rubyid_result'>result</span> <span class='op'>+=</span> <span class='tstring'><span class='tstring_beg'>"</span><span class='tstring_content'>Expected profit: </span><span class='embexpr_beg'>#{</span><span class='id identifier rubyid_expected_profit'>expected_profit</span><span class='embexpr_end'>}</span><span class='tstring_content'>\n</span><span class='tstring_end'>"</span></span> <span class='kw'>if</span> <span class='id identifier rubyid_expected_profit'>expected_profit</span>
|
|
1721
|
+
<span class='id identifier rubyid_result'>result</span> <span class='op'>+=</span> <span class='tstring'><span class='tstring_beg'>"</span><span class='tstring_content'>Expected loss: </span><span class='embexpr_beg'>#{</span><span class='id identifier rubyid_expected_loss'>expected_loss</span><span class='embexpr_end'>}</span><span class='tstring_content'>\n</span><span class='tstring_end'>"</span></span> <span class='kw'>if</span> <span class='id identifier rubyid_expected_loss'>expected_loss</span>
|
|
1722
|
+
<span class='id identifier rubyid_result'>result</span> <span class='op'>+=</span> <span class='tstring'><span class='tstring_beg'>"</span><span class='tstring_content'>Strategy cost: </span><span class='embexpr_beg'>#{</span><span class='id identifier rubyid_strategy_cost'>strategy_cost</span><span class='embexpr_end'>}</span><span class='tstring_content'>\n</span><span class='tstring_end'>"</span></span>
|
|
1723
|
+
<span class='id identifier rubyid_result'>result</span> <span class='op'>+=</span> <span class='tstring'><span class='tstring_beg'>"</span><span class='tstring_content'>Min return: </span><span class='embexpr_beg'>#{</span><span class='id identifier rubyid_minimum_return_in_the_domain'>minimum_return_in_the_domain</span><span class='embexpr_end'>}</span><span class='tstring_content'>\n</span><span class='tstring_end'>"</span></span>
|
|
1724
|
+
<span class='id identifier rubyid_result'>result</span> <span class='op'>+=</span> <span class='tstring'><span class='tstring_beg'>"</span><span class='tstring_content'>Max return: </span><span class='embexpr_beg'>#{</span><span class='id identifier rubyid_maximum_return_in_the_domain'>maximum_return_in_the_domain</span><span class='embexpr_end'>}</span><span class='tstring_content'>\n</span><span class='tstring_end'>"</span></span>
|
|
1725
|
+
|
|
1726
|
+
<span class='kw'>if</span> <span class='id identifier rubyid_probability_of_profit_target'>probability_of_profit_target</span> <span class='op'>></span> <span class='float'>0.0</span>
|
|
1727
|
+
<span class='id identifier rubyid_result'>result</span> <span class='op'>+=</span> <span class='tstring'><span class='tstring_beg'>"</span><span class='tstring_content'>Probability of reaching profit target: </span><span class='embexpr_beg'>#{</span><span class='id identifier rubyid_probability_of_profit_target'>probability_of_profit_target</span><span class='embexpr_end'>}</span><span class='tstring_content'>\n</span><span class='tstring_end'>"</span></span>
|
|
1728
|
+
<span class='kw'>end</span>
|
|
1729
|
+
|
|
1730
|
+
<span class='kw'>if</span> <span class='id identifier rubyid_probability_of_loss_limit'>probability_of_loss_limit</span> <span class='op'>></span> <span class='float'>0.0</span>
|
|
1731
|
+
<span class='id identifier rubyid_result'>result</span> <span class='op'>+=</span> <span class='tstring'><span class='tstring_beg'>"</span><span class='tstring_content'>Probability of reaching loss limit: </span><span class='embexpr_beg'>#{</span><span class='id identifier rubyid_probability_of_loss_limit'>probability_of_loss_limit</span><span class='embexpr_end'>}</span><span class='tstring_content'>\n</span><span class='tstring_end'>"</span></span>
|
|
1732
|
+
<span class='kw'>end</span>
|
|
1733
|
+
|
|
1734
|
+
<span class='id identifier rubyid_result'>result</span>
|
|
1735
|
+
<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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<div id="footer">
|
|
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|
+
Generated on Sun Apr 27 16:09:34 2025 by
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|
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|
+
<a href="https://yardoc.org" title="Yay! A Ruby Documentation Tool" target="_parent">yard</a>
|
|
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|
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0.9.37 (ruby-3.3.3).
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