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::PoPOutputs
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— OptionLab Documentation
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<a href="../../_index.html">Index (P)</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">PoPOutputs</span>
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<div id="content"><h1>Class: OptionLab::Models::PoPOutputs
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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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<h2>Overview</h2><div class="docstring">
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<p>Pop outputs model for probability calculations</p>
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<a href="#expected_return_above_target-instance_method" title="#expected_return_above_target (instance method)">#<strong>expected_return_above_target</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute expected_return_above_target.</p>
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<a href="#expected_return_below_target-instance_method" title="#expected_return_below_target (instance method)">#<strong>expected_return_below_target</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute expected_return_below_target.</p>
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<a href="#missing_target_range-instance_method" title="#missing_target_range (instance method)">#<strong>missing_target_range</strong> ⇒ Object </a>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute missing_target_range.</p>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute probability_of_missing_target.</p>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute probability_of_reaching_target.</p>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute reaching_target_range.</p>
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<span class="summary_desc"><div class='inline'><p>A new instance of PoPOutputs.</p>
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#<strong>initialize</strong>(attributes = {}) ⇒ <tt><span class='object_link'><a href="" title="OptionLab::Models::PoPOutputs (class)">PoPOutputs</a></span></tt>
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 421</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='kw'>super</span><span class='lparen'>(</span><span class='id identifier rubyid_attributes'>attributes</span><span class='rparen'>)</span>
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<p>Returns the value of attribute expected_return_above_target.</p>
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 417</span>
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<span class='kw'>def</span> <span class='id identifier rubyid_expected_return_above_target'>expected_return_above_target</span>
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<span class='kw'>end</span></pre>
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<p>Returns the value of attribute expected_return_below_target.</p>
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 417</span>
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<span class='kw'>def</span> <span class='id identifier rubyid_expected_return_below_target'>expected_return_below_target</span>
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<p>Returns the value of attribute missing_target_range.</p>
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 417</span>
|
|
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|
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|
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<span class='kw'>def</span> <span class='id identifier rubyid_missing_target_range'>missing_target_range</span>
|
|
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|
+
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|
|
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<span class='kw'>end</span></pre>
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<span id="probability_of_missing_target=-instance_method"></span>
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<h3 class="signature " id="probability_of_missing_target-instance_method">
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|
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#<strong>probability_of_missing_target</strong> ⇒ <tt>Object</tt>
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|
|
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|
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<p>Returns the value of attribute probability_of_missing_target.</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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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 417</span>
|
|
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|
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|
|
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|
+
<span class='kw'>def</span> <span class='id identifier rubyid_probability_of_missing_target'>probability_of_missing_target</span>
|
|
541
|
+
<span class='ivar'>@probability_of_missing_target</span>
|
|
542
|
+
<span class='kw'>end</span></pre>
|
|
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|
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|
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<span id="probability_of_reaching_target=-instance_method"></span>
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|
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<h3 class="signature " id="probability_of_reaching_target-instance_method">
|
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|
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|
|
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|
+
#<strong>probability_of_reaching_target</strong> ⇒ <tt>Object</tt>
|
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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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|
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<p>Returns the value of attribute probability_of_reaching_target.</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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</div>
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<div class="tags">
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 417</span>
|
|
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|
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|
|
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|
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|
|
583
|
+
<span class='ivar'>@probability_of_reaching_target</span>
|
|
584
|
+
<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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<span id="reaching_target_range=-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="reaching_target_range-instance_method">
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|
|
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|
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#<strong>reaching_target_range</strong> ⇒ <tt>Object</tt>
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|
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</h3><div class="docstring">
|
|
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<div class="discussion">
|
|
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|
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<p>Returns the value of attribute reaching_target_range.</p>
|
|
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|
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|
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</div>
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<div class="tags">
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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 417</span>
|
|
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|
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|
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<span class='kw'>def</span> <span class='id identifier rubyid_reaching_target_range'>reaching_target_range</span>
|
|
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|
+
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|
|
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|
+
<span class='kw'>end</span></pre>
|
|
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|
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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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