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
data/docs/OptionLab.html
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Module: OptionLab
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— OptionLab Documentation
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pathId = "OptionLab";
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<a href="_index.html">Index (O)</a> »
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<span class="title">OptionLab</span>
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</div>
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<div id="content"><h1>Module: OptionLab
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</h1>
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<dl>
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<dt>Defined in:</dt>
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<dd>lib/option_lab/binomial_tree.rb<span class="defines">,<br />
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lib/option_lab/bjerksund_stensland.rb,<br /> lib/option_lab/black_scholes.rb,<br /> lib/option_lab/engine.rb,<br /> lib/option_lab/models.rb,<br /> lib/option_lab/plotting.rb,<br /> lib/option_lab/support.rb,<br /> lib/option_lab/utils.rb,<br /> lib/option_lab/version.rb</span>
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<h2>Defined Under Namespace</h2>
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<p class="children">
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<strong class="modules">Modules:</strong> <span class='object_link'><a href="OptionLab/BinomialTree.html" title="OptionLab::BinomialTree (module)">BinomialTree</a></span>, <span class='object_link'><a href="OptionLab/BjerksundStensland.html" title="OptionLab::BjerksundStensland (module)">BjerksundStensland</a></span>, <span class='object_link'><a href="OptionLab/BlackScholes.html" title="OptionLab::BlackScholes (module)">BlackScholes</a></span>, <span class='object_link'><a href="OptionLab/Engine.html" title="OptionLab::Engine (module)">Engine</a></span>, <span class='object_link'><a href="OptionLab/Models.html" title="OptionLab::Models (module)">Models</a></span>, <span class='object_link'><a href="OptionLab/Plotting.html" title="OptionLab::Plotting (module)">Plotting</a></span>, <span class='object_link'><a href="OptionLab/Support.html" title="OptionLab::Support (module)">Support</a></span>, <span class='object_link'><a href="OptionLab/Utils.html" title="OptionLab::Utils (module)">Utils</a></span>
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<h2>
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Constant Summary
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<small><a href="#" class="constants_summary_toggle">collapse</a></small>
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<dt id="VERSION-constant" class="">VERSION =
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</dt>
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<dd><pre class="code"><span class='tstring'><span class='tstring_beg'>"</span><span class='tstring_content'>0.1.0</span><span class='tstring_end'>"</span></span></pre></dd>
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Generated on Sun Apr 27 16:09:33 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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<meta name="viewport" content="width=device-width, initial-scale=1.0">
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<title>
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OptionLab Documentation
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<iframe id="nav" src="class_list.html?1"></iframe>
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<div id="content"><h1 class="noborder title">OptionLab Documentation</h1>
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<div id="listing">
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<h1 class="alphaindex">Alphabetic Index</h1>
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<h2>File Listing</h2>
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<li class="r2"><a href="file.LICENSE.html" title="LICENSE">LICENSE</a></li>
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<h2>Namespace Listing A-Z</h2>
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<span class='object_link'><a href="OptionLab/Models/AmericanModelInputs.html" title="OptionLab::Models::AmericanModelInputs (class)">AmericanModelInputs</a></span>
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<small>(OptionLab::Models)</small>
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<li id='object_OptionLab' class='even'><div class='item' style='padding-left:30px'><a tabindex='0' class='toggle' role='button' aria-label='OptionLab child nodes' aria-expanded='false' aria-controls='object_OptionLab'></a> <span class='object_link'><a href="OptionLab.html" title="OptionLab (module)">OptionLab</a></span><small class='search_info'>Top Level Namespace</small></div><div aria-labelledby='object_OptionLab'><ul><li id='object_OptionLab::BinomialTree' class='collapsed odd'><div class='item' style='padding-left:45px'><span class='object_link'><a href="OptionLab/BinomialTree.html" title="OptionLab::BinomialTree (module)">BinomialTree</a></span><small class='search_info'>OptionLab</small></div></li><li id='object_OptionLab::BjerksundStensland' class='collapsed even'><div class='item' style='padding-left:45px'><span class='object_link'><a href="OptionLab/BjerksundStensland.html" title="OptionLab::BjerksundStensland (module)">BjerksundStensland</a></span><small 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#content.insearch #search, #content.insearch #noresults { background: url(data:image/gif;base64,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) no-repeat center left; }
|
15
|
+
#full_list { padding: 0; list-style: none; margin-left: 0; margin-top: 80px; font-size: 1.1em; }
|
16
|
+
#full_list ul { padding: 0; }
|
17
|
+
#full_list li { padding: 0; margin: 0; list-style: none; }
|
18
|
+
#full_list li .item { padding: 5px 5px 5px 12px; }
|
19
|
+
#noresults { padding: 7px 12px; background: #fff; }
|
20
|
+
#content.insearch #noresults { margin-left: 7px; }
|
21
|
+
li.collapsed ul { display: none; }
|
22
|
+
li a.toggle { cursor: default; position: relative; left: -5px; top: 4px; text-indent: -999px; width: 10px; height: 9px; margin-left: -10px; display: block; float: left; background: url(data:image/png;base64,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) no-repeat bottom left; }
|
23
|
+
li.collapsed a.toggle { cursor: default; background-position: top left; }
|
24
|
+
li { color: #666; cursor: pointer; }
|
25
|
+
li.deprecated { text-decoration: line-through; font-style: italic; }
|
26
|
+
li.odd { background: #f0f0f0; }
|
27
|
+
li.even { background: #fafafa; }
|
28
|
+
.item:hover { background: #ddd; }
|
29
|
+
li small:before { content: "("; }
|
30
|
+
li small:after { content: ")"; }
|
31
|
+
li small.search_info { display: none; }
|
32
|
+
a, a:visited { text-decoration: none; color: #05a; }
|
33
|
+
li.clicked > .item { background: #05a; color: #ccc; }
|
34
|
+
li.clicked > .item a, li.clicked > .item a:visited { color: #eee; }
|
35
|
+
li.clicked > .item a.toggle { opacity: 0.5; background-position: bottom right; }
|
36
|
+
li.collapsed.clicked a.toggle { background-position: top right; }
|
37
|
+
#search input { border: 1px solid #bbb; border-radius: 3px; }
|
38
|
+
#full_list_nav { margin-left: 10px; font-size: 0.9em; display: block; color: #aaa; }
|
39
|
+
#full_list_nav a, #nav a:visited { color: #358; }
|
40
|
+
#full_list_nav a:hover { background: transparent; color: #5af; }
|
41
|
+
#full_list_nav span:after { content: ' | '; }
|
42
|
+
#full_list_nav span:last-child:after { content: ''; }
|
43
|
+
|
44
|
+
#content h1 { margin-top: 0; }
|
45
|
+
li { white-space: nowrap; cursor: normal; }
|
46
|
+
li small { display: block; font-size: 0.8em; }
|
47
|
+
li small:before { content: ""; }
|
48
|
+
li small:after { content: ""; }
|
49
|
+
li small.search_info { display: none; }
|
50
|
+
#search { width: 170px; position: static; margin: 3px; margin-left: 10px; font-size: 0.9em; color: #666; padding-left: 0; padding-right: 24px; }
|
51
|
+
#content.insearch #search { background-position: center right; }
|
52
|
+
#search input { width: 110px; }
|
53
|
+
|
54
|
+
#full_list.insearch ul { display: block; }
|
55
|
+
#full_list.insearch .item { display: none; }
|
56
|
+
#full_list.insearch .found { display: block; padding-left: 11px !important; }
|
57
|
+
#full_list.insearch li a.toggle { display: none; }
|
58
|
+
#full_list.insearch li small.search_info { display: block; }
|