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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<div class="item">
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<span class='object_link'><a href="OptionLab/BlackScholes.html#get_d1-class_method" title="OptionLab::BlackScholes.get_d1 (method)">get_d1</a></span>
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557
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+
<small>OptionLab::BlackScholes</small>
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558
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+
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559
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<span class='object_link'><a href="OptionLab/BlackScholes.html#get_d2-class_method" title="OptionLab::BlackScholes.get_d2 (method)">get_d2</a></span>
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565
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+
<small>OptionLab::BlackScholes</small>
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566
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+
</div>
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569
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<span class='object_link'><a href="OptionLab/BlackScholes.html#get_delta-class_method" title="OptionLab::BlackScholes.get_delta (method)">get_delta</a></span>
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573
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<small>OptionLab::BlackScholes</small>
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574
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+
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581
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<small>OptionLab::BlackScholes</small>
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582
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589
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+
<small>OptionLab::BinomialTree</small>
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590
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+
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<small>OptionLab::BjerksundStensland</small>
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598
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605
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+
<small>OptionLab::BlackScholes</small>
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606
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613
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+
<small>OptionLab::BlackScholes</small>
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614
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621
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<small>OptionLab::Models::TreeVisualization</small>
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622
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</div>
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629
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+
<small>OptionLab::Utils</small>
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630
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</div>
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636
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637
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+
<small>OptionLab::BlackScholes</small>
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638
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+
</div>
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639
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645
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+
<small>OptionLab::Utils</small>
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646
|
+
</div>
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647
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652
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653
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+
<small>OptionLab::Support</small>
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654
|
+
</div>
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655
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660
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661
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+
<small>OptionLab::Support</small>
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662
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+
</div>
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663
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+
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668
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|
669
|
+
<small>OptionLab::Support</small>
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670
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+
</div>
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671
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+
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672
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+
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<span class='object_link'><a href="OptionLab/Support.html#get_pop-class_method" title="OptionLab::Support.get_pop (method)">get_pop</a></span>
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677
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+
<small>OptionLab::Support</small>
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678
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+
</div>
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679
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+
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+
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684
|
+
<span class='object_link'><a href="OptionLab/BlackScholes.html#get_rho-class_method" title="OptionLab::BlackScholes.get_rho (method)">get_rho</a></span>
|
|
685
|
+
<small>OptionLab::BlackScholes</small>
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686
|
+
</div>
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687
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+
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+
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689
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692
|
+
<span class='object_link'><a href="OptionLab/BlackScholes.html#get_theta-class_method" title="OptionLab::BlackScholes.get_theta (method)">get_theta</a></span>
|
|
693
|
+
<small>OptionLab::BlackScholes</small>
|
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694
|
+
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695
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+
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696
|
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|
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700
|
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<span class='object_link'><a href="OptionLab/BinomialTree.html#get_tree-class_method" title="OptionLab::BinomialTree.get_tree (method)">get_tree</a></span>
|
|
701
|
+
<small>OptionLab::BinomialTree</small>
|
|
702
|
+
</div>
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703
|
+
</li>
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704
|
+
|
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705
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708
|
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<span class='object_link'><a href="OptionLab/BlackScholes.html#get_vega-class_method" title="OptionLab::BlackScholes.get_vega (method)">get_vega</a></span>
|
|
709
|
+
<small>OptionLab::BlackScholes</small>
|
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710
|
+
</div>
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711
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+
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712
|
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|
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713
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|
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715
|
+
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716
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<span class='object_link'><a href="OptionLab/Models/BinomialModelInputs.html#greeks-instance_method" title="OptionLab::Models::BinomialModelInputs#greeks (method)">#greeks</a></span>
|
|
717
|
+
<small>OptionLab::Models::BinomialModelInputs</small>
|
|
718
|
+
</div>
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719
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+
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|
|
725
|
+
<small>OptionLab::Models::AmericanModelInputs</small>
|
|
726
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+
</div>
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727
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+
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728
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732
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+
<span class='object_link'><a href="OptionLab/Models/BlackScholesModelInputs.html#hash-instance_method" title="OptionLab::Models::BlackScholesModelInputs#hash (method)">#hash</a></span>
|
|
733
|
+
<small>OptionLab::Models::BlackScholesModelInputs</small>
|
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734
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+
</div>
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736
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<span class='object_link'><a href="OptionLab/Models/LaplaceInputs.html#hash-instance_method" title="OptionLab::Models::LaplaceInputs#hash (method)">#hash</a></span>
|
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741
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+
<small>OptionLab::Models::LaplaceInputs</small>
|
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742
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</div>
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743
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+
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|
|
749
|
+
<small>OptionLab::Models::EngineData</small>
|
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750
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</div>
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751
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|
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757
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+
<small>OptionLab::Models::Outputs</small>
|
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758
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+
</div>
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759
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764
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<span class='object_link'><a href="OptionLab/Models/Outputs.html#in_the_money_probability-instance_method" title="OptionLab::Models::Outputs#in_the_money_probability (method)">#in_the_money_probability</a></span>
|
|
765
|
+
<small>OptionLab::Models::Outputs</small>
|
|
766
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+
</div>
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767
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768
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|
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769
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772
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+
<span class='object_link'><a href="OptionLab/Models.html#init_empty_array-class_method" title="OptionLab::Models.init_empty_array (method)">init_empty_array</a></span>
|
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773
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+
<small>OptionLab::Models</small>
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774
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+
</div>
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775
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780
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+
<span class='object_link'><a href="OptionLab/Models/BaseModel.html#initialize-instance_method" title="OptionLab::Models::BaseModel#initialize (method)">#initialize</a></span>
|
|
781
|
+
<small>OptionLab::Models::BaseModel</small>
|
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782
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+
</div>
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783
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785
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|
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<span class='object_link'><a href="OptionLab/Models/Stock.html#initialize-instance_method" title="OptionLab::Models::Stock#initialize (method)">#initialize</a></span>
|
|
789
|
+
<small>OptionLab::Models::Stock</small>
|
|
790
|
+
</div>
|
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791
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792
|
+
|
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793
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|
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|
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796
|
+
<span class='object_link'><a href="OptionLab/Models/ClosedPosition.html#initialize-instance_method" title="OptionLab::Models::ClosedPosition#initialize (method)">#initialize</a></span>
|
|
797
|
+
<small>OptionLab::Models::ClosedPosition</small>
|
|
798
|
+
</div>
|
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799
|
+
</li>
|
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800
|
+
|
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801
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804
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+
<span class='object_link'><a href="OptionLab/Models/EngineData.html#initialize-instance_method" title="OptionLab::Models::EngineData#initialize (method)">#initialize</a></span>
|
|
805
|
+
<small>OptionLab::Models::EngineData</small>
|
|
806
|
+
</div>
|
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807
|
+
</li>
|
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808
|
+
|
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809
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810
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|
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811
|
+
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|
|
812
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+
<span class='object_link'><a href="OptionLab/Models/EngineDataResults.html#initialize-instance_method" title="OptionLab::Models::EngineDataResults#initialize (method)">#initialize</a></span>
|
|
813
|
+
<small>OptionLab::Models::EngineDataResults</small>
|
|
814
|
+
</div>
|
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815
|
+
</li>
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816
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|
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817
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820
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+
<span class='object_link'><a href="OptionLab/Models/Inputs.html#initialize-instance_method" title="OptionLab::Models::Inputs#initialize (method)">#initialize</a></span>
|
|
821
|
+
<small>OptionLab::Models::Inputs</small>
|
|
822
|
+
</div>
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823
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|
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828
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+
<span class='object_link'><a href="OptionLab/Models/Outputs.html#initialize-instance_method" title="OptionLab::Models::Outputs#initialize (method)">#initialize</a></span>
|
|
829
|
+
<small>OptionLab::Models::Outputs</small>
|
|
830
|
+
</div>
|
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831
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</li>
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832
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+
|
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833
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|
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836
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<span class='object_link'><a href="OptionLab/Models/PoPOutputs.html#initialize-instance_method" title="OptionLab::Models::PoPOutputs#initialize (method)">#initialize</a></span>
|
|
837
|
+
<small>OptionLab::Models::PoPOutputs</small>
|
|
838
|
+
</div>
|
|
839
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+
</li>
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840
|
+
|
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841
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+
|
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842
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|
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843
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|
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844
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+
<span class='object_link'><a href="OptionLab/Models/BlackScholesModelInputs.html#initialize-instance_method" title="OptionLab::Models::BlackScholesModelInputs#initialize (method)">#initialize</a></span>
|
|
845
|
+
<small>OptionLab::Models::BlackScholesModelInputs</small>
|
|
846
|
+
</div>
|
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847
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+
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848
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|
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849
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|
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851
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<span class='object_link'><a href="OptionLab/Models/LaplaceInputs.html#initialize-instance_method" title="OptionLab::Models::LaplaceInputs#initialize (method)">#initialize</a></span>
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<small>OptionLab::Models::LaplaceInputs</small>
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861
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<small>OptionLab::Models::ArrayInputs</small>
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862
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<span class='object_link'><a href="OptionLab/Models/BinomialModelInputs.html#initialize-instance_method" title="OptionLab::Models::BinomialModelInputs#initialize (method)">#initialize</a></span>
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869
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<small>OptionLab::Models::BinomialModelInputs</small>
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870
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<span class='object_link'><a href="OptionLab/Models/AmericanModelInputs.html#initialize-instance_method" title="OptionLab::Models::AmericanModelInputs#initialize (method)">#initialize</a></span>
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877
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<small>OptionLab::Models::AmericanModelInputs</small>
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<small>OptionLab::Models::EngineData</small>
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<small>OptionLab::Models::Outputs</small>
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<span class='object_link'><a href="OptionLab/Models/Inputs.html#interest_rate-instance_method" title="OptionLab::Models::Inputs#interest_rate (method)">#interest_rate</a></span>
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901
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<small>OptionLab::Models::Inputs</small>
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902
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</div>
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909
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<small>OptionLab::Models::BlackScholesModelInputs</small>
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910
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</div>
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917
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<small>OptionLab::Models::BinomialModelInputs</small>
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</div>
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<span class='object_link'><a href="OptionLab/Models/AmericanModelInputs.html#interest_rate-instance_method" title="OptionLab::Models::AmericanModelInputs#interest_rate (method)">#interest_rate</a></span>
|
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925
|
+
<small>OptionLab::Models::AmericanModelInputs</small>
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926
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</div>
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<span class='object_link'><a href="OptionLab/Models/BinomialModelInputs.html#is_american-instance_method" title="OptionLab::Models::BinomialModelInputs#is_american (method)">#is_american</a></span>
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933
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<small>OptionLab::Models::BinomialModelInputs</small>
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934
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</div>
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<span class='object_link'><a href="OptionLab/Models/EngineData.html#itm_probability-instance_method" title="OptionLab::Models::EngineData#itm_probability (method)">#itm_probability</a></span>
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941
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<small>OptionLab::Models::EngineData</small>
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942
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</div>
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<span class='object_link'><a href="OptionLab/Models/Inputs.html#loss_limit-instance_method" title="OptionLab::Models::Inputs#loss_limit (method)">#loss_limit</a></span>
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949
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<small>OptionLab::Models::Inputs</small>
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950
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<span class='object_link'><a href="OptionLab/Models/EngineData.html#loss_limit_probability-instance_method" title="OptionLab::Models::EngineData#loss_limit_probability (method)">#loss_limit_probability</a></span>
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957
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<small>OptionLab::Models::EngineData</small>
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958
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</div>
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<span class='object_link'><a href="OptionLab/Models/EngineData.html#loss_limit_ranges-instance_method" title="OptionLab::Models::EngineData#loss_limit_ranges (method)">#loss_limit_ranges</a></span>
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965
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<small>OptionLab::Models::EngineData</small>
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966
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</div>
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<span class='object_link'><a href="OptionLab/Models/Outputs.html#loss_limit_ranges-instance_method" title="OptionLab::Models::Outputs#loss_limit_ranges (method)">#loss_limit_ranges</a></span>
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973
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<small>OptionLab::Models::Outputs</small>
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974
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<span class='object_link'><a href="OptionLab/BjerksundStensland.html#max-class_method" title="OptionLab::BjerksundStensland.max (method)">max</a></span>
|
|
981
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+
<small>OptionLab::BjerksundStensland</small>
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982
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+
</div>
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983
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</li>
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<span class='object_link'><a href="OptionLab/Models/Inputs.html#max_stock-instance_method" title="OptionLab::Models::Inputs#max_stock (method)">#max_stock</a></span>
|
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989
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+
<small>OptionLab::Models::Inputs</small>
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990
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</div>
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991
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<span class='object_link'><a href="OptionLab/Models/Outputs.html#maximum_return_in_the_domain-instance_method" title="OptionLab::Models::Outputs#maximum_return_in_the_domain (method)">#maximum_return_in_the_domain</a></span>
|
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997
|
+
<small>OptionLab::Models::Outputs</small>
|
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998
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</div>
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999
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<span class='object_link'><a href="OptionLab/Models/Inputs.html#min_stock-instance_method" title="OptionLab::Models::Inputs#min_stock (method)">#min_stock</a></span>
|
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1005
|
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<small>OptionLab::Models::Inputs</small>
|
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1006
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</div>
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1007
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<span class='object_link'><a href="OptionLab/Models/Outputs.html#minimum_return_in_the_domain-instance_method" title="OptionLab::Models::Outputs#minimum_return_in_the_domain (method)">#minimum_return_in_the_domain</a></span>
|
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1013
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<small>OptionLab::Models::Outputs</small>
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1014
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<span class='object_link'><a href="OptionLab/Models/PoPOutputs.html#missing_target_range-instance_method" title="OptionLab::Models::PoPOutputs#missing_target_range (method)">#missing_target_range</a></span>
|
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1021
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<small>OptionLab::Models::PoPOutputs</small>
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1022
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1029
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<small>OptionLab::Models::Inputs</small>
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1030
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<span class='object_link'><a href="OptionLab/Models/BlackScholesModelInputs.html#model-instance_method" title="OptionLab::Models::BlackScholesModelInputs#model (method)">#model</a></span>
|
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1037
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<small>OptionLab::Models::BlackScholesModelInputs</small>
|
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1038
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</div>
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1039
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<span class='object_link'><a href="OptionLab/Models/LaplaceInputs.html#model-instance_method" title="OptionLab::Models::LaplaceInputs#model (method)">#model</a></span>
|
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1045
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<small>OptionLab::Models::LaplaceInputs</small>
|
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1046
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<span class='object_link'><a href="OptionLab/Models/ArrayInputs.html#model-instance_method" title="OptionLab::Models::ArrayInputs#model (method)">#model</a></span>
|
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1053
|
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<small>OptionLab::Models::ArrayInputs</small>
|
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1054
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1055
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|
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1061
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<small>OptionLab::Models::PricingResult</small>
|
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1062
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</div>
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1063
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<span class='object_link'><a href="OptionLab/Models/LaplaceInputs.html#mu-instance_method" title="OptionLab::Models::LaplaceInputs#mu (method)">#mu</a></span>
|
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1069
|
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<small>OptionLab::Models::LaplaceInputs</small>
|
|
1070
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+
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<span class='object_link'><a href="OptionLab/Models/Stock.html#n-instance_method" title="OptionLab::Models::Stock#n (method)">#n</a></span>
|
|
1077
|
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<small>OptionLab::Models::Stock</small>
|
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1078
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+
</div>
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1080
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<span class='object_link'><a href="OptionLab/Models/Option.html#n-instance_method" title="OptionLab::Models::Option#n (method)">#n</a></span>
|
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1085
|
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<small>OptionLab::Models::Option</small>
|
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1086
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1087
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<span class='object_link'><a href="OptionLab/Models/EngineData.html#n-instance_method" title="OptionLab::Models::EngineData#n (method)">#n</a></span>
|
|
1093
|
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<small>OptionLab::Models::EngineData</small>
|
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1094
|
+
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1100
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<span class='object_link'><a href="OptionLab/Models/Inputs.html#opt_commission-instance_method" title="OptionLab::Models::Inputs#opt_commission (method)">#opt_commission</a></span>
|
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1101
|
+
<small>OptionLab::Models::Inputs</small>
|
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1102
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</div>
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1103
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<span class='object_link'><a href="OptionLab/BinomialTree.html#option_payoff-class_method" title="OptionLab::BinomialTree.option_payoff (method)">option_payoff</a></span>
|
|
1109
|
+
<small>OptionLab::BinomialTree</small>
|
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1110
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1111
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<span class='object_link'><a href="OptionLab/Models/BinomialModelInputs.html#option_type-instance_method" title="OptionLab::Models::BinomialModelInputs#option_type (method)">#option_type</a></span>
|
|
1117
|
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<small>OptionLab::Models::BinomialModelInputs</small>
|
|
1118
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+
</div>
|
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1119
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</li>
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1120
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1124
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<span class='object_link'><a href="OptionLab/Models/AmericanModelInputs.html#option_type-instance_method" title="OptionLab::Models::AmericanModelInputs#option_type (method)">#option_type</a></span>
|
|
1125
|
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<small>OptionLab::Models::AmericanModelInputs</small>
|
|
1126
|
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</div>
|
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1127
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</li>
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1128
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1132
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<span class='object_link'><a href="OptionLab/Models/TreeVisualization.html#option_values-instance_method" title="OptionLab::Models::TreeVisualization#option_values (method)">#option_values</a></span>
|
|
1133
|
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<small>OptionLab::Models::TreeVisualization</small>
|
|
1134
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</div>
|
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1135
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</li>
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1136
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1429
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<small>OptionLab::Models::BlackScholesInfo</small>
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1430
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<span class='object_link'><a href="OptionLab/Models/BlackScholesInfo.html#put_rho-instance_method" title="OptionLab::Models::BlackScholesInfo#put_rho (method)">#put_rho</a></span>
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1437
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<small>OptionLab::Models::BlackScholesInfo</small>
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1445
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<small>OptionLab::Models::BlackScholesInfo</small>
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<span class='object_link'><a href="OptionLab/Models/PoPOutputs.html#reaching_target_range-instance_method" title="OptionLab::Models::PoPOutputs#reaching_target_range (method)">#reaching_target_range</a></span>
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<span class='object_link'><a href="OptionLab/Models/EngineData.html#rho-instance_method" title="OptionLab::Models::EngineData#rho (method)">#rho</a></span>
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<span class='object_link'><a href="OptionLab/Models/Outputs.html#rho-instance_method" title="OptionLab::Models::Outputs#rho (method)">#rho</a></span>
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<span class='object_link'><a href="OptionLab/Models/PricingResult.html#rho-instance_method" title="OptionLab::Models::PricingResult#rho (method)">#rho</a></span>
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<small>OptionLab::Models::PricingResult</small>
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<span class='object_link'><a href="OptionLab/Engine.html#run_strategy-class_method" title="OptionLab::Engine.run_strategy (method)">run_strategy</a></span>
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<small>OptionLab::Engine</small>
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1486
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<span class='object_link'><a href="OptionLab/Models/Inputs.html#skip_strategy_validation-instance_method" title="OptionLab::Models::Inputs#skip_strategy_validation (method)">#skip_strategy_validation</a></span>
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<small>OptionLab::Models::Inputs</small>
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<span class='object_link'><a href="OptionLab/Models/Inputs.html#start_date-instance_method" title="OptionLab::Models::Inputs#start_date (method)">#start_date</a></span>
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1501
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<small>OptionLab::Models::Inputs</small>
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<span class='object_link'><a href="OptionLab/Models/BinomialModelInputs.html#steps-instance_method" title="OptionLab::Models::BinomialModelInputs#steps (method)">#steps</a></span>
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1509
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<small>OptionLab::Models::BinomialModelInputs</small>
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<span class='object_link'><a href="OptionLab/Models/Inputs.html#stock_commission-instance_method" title="OptionLab::Models::Inputs#stock_commission (method)">#stock_commission</a></span>
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1517
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<small>OptionLab::Models::Inputs</small>
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1518
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1525
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<small>OptionLab::Models::Inputs</small>
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<span class='object_link'><a href="OptionLab/Models/BlackScholesModelInputs.html#stock_price-instance_method" title="OptionLab::Models::BlackScholesModelInputs#stock_price (method)">#stock_price</a></span>
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1533
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<small>OptionLab::Models::BlackScholesModelInputs</small>
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1534
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<span class='object_link'><a href="OptionLab/Models/LaplaceInputs.html#stock_price-instance_method" title="OptionLab::Models::LaplaceInputs#stock_price (method)">#stock_price</a></span>
|
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1541
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+
<small>OptionLab::Models::LaplaceInputs</small>
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1542
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<span class='object_link'><a href="OptionLab/Models/BinomialModelInputs.html#stock_price-instance_method" title="OptionLab::Models::BinomialModelInputs#stock_price (method)">#stock_price</a></span>
|
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1549
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+
<small>OptionLab::Models::BinomialModelInputs</small>
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1550
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</div>
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<span class='object_link'><a href="OptionLab/Models/AmericanModelInputs.html#stock_price-instance_method" title="OptionLab::Models::AmericanModelInputs#stock_price (method)">#stock_price</a></span>
|
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1557
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<small>OptionLab::Models::AmericanModelInputs</small>
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</div>
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1565
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<small>OptionLab::Models::EngineData</small>
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1566
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<span class='object_link'><a href="OptionLab/Models/EngineDataResults.html#stock_price_array-instance_method" title="OptionLab::Models::EngineDataResults#stock_price_array (method)">#stock_price_array</a></span>
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|
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1581
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<small>OptionLab::Models::TreeVisualization</small>
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1582
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</div>
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<span class='object_link'><a href="OptionLab/Models/Inputs.html#strategy-instance_method" title="OptionLab::Models::Inputs#strategy (method)">#strategy</a></span>
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<small>OptionLab::Models::Inputs</small>
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|
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1597
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<small>OptionLab::Models::Outputs</small>
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1598
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|
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1605
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<small>OptionLab::Models::EngineData</small>
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|
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1613
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<small>OptionLab::Models::EngineDataResults</small>
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1621
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1622
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1637
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1638
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|
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1645
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<small>OptionLab::Models::BinomialModelInputs</small>
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1647
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|
|
1653
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+
<small>OptionLab::Models::AmericanModelInputs</small>
|
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1654
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1655
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|
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|
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1661
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<small>OptionLab::Models::Inputs</small>
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1662
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1663
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|
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1669
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<small>OptionLab::Models::EngineData</small>
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1670
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1677
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1678
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1679
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1685
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<small>OptionLab::Models::Outputs</small>
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1686
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1687
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|
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1693
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<small>OptionLab::Models::PricingResult</small>
|
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1694
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1695
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</li>
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1700
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<span class='object_link'><a href="OptionLab/Models/TreeVisualization.html#to_csv-instance_method" title="OptionLab::Models::TreeVisualization#to_csv (method)">#to_csv</a></span>
|
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1701
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<small>OptionLab::Models::TreeVisualization</small>
|
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1702
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1709
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<small>OptionLab::Models::Outputs</small>
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<small>OptionLab::Models::PricingResult</small>
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<small>OptionLab::Models::BinomialModelInputs</small>
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<small>OptionLab::Models::ClosedPosition</small>
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<small>OptionLab::Models::EngineData</small>
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<small>OptionLab::Models::EngineData</small>
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<span class='object_link'><a href="OptionLab/Models/Stock.html#validate!-instance_method" title="OptionLab::Models::Stock#validate! (method)">#validate!</a></span>
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<small>OptionLab::Models::Stock</small>
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<small>OptionLab::Models::Option</small>
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1797
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<small>OptionLab::Models::ClosedPosition</small>
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1805
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<small>OptionLab::Models::Inputs</small>
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1806
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<span class='object_link'><a href="OptionLab/Models/BlackScholesModelInputs.html#validate!-instance_method" title="OptionLab::Models::BlackScholesModelInputs#validate! (method)">#validate!</a></span>
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1813
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<small>OptionLab::Models::BlackScholesModelInputs</small>
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1814
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<small>OptionLab::Models::LaplaceInputs</small>
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1829
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<small>OptionLab::Models::ArrayInputs</small>
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<small>OptionLab::Models::BinomialModelInputs</small>
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1845
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<small>OptionLab::Models::AmericanModelInputs</small>
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1853
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<small>OptionLab::Models::Inputs</small>
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1854
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1885
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<small>OptionLab::Models::BlackScholesInfo</small>
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1893
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1901
|
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<small>OptionLab::Models::Inputs</small>
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1902
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|
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1909
|
+
<small>OptionLab::Models::BlackScholesModelInputs</small>
|
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1910
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1917
|
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<small>OptionLab::Models::LaplaceInputs</small>
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1918
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|
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1925
|
+
<small>OptionLab::Models::BinomialModelInputs</small>
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1926
|
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</div>
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<span class='object_link'><a href="OptionLab/Models/AmericanModelInputs.html#volatility-instance_method" title="OptionLab::Models::AmericanModelInputs#volatility (method)">#volatility</a></span>
|
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1933
|
+
<small>OptionLab::Models::AmericanModelInputs</small>
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1934
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<span class='object_link'><a href="OptionLab/Models/BinomialModelInputs.html#years_to_maturity-instance_method" title="OptionLab::Models::BinomialModelInputs#years_to_maturity (method)">#years_to_maturity</a></span>
|
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1941
|
+
<small>OptionLab::Models::BinomialModelInputs</small>
|
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1942
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+
</div>
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1943
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<span class='object_link'><a href="OptionLab/Models/AmericanModelInputs.html#years_to_maturity-instance_method" title="OptionLab::Models::AmericanModelInputs#years_to_maturity (method)">#years_to_maturity</a></span>
|
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1949
|
+
<small>OptionLab::Models::AmericanModelInputs</small>
|
|
1950
|
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</div>
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1951
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<span class='object_link'><a href="OptionLab/Models/BlackScholesModelInputs.html#years_to_target_date-instance_method" title="OptionLab::Models::BlackScholesModelInputs#years_to_target_date (method)">#years_to_target_date</a></span>
|
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1957
|
+
<small>OptionLab::Models::BlackScholesModelInputs</small>
|
|
1958
|
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</div>
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1959
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1964
|
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<span class='object_link'><a href="OptionLab/Models/LaplaceInputs.html#years_to_target_date-instance_method" title="OptionLab::Models::LaplaceInputs#years_to_target_date (method)">#years_to_target_date</a></span>
|
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1965
|
+
<small>OptionLab::Models::LaplaceInputs</small>
|
|
1966
|
+
</div>
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1967
|
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</li>
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1968
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1969
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1970
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1971
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</ul>
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1972
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</div>
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1973
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</body>
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1974
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