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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<div id="content"><h1>Class: OptionLab::Models::ArrayInputs
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute array.</p>
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<span class="summary_desc"><div class='inline'><p>Returns the value of attribute model.</p>
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<a href="#initialize-instance_method" title="#initialize (instance method)">#<strong>initialize</strong>(attributes = {}) ⇒ ArrayInputs </a>
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 508</span>
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<span class='kw'>def</span> <span class='id identifier rubyid_initialize'>initialize</span><span class='lparen'>(</span><span class='id identifier rubyid_attributes'>attributes</span> <span class='op'>=</span> <span class='lbrace'>{</span><span class='rbrace'>}</span><span class='rparen'>)</span>
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<span class='comment'># Set defaults
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</span> <span class='ivar'>@model</span> <span class='op'>=</span> <span class='tstring'><span class='tstring_beg'>'</span><span class='tstring_content'>array</span><span class='tstring_end'>'</span></span>
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<span class='kw'>super</span><span class='lparen'>(</span><span class='id identifier rubyid_attributes'>attributes</span><span class='rparen'>)</span>
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<span class='comment'># Convert array to Numo::DFloat
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</span> <span class='kw'>if</span> <span class='ivar'>@array</span><span class='period'>.</span><span class='id identifier rubyid_is_a?'>is_a?</span><span class='lparen'>(</span><span class='const'>Array</span><span class='rparen'>)</span>
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<span class='ivar'>@array</span> <span class='op'>=</span> <span class='const'>Numo</span><span class='op'>::</span><span class='const'>DFloat</span><span class='period'>.</span><span class='id identifier rubyid_cast'>cast</span><span class='lparen'>(</span><span class='ivar'>@array</span><span class='rparen'>)</span>
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<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 23</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='id identifier rubyid_attributes'>attributes</span><span class='period'>.</span><span class='id identifier rubyid_each'>each</span> <span class='kw'>do</span> <span class='op'>|</span><span class='id identifier rubyid_key'>key</span><span class='comma'>,</span> <span class='id identifier rubyid_value'>value</span><span class='op'>|</span>
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<span class='id identifier rubyid_send'>send</span><span class='lparen'>(</span><span class='tstring'><span class='tstring_beg'>"</span><span class='embexpr_beg'>#{</span><span class='id identifier rubyid_key'>key</span><span class='embexpr_end'>}</span><span class='tstring_content'>=</span><span class='tstring_end'>"</span></span><span class='comma'>,</span> <span class='id identifier rubyid_value'>value</span><span class='rparen'>)</span> <span class='kw'>if</span> <span class='id identifier rubyid_respond_to?'>respond_to?</span><span class='lparen'>(</span><span class='tstring'><span class='tstring_beg'>"</span><span class='embexpr_beg'>#{</span><span class='id identifier rubyid_key'>key</span><span class='embexpr_end'>}</span><span class='tstring_content'>=</span><span class='tstring_end'>"</span></span><span class='rparen'>)</span>
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<span class='kw'>end</span>
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<span class='id identifier rubyid_validate!'>validate!</span> <span class='kw'>if</span> <span class='id identifier rubyid_respond_to?'>respond_to?</span><span class='lparen'>(</span><span class='symbol'>:validate!</span><span class='rparen'>)</span>
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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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