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
|
@@ -0,0 +1,967 @@
|
|
|
1
|
+
<!DOCTYPE html>
|
|
2
|
+
<html>
|
|
3
|
+
<head>
|
|
4
|
+
<meta charset="utf-8">
|
|
5
|
+
<meta name="viewport" content="width=device-width, initial-scale=1.0">
|
|
6
|
+
<title>
|
|
7
|
+
Class: OptionLab::Models::BlackScholesInfo
|
|
8
|
+
|
|
9
|
+
— OptionLab Documentation
|
|
10
|
+
|
|
11
|
+
</title>
|
|
12
|
+
|
|
13
|
+
<link rel="stylesheet" href="../../css/style.css" type="text/css" />
|
|
14
|
+
|
|
15
|
+
<link rel="stylesheet" href="../../css/common.css" type="text/css" />
|
|
16
|
+
|
|
17
|
+
<script type="text/javascript">
|
|
18
|
+
pathId = "OptionLab::Models::BlackScholesInfo";
|
|
19
|
+
relpath = '../../';
|
|
20
|
+
</script>
|
|
21
|
+
|
|
22
|
+
|
|
23
|
+
<script type="text/javascript" charset="utf-8" src="../../js/jquery.js"></script>
|
|
24
|
+
|
|
25
|
+
<script type="text/javascript" charset="utf-8" src="../../js/app.js"></script>
|
|
26
|
+
|
|
27
|
+
|
|
28
|
+
</head>
|
|
29
|
+
<body>
|
|
30
|
+
<div class="nav_wrap">
|
|
31
|
+
<iframe id="nav" src="../../class_list.html?1"></iframe>
|
|
32
|
+
<div id="resizer"></div>
|
|
33
|
+
</div>
|
|
34
|
+
|
|
35
|
+
<div id="main" tabindex="-1">
|
|
36
|
+
<div id="header">
|
|
37
|
+
<div id="menu">
|
|
38
|
+
|
|
39
|
+
<a href="../../_index.html">Index (B)</a> »
|
|
40
|
+
<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>
|
|
41
|
+
»
|
|
42
|
+
<span class="title">BlackScholesInfo</span>
|
|
43
|
+
|
|
44
|
+
</div>
|
|
45
|
+
|
|
46
|
+
<div id="search">
|
|
47
|
+
|
|
48
|
+
<a class="full_list_link" id="class_list_link"
|
|
49
|
+
href="../../class_list.html">
|
|
50
|
+
|
|
51
|
+
<svg width="24" height="24">
|
|
52
|
+
<rect x="0" y="4" width="24" height="4" rx="1" ry="1"></rect>
|
|
53
|
+
<rect x="0" y="12" width="24" height="4" rx="1" ry="1"></rect>
|
|
54
|
+
<rect x="0" y="20" width="24" height="4" rx="1" ry="1"></rect>
|
|
55
|
+
</svg>
|
|
56
|
+
</a>
|
|
57
|
+
|
|
58
|
+
</div>
|
|
59
|
+
<div class="clear"></div>
|
|
60
|
+
</div>
|
|
61
|
+
|
|
62
|
+
<div id="content"><h1>Class: OptionLab::Models::BlackScholesInfo
|
|
63
|
+
|
|
64
|
+
|
|
65
|
+
|
|
66
|
+
</h1>
|
|
67
|
+
<div class="box_info">
|
|
68
|
+
|
|
69
|
+
<dl>
|
|
70
|
+
<dt>Inherits:</dt>
|
|
71
|
+
<dd>
|
|
72
|
+
<span class="inheritName"><span class='object_link'><a href="BaseModel.html" title="OptionLab::Models::BaseModel (class)">BaseModel</a></span></span>
|
|
73
|
+
|
|
74
|
+
<ul class="fullTree">
|
|
75
|
+
<li>Object</li>
|
|
76
|
+
|
|
77
|
+
<li class="next"><span class='object_link'><a href="BaseModel.html" title="OptionLab::Models::BaseModel (class)">BaseModel</a></span></li>
|
|
78
|
+
|
|
79
|
+
<li class="next">OptionLab::Models::BlackScholesInfo</li>
|
|
80
|
+
|
|
81
|
+
</ul>
|
|
82
|
+
<a href="#" class="inheritanceTree">show all</a>
|
|
83
|
+
|
|
84
|
+
</dd>
|
|
85
|
+
</dl>
|
|
86
|
+
|
|
87
|
+
|
|
88
|
+
|
|
89
|
+
|
|
90
|
+
|
|
91
|
+
|
|
92
|
+
|
|
93
|
+
|
|
94
|
+
|
|
95
|
+
|
|
96
|
+
|
|
97
|
+
<dl>
|
|
98
|
+
<dt>Defined in:</dt>
|
|
99
|
+
<dd>lib/option_lab/models.rb</dd>
|
|
100
|
+
</dl>
|
|
101
|
+
|
|
102
|
+
</div>
|
|
103
|
+
|
|
104
|
+
<h2>Overview</h2><div class="docstring">
|
|
105
|
+
<div class="discussion">
|
|
106
|
+
<p>Black-Scholes info model</p>
|
|
107
|
+
|
|
108
|
+
|
|
109
|
+
</div>
|
|
110
|
+
</div>
|
|
111
|
+
<div class="tags">
|
|
112
|
+
|
|
113
|
+
|
|
114
|
+
</div>
|
|
115
|
+
|
|
116
|
+
|
|
117
|
+
|
|
118
|
+
<h2>Instance Attribute Summary <small><a href="#" class="summary_toggle">collapse</a></small></h2>
|
|
119
|
+
<ul class="summary">
|
|
120
|
+
|
|
121
|
+
<li class="public ">
|
|
122
|
+
<span class="summary_signature">
|
|
123
|
+
|
|
124
|
+
<a href="#call_delta-instance_method" title="#call_delta (instance method)">#<strong>call_delta</strong> ⇒ Object </a>
|
|
125
|
+
|
|
126
|
+
|
|
127
|
+
|
|
128
|
+
</span>
|
|
129
|
+
|
|
130
|
+
|
|
131
|
+
|
|
132
|
+
|
|
133
|
+
|
|
134
|
+
|
|
135
|
+
|
|
136
|
+
|
|
137
|
+
|
|
138
|
+
|
|
139
|
+
|
|
140
|
+
|
|
141
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute call_delta.</p>
|
|
142
|
+
</div></span>
|
|
143
|
+
|
|
144
|
+
</li>
|
|
145
|
+
|
|
146
|
+
|
|
147
|
+
<li class="public ">
|
|
148
|
+
<span class="summary_signature">
|
|
149
|
+
|
|
150
|
+
<a href="#call_itm_prob-instance_method" title="#call_itm_prob (instance method)">#<strong>call_itm_prob</strong> ⇒ Object </a>
|
|
151
|
+
|
|
152
|
+
|
|
153
|
+
|
|
154
|
+
</span>
|
|
155
|
+
|
|
156
|
+
|
|
157
|
+
|
|
158
|
+
|
|
159
|
+
|
|
160
|
+
|
|
161
|
+
|
|
162
|
+
|
|
163
|
+
|
|
164
|
+
|
|
165
|
+
|
|
166
|
+
|
|
167
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute call_itm_prob.</p>
|
|
168
|
+
</div></span>
|
|
169
|
+
|
|
170
|
+
</li>
|
|
171
|
+
|
|
172
|
+
|
|
173
|
+
<li class="public ">
|
|
174
|
+
<span class="summary_signature">
|
|
175
|
+
|
|
176
|
+
<a href="#call_price-instance_method" title="#call_price (instance method)">#<strong>call_price</strong> ⇒ Object </a>
|
|
177
|
+
|
|
178
|
+
|
|
179
|
+
|
|
180
|
+
</span>
|
|
181
|
+
|
|
182
|
+
|
|
183
|
+
|
|
184
|
+
|
|
185
|
+
|
|
186
|
+
|
|
187
|
+
|
|
188
|
+
|
|
189
|
+
|
|
190
|
+
|
|
191
|
+
|
|
192
|
+
|
|
193
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute call_price.</p>
|
|
194
|
+
</div></span>
|
|
195
|
+
|
|
196
|
+
</li>
|
|
197
|
+
|
|
198
|
+
|
|
199
|
+
<li class="public ">
|
|
200
|
+
<span class="summary_signature">
|
|
201
|
+
|
|
202
|
+
<a href="#call_rho-instance_method" title="#call_rho (instance method)">#<strong>call_rho</strong> ⇒ Object </a>
|
|
203
|
+
|
|
204
|
+
|
|
205
|
+
|
|
206
|
+
</span>
|
|
207
|
+
|
|
208
|
+
|
|
209
|
+
|
|
210
|
+
|
|
211
|
+
|
|
212
|
+
|
|
213
|
+
|
|
214
|
+
|
|
215
|
+
|
|
216
|
+
|
|
217
|
+
|
|
218
|
+
|
|
219
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute call_rho.</p>
|
|
220
|
+
</div></span>
|
|
221
|
+
|
|
222
|
+
</li>
|
|
223
|
+
|
|
224
|
+
|
|
225
|
+
<li class="public ">
|
|
226
|
+
<span class="summary_signature">
|
|
227
|
+
|
|
228
|
+
<a href="#call_theta-instance_method" title="#call_theta (instance method)">#<strong>call_theta</strong> ⇒ Object </a>
|
|
229
|
+
|
|
230
|
+
|
|
231
|
+
|
|
232
|
+
</span>
|
|
233
|
+
|
|
234
|
+
|
|
235
|
+
|
|
236
|
+
|
|
237
|
+
|
|
238
|
+
|
|
239
|
+
|
|
240
|
+
|
|
241
|
+
|
|
242
|
+
|
|
243
|
+
|
|
244
|
+
|
|
245
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute call_theta.</p>
|
|
246
|
+
</div></span>
|
|
247
|
+
|
|
248
|
+
</li>
|
|
249
|
+
|
|
250
|
+
|
|
251
|
+
<li class="public ">
|
|
252
|
+
<span class="summary_signature">
|
|
253
|
+
|
|
254
|
+
<a href="#gamma-instance_method" title="#gamma (instance method)">#<strong>gamma</strong> ⇒ Object </a>
|
|
255
|
+
|
|
256
|
+
|
|
257
|
+
|
|
258
|
+
</span>
|
|
259
|
+
|
|
260
|
+
|
|
261
|
+
|
|
262
|
+
|
|
263
|
+
|
|
264
|
+
|
|
265
|
+
|
|
266
|
+
|
|
267
|
+
|
|
268
|
+
|
|
269
|
+
|
|
270
|
+
|
|
271
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute gamma.</p>
|
|
272
|
+
</div></span>
|
|
273
|
+
|
|
274
|
+
</li>
|
|
275
|
+
|
|
276
|
+
|
|
277
|
+
<li class="public ">
|
|
278
|
+
<span class="summary_signature">
|
|
279
|
+
|
|
280
|
+
<a href="#put_delta-instance_method" title="#put_delta (instance method)">#<strong>put_delta</strong> ⇒ Object </a>
|
|
281
|
+
|
|
282
|
+
|
|
283
|
+
|
|
284
|
+
</span>
|
|
285
|
+
|
|
286
|
+
|
|
287
|
+
|
|
288
|
+
|
|
289
|
+
|
|
290
|
+
|
|
291
|
+
|
|
292
|
+
|
|
293
|
+
|
|
294
|
+
|
|
295
|
+
|
|
296
|
+
|
|
297
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute put_delta.</p>
|
|
298
|
+
</div></span>
|
|
299
|
+
|
|
300
|
+
</li>
|
|
301
|
+
|
|
302
|
+
|
|
303
|
+
<li class="public ">
|
|
304
|
+
<span class="summary_signature">
|
|
305
|
+
|
|
306
|
+
<a href="#put_itm_prob-instance_method" title="#put_itm_prob (instance method)">#<strong>put_itm_prob</strong> ⇒ Object </a>
|
|
307
|
+
|
|
308
|
+
|
|
309
|
+
|
|
310
|
+
</span>
|
|
311
|
+
|
|
312
|
+
|
|
313
|
+
|
|
314
|
+
|
|
315
|
+
|
|
316
|
+
|
|
317
|
+
|
|
318
|
+
|
|
319
|
+
|
|
320
|
+
|
|
321
|
+
|
|
322
|
+
|
|
323
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute put_itm_prob.</p>
|
|
324
|
+
</div></span>
|
|
325
|
+
|
|
326
|
+
</li>
|
|
327
|
+
|
|
328
|
+
|
|
329
|
+
<li class="public ">
|
|
330
|
+
<span class="summary_signature">
|
|
331
|
+
|
|
332
|
+
<a href="#put_price-instance_method" title="#put_price (instance method)">#<strong>put_price</strong> ⇒ Object </a>
|
|
333
|
+
|
|
334
|
+
|
|
335
|
+
|
|
336
|
+
</span>
|
|
337
|
+
|
|
338
|
+
|
|
339
|
+
|
|
340
|
+
|
|
341
|
+
|
|
342
|
+
|
|
343
|
+
|
|
344
|
+
|
|
345
|
+
|
|
346
|
+
|
|
347
|
+
|
|
348
|
+
|
|
349
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute put_price.</p>
|
|
350
|
+
</div></span>
|
|
351
|
+
|
|
352
|
+
</li>
|
|
353
|
+
|
|
354
|
+
|
|
355
|
+
<li class="public ">
|
|
356
|
+
<span class="summary_signature">
|
|
357
|
+
|
|
358
|
+
<a href="#put_rho-instance_method" title="#put_rho (instance method)">#<strong>put_rho</strong> ⇒ Object </a>
|
|
359
|
+
|
|
360
|
+
|
|
361
|
+
|
|
362
|
+
</span>
|
|
363
|
+
|
|
364
|
+
|
|
365
|
+
|
|
366
|
+
|
|
367
|
+
|
|
368
|
+
|
|
369
|
+
|
|
370
|
+
|
|
371
|
+
|
|
372
|
+
|
|
373
|
+
|
|
374
|
+
|
|
375
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute put_rho.</p>
|
|
376
|
+
</div></span>
|
|
377
|
+
|
|
378
|
+
</li>
|
|
379
|
+
|
|
380
|
+
|
|
381
|
+
<li class="public ">
|
|
382
|
+
<span class="summary_signature">
|
|
383
|
+
|
|
384
|
+
<a href="#put_theta-instance_method" title="#put_theta (instance method)">#<strong>put_theta</strong> ⇒ Object </a>
|
|
385
|
+
|
|
386
|
+
|
|
387
|
+
|
|
388
|
+
</span>
|
|
389
|
+
|
|
390
|
+
|
|
391
|
+
|
|
392
|
+
|
|
393
|
+
|
|
394
|
+
|
|
395
|
+
|
|
396
|
+
|
|
397
|
+
|
|
398
|
+
|
|
399
|
+
|
|
400
|
+
|
|
401
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute put_theta.</p>
|
|
402
|
+
</div></span>
|
|
403
|
+
|
|
404
|
+
</li>
|
|
405
|
+
|
|
406
|
+
|
|
407
|
+
<li class="public ">
|
|
408
|
+
<span class="summary_signature">
|
|
409
|
+
|
|
410
|
+
<a href="#vega-instance_method" title="#vega (instance method)">#<strong>vega</strong> ⇒ Object </a>
|
|
411
|
+
|
|
412
|
+
|
|
413
|
+
|
|
414
|
+
</span>
|
|
415
|
+
|
|
416
|
+
|
|
417
|
+
|
|
418
|
+
|
|
419
|
+
|
|
420
|
+
|
|
421
|
+
|
|
422
|
+
|
|
423
|
+
|
|
424
|
+
|
|
425
|
+
|
|
426
|
+
|
|
427
|
+
<span class="summary_desc"><div class='inline'><p>Returns the value of attribute vega.</p>
|
|
428
|
+
</div></span>
|
|
429
|
+
|
|
430
|
+
</li>
|
|
431
|
+
|
|
432
|
+
|
|
433
|
+
</ul>
|
|
434
|
+
|
|
435
|
+
|
|
436
|
+
|
|
437
|
+
|
|
438
|
+
|
|
439
|
+
|
|
440
|
+
<div id="constructor_details" class="method_details_list">
|
|
441
|
+
<h2>Constructor Details</h2>
|
|
442
|
+
|
|
443
|
+
<p class="notice">This class inherits a constructor from <span class='object_link'><a href="BaseModel.html#initialize-instance_method" title="OptionLab::Models::BaseModel#initialize (method)">OptionLab::Models::BaseModel</a></span></p>
|
|
444
|
+
|
|
445
|
+
</div>
|
|
446
|
+
|
|
447
|
+
<div id="instance_attr_details" class="attr_details">
|
|
448
|
+
<h2>Instance Attribute Details</h2>
|
|
449
|
+
|
|
450
|
+
|
|
451
|
+
<span id="call_delta=-instance_method"></span>
|
|
452
|
+
<div class="method_details first">
|
|
453
|
+
<h3 class="signature first" id="call_delta-instance_method">
|
|
454
|
+
|
|
455
|
+
#<strong>call_delta</strong> ⇒ <tt>Object</tt>
|
|
456
|
+
|
|
457
|
+
|
|
458
|
+
|
|
459
|
+
|
|
460
|
+
|
|
461
|
+
</h3><div class="docstring">
|
|
462
|
+
<div class="discussion">
|
|
463
|
+
<p>Returns the value of attribute call_delta.</p>
|
|
464
|
+
|
|
465
|
+
|
|
466
|
+
</div>
|
|
467
|
+
</div>
|
|
468
|
+
<div class="tags">
|
|
469
|
+
|
|
470
|
+
|
|
471
|
+
</div><table class="source_code">
|
|
472
|
+
<tr>
|
|
473
|
+
<td>
|
|
474
|
+
<pre class="lines">
|
|
475
|
+
|
|
476
|
+
|
|
477
|
+
530
|
|
478
|
+
531
|
|
479
|
+
532</pre>
|
|
480
|
+
</td>
|
|
481
|
+
<td>
|
|
482
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 530</span>
|
|
483
|
+
|
|
484
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_call_delta'>call_delta</span>
|
|
485
|
+
<span class='ivar'>@call_delta</span>
|
|
486
|
+
<span class='kw'>end</span></pre>
|
|
487
|
+
</td>
|
|
488
|
+
</tr>
|
|
489
|
+
</table>
|
|
490
|
+
</div>
|
|
491
|
+
|
|
492
|
+
|
|
493
|
+
<span id="call_itm_prob=-instance_method"></span>
|
|
494
|
+
<div class="method_details ">
|
|
495
|
+
<h3 class="signature " id="call_itm_prob-instance_method">
|
|
496
|
+
|
|
497
|
+
#<strong>call_itm_prob</strong> ⇒ <tt>Object</tt>
|
|
498
|
+
|
|
499
|
+
|
|
500
|
+
|
|
501
|
+
|
|
502
|
+
|
|
503
|
+
</h3><div class="docstring">
|
|
504
|
+
<div class="discussion">
|
|
505
|
+
<p>Returns the value of attribute call_itm_prob.</p>
|
|
506
|
+
|
|
507
|
+
|
|
508
|
+
</div>
|
|
509
|
+
</div>
|
|
510
|
+
<div class="tags">
|
|
511
|
+
|
|
512
|
+
|
|
513
|
+
</div><table class="source_code">
|
|
514
|
+
<tr>
|
|
515
|
+
<td>
|
|
516
|
+
<pre class="lines">
|
|
517
|
+
|
|
518
|
+
|
|
519
|
+
530
|
|
520
|
+
531
|
|
521
|
+
532</pre>
|
|
522
|
+
</td>
|
|
523
|
+
<td>
|
|
524
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 530</span>
|
|
525
|
+
|
|
526
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_call_itm_prob'>call_itm_prob</span>
|
|
527
|
+
<span class='ivar'>@call_itm_prob</span>
|
|
528
|
+
<span class='kw'>end</span></pre>
|
|
529
|
+
</td>
|
|
530
|
+
</tr>
|
|
531
|
+
</table>
|
|
532
|
+
</div>
|
|
533
|
+
|
|
534
|
+
|
|
535
|
+
<span id="call_price=-instance_method"></span>
|
|
536
|
+
<div class="method_details ">
|
|
537
|
+
<h3 class="signature " id="call_price-instance_method">
|
|
538
|
+
|
|
539
|
+
#<strong>call_price</strong> ⇒ <tt>Object</tt>
|
|
540
|
+
|
|
541
|
+
|
|
542
|
+
|
|
543
|
+
|
|
544
|
+
|
|
545
|
+
</h3><div class="docstring">
|
|
546
|
+
<div class="discussion">
|
|
547
|
+
<p>Returns the value of attribute call_price.</p>
|
|
548
|
+
|
|
549
|
+
|
|
550
|
+
</div>
|
|
551
|
+
</div>
|
|
552
|
+
<div class="tags">
|
|
553
|
+
|
|
554
|
+
|
|
555
|
+
</div><table class="source_code">
|
|
556
|
+
<tr>
|
|
557
|
+
<td>
|
|
558
|
+
<pre class="lines">
|
|
559
|
+
|
|
560
|
+
|
|
561
|
+
530
|
|
562
|
+
531
|
|
563
|
+
532</pre>
|
|
564
|
+
</td>
|
|
565
|
+
<td>
|
|
566
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 530</span>
|
|
567
|
+
|
|
568
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_call_price'>call_price</span>
|
|
569
|
+
<span class='ivar'>@call_price</span>
|
|
570
|
+
<span class='kw'>end</span></pre>
|
|
571
|
+
</td>
|
|
572
|
+
</tr>
|
|
573
|
+
</table>
|
|
574
|
+
</div>
|
|
575
|
+
|
|
576
|
+
|
|
577
|
+
<span id="call_rho=-instance_method"></span>
|
|
578
|
+
<div class="method_details ">
|
|
579
|
+
<h3 class="signature " id="call_rho-instance_method">
|
|
580
|
+
|
|
581
|
+
#<strong>call_rho</strong> ⇒ <tt>Object</tt>
|
|
582
|
+
|
|
583
|
+
|
|
584
|
+
|
|
585
|
+
|
|
586
|
+
|
|
587
|
+
</h3><div class="docstring">
|
|
588
|
+
<div class="discussion">
|
|
589
|
+
<p>Returns the value of attribute call_rho.</p>
|
|
590
|
+
|
|
591
|
+
|
|
592
|
+
</div>
|
|
593
|
+
</div>
|
|
594
|
+
<div class="tags">
|
|
595
|
+
|
|
596
|
+
|
|
597
|
+
</div><table class="source_code">
|
|
598
|
+
<tr>
|
|
599
|
+
<td>
|
|
600
|
+
<pre class="lines">
|
|
601
|
+
|
|
602
|
+
|
|
603
|
+
530
|
|
604
|
+
531
|
|
605
|
+
532</pre>
|
|
606
|
+
</td>
|
|
607
|
+
<td>
|
|
608
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 530</span>
|
|
609
|
+
|
|
610
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_call_rho'>call_rho</span>
|
|
611
|
+
<span class='ivar'>@call_rho</span>
|
|
612
|
+
<span class='kw'>end</span></pre>
|
|
613
|
+
</td>
|
|
614
|
+
</tr>
|
|
615
|
+
</table>
|
|
616
|
+
</div>
|
|
617
|
+
|
|
618
|
+
|
|
619
|
+
<span id="call_theta=-instance_method"></span>
|
|
620
|
+
<div class="method_details ">
|
|
621
|
+
<h3 class="signature " id="call_theta-instance_method">
|
|
622
|
+
|
|
623
|
+
#<strong>call_theta</strong> ⇒ <tt>Object</tt>
|
|
624
|
+
|
|
625
|
+
|
|
626
|
+
|
|
627
|
+
|
|
628
|
+
|
|
629
|
+
</h3><div class="docstring">
|
|
630
|
+
<div class="discussion">
|
|
631
|
+
<p>Returns the value of attribute call_theta.</p>
|
|
632
|
+
|
|
633
|
+
|
|
634
|
+
</div>
|
|
635
|
+
</div>
|
|
636
|
+
<div class="tags">
|
|
637
|
+
|
|
638
|
+
|
|
639
|
+
</div><table class="source_code">
|
|
640
|
+
<tr>
|
|
641
|
+
<td>
|
|
642
|
+
<pre class="lines">
|
|
643
|
+
|
|
644
|
+
|
|
645
|
+
530
|
|
646
|
+
531
|
|
647
|
+
532</pre>
|
|
648
|
+
</td>
|
|
649
|
+
<td>
|
|
650
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 530</span>
|
|
651
|
+
|
|
652
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_call_theta'>call_theta</span>
|
|
653
|
+
<span class='ivar'>@call_theta</span>
|
|
654
|
+
<span class='kw'>end</span></pre>
|
|
655
|
+
</td>
|
|
656
|
+
</tr>
|
|
657
|
+
</table>
|
|
658
|
+
</div>
|
|
659
|
+
|
|
660
|
+
|
|
661
|
+
<span id="gamma=-instance_method"></span>
|
|
662
|
+
<div class="method_details ">
|
|
663
|
+
<h3 class="signature " id="gamma-instance_method">
|
|
664
|
+
|
|
665
|
+
#<strong>gamma</strong> ⇒ <tt>Object</tt>
|
|
666
|
+
|
|
667
|
+
|
|
668
|
+
|
|
669
|
+
|
|
670
|
+
|
|
671
|
+
</h3><div class="docstring">
|
|
672
|
+
<div class="discussion">
|
|
673
|
+
<p>Returns the value of attribute gamma.</p>
|
|
674
|
+
|
|
675
|
+
|
|
676
|
+
</div>
|
|
677
|
+
</div>
|
|
678
|
+
<div class="tags">
|
|
679
|
+
|
|
680
|
+
|
|
681
|
+
</div><table class="source_code">
|
|
682
|
+
<tr>
|
|
683
|
+
<td>
|
|
684
|
+
<pre class="lines">
|
|
685
|
+
|
|
686
|
+
|
|
687
|
+
530
|
|
688
|
+
531
|
|
689
|
+
532</pre>
|
|
690
|
+
</td>
|
|
691
|
+
<td>
|
|
692
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 530</span>
|
|
693
|
+
|
|
694
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_gamma'>gamma</span>
|
|
695
|
+
<span class='ivar'>@gamma</span>
|
|
696
|
+
<span class='kw'>end</span></pre>
|
|
697
|
+
</td>
|
|
698
|
+
</tr>
|
|
699
|
+
</table>
|
|
700
|
+
</div>
|
|
701
|
+
|
|
702
|
+
|
|
703
|
+
<span id="put_delta=-instance_method"></span>
|
|
704
|
+
<div class="method_details ">
|
|
705
|
+
<h3 class="signature " id="put_delta-instance_method">
|
|
706
|
+
|
|
707
|
+
#<strong>put_delta</strong> ⇒ <tt>Object</tt>
|
|
708
|
+
|
|
709
|
+
|
|
710
|
+
|
|
711
|
+
|
|
712
|
+
|
|
713
|
+
</h3><div class="docstring">
|
|
714
|
+
<div class="discussion">
|
|
715
|
+
<p>Returns the value of attribute put_delta.</p>
|
|
716
|
+
|
|
717
|
+
|
|
718
|
+
</div>
|
|
719
|
+
</div>
|
|
720
|
+
<div class="tags">
|
|
721
|
+
|
|
722
|
+
|
|
723
|
+
</div><table class="source_code">
|
|
724
|
+
<tr>
|
|
725
|
+
<td>
|
|
726
|
+
<pre class="lines">
|
|
727
|
+
|
|
728
|
+
|
|
729
|
+
530
|
|
730
|
+
531
|
|
731
|
+
532</pre>
|
|
732
|
+
</td>
|
|
733
|
+
<td>
|
|
734
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 530</span>
|
|
735
|
+
|
|
736
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_put_delta'>put_delta</span>
|
|
737
|
+
<span class='ivar'>@put_delta</span>
|
|
738
|
+
<span class='kw'>end</span></pre>
|
|
739
|
+
</td>
|
|
740
|
+
</tr>
|
|
741
|
+
</table>
|
|
742
|
+
</div>
|
|
743
|
+
|
|
744
|
+
|
|
745
|
+
<span id="put_itm_prob=-instance_method"></span>
|
|
746
|
+
<div class="method_details ">
|
|
747
|
+
<h3 class="signature " id="put_itm_prob-instance_method">
|
|
748
|
+
|
|
749
|
+
#<strong>put_itm_prob</strong> ⇒ <tt>Object</tt>
|
|
750
|
+
|
|
751
|
+
|
|
752
|
+
|
|
753
|
+
|
|
754
|
+
|
|
755
|
+
</h3><div class="docstring">
|
|
756
|
+
<div class="discussion">
|
|
757
|
+
<p>Returns the value of attribute put_itm_prob.</p>
|
|
758
|
+
|
|
759
|
+
|
|
760
|
+
</div>
|
|
761
|
+
</div>
|
|
762
|
+
<div class="tags">
|
|
763
|
+
|
|
764
|
+
|
|
765
|
+
</div><table class="source_code">
|
|
766
|
+
<tr>
|
|
767
|
+
<td>
|
|
768
|
+
<pre class="lines">
|
|
769
|
+
|
|
770
|
+
|
|
771
|
+
530
|
|
772
|
+
531
|
|
773
|
+
532</pre>
|
|
774
|
+
</td>
|
|
775
|
+
<td>
|
|
776
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 530</span>
|
|
777
|
+
|
|
778
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_put_itm_prob'>put_itm_prob</span>
|
|
779
|
+
<span class='ivar'>@put_itm_prob</span>
|
|
780
|
+
<span class='kw'>end</span></pre>
|
|
781
|
+
</td>
|
|
782
|
+
</tr>
|
|
783
|
+
</table>
|
|
784
|
+
</div>
|
|
785
|
+
|
|
786
|
+
|
|
787
|
+
<span id="put_price=-instance_method"></span>
|
|
788
|
+
<div class="method_details ">
|
|
789
|
+
<h3 class="signature " id="put_price-instance_method">
|
|
790
|
+
|
|
791
|
+
#<strong>put_price</strong> ⇒ <tt>Object</tt>
|
|
792
|
+
|
|
793
|
+
|
|
794
|
+
|
|
795
|
+
|
|
796
|
+
|
|
797
|
+
</h3><div class="docstring">
|
|
798
|
+
<div class="discussion">
|
|
799
|
+
<p>Returns the value of attribute put_price.</p>
|
|
800
|
+
|
|
801
|
+
|
|
802
|
+
</div>
|
|
803
|
+
</div>
|
|
804
|
+
<div class="tags">
|
|
805
|
+
|
|
806
|
+
|
|
807
|
+
</div><table class="source_code">
|
|
808
|
+
<tr>
|
|
809
|
+
<td>
|
|
810
|
+
<pre class="lines">
|
|
811
|
+
|
|
812
|
+
|
|
813
|
+
530
|
|
814
|
+
531
|
|
815
|
+
532</pre>
|
|
816
|
+
</td>
|
|
817
|
+
<td>
|
|
818
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 530</span>
|
|
819
|
+
|
|
820
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_put_price'>put_price</span>
|
|
821
|
+
<span class='ivar'>@put_price</span>
|
|
822
|
+
<span class='kw'>end</span></pre>
|
|
823
|
+
</td>
|
|
824
|
+
</tr>
|
|
825
|
+
</table>
|
|
826
|
+
</div>
|
|
827
|
+
|
|
828
|
+
|
|
829
|
+
<span id="put_rho=-instance_method"></span>
|
|
830
|
+
<div class="method_details ">
|
|
831
|
+
<h3 class="signature " id="put_rho-instance_method">
|
|
832
|
+
|
|
833
|
+
#<strong>put_rho</strong> ⇒ <tt>Object</tt>
|
|
834
|
+
|
|
835
|
+
|
|
836
|
+
|
|
837
|
+
|
|
838
|
+
|
|
839
|
+
</h3><div class="docstring">
|
|
840
|
+
<div class="discussion">
|
|
841
|
+
<p>Returns the value of attribute put_rho.</p>
|
|
842
|
+
|
|
843
|
+
|
|
844
|
+
</div>
|
|
845
|
+
</div>
|
|
846
|
+
<div class="tags">
|
|
847
|
+
|
|
848
|
+
|
|
849
|
+
</div><table class="source_code">
|
|
850
|
+
<tr>
|
|
851
|
+
<td>
|
|
852
|
+
<pre class="lines">
|
|
853
|
+
|
|
854
|
+
|
|
855
|
+
530
|
|
856
|
+
531
|
|
857
|
+
532</pre>
|
|
858
|
+
</td>
|
|
859
|
+
<td>
|
|
860
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 530</span>
|
|
861
|
+
|
|
862
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_put_rho'>put_rho</span>
|
|
863
|
+
<span class='ivar'>@put_rho</span>
|
|
864
|
+
<span class='kw'>end</span></pre>
|
|
865
|
+
</td>
|
|
866
|
+
</tr>
|
|
867
|
+
</table>
|
|
868
|
+
</div>
|
|
869
|
+
|
|
870
|
+
|
|
871
|
+
<span id="put_theta=-instance_method"></span>
|
|
872
|
+
<div class="method_details ">
|
|
873
|
+
<h3 class="signature " id="put_theta-instance_method">
|
|
874
|
+
|
|
875
|
+
#<strong>put_theta</strong> ⇒ <tt>Object</tt>
|
|
876
|
+
|
|
877
|
+
|
|
878
|
+
|
|
879
|
+
|
|
880
|
+
|
|
881
|
+
</h3><div class="docstring">
|
|
882
|
+
<div class="discussion">
|
|
883
|
+
<p>Returns the value of attribute put_theta.</p>
|
|
884
|
+
|
|
885
|
+
|
|
886
|
+
</div>
|
|
887
|
+
</div>
|
|
888
|
+
<div class="tags">
|
|
889
|
+
|
|
890
|
+
|
|
891
|
+
</div><table class="source_code">
|
|
892
|
+
<tr>
|
|
893
|
+
<td>
|
|
894
|
+
<pre class="lines">
|
|
895
|
+
|
|
896
|
+
|
|
897
|
+
530
|
|
898
|
+
531
|
|
899
|
+
532</pre>
|
|
900
|
+
</td>
|
|
901
|
+
<td>
|
|
902
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 530</span>
|
|
903
|
+
|
|
904
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_put_theta'>put_theta</span>
|
|
905
|
+
<span class='ivar'>@put_theta</span>
|
|
906
|
+
<span class='kw'>end</span></pre>
|
|
907
|
+
</td>
|
|
908
|
+
</tr>
|
|
909
|
+
</table>
|
|
910
|
+
</div>
|
|
911
|
+
|
|
912
|
+
|
|
913
|
+
<span id="vega=-instance_method"></span>
|
|
914
|
+
<div class="method_details ">
|
|
915
|
+
<h3 class="signature " id="vega-instance_method">
|
|
916
|
+
|
|
917
|
+
#<strong>vega</strong> ⇒ <tt>Object</tt>
|
|
918
|
+
|
|
919
|
+
|
|
920
|
+
|
|
921
|
+
|
|
922
|
+
|
|
923
|
+
</h3><div class="docstring">
|
|
924
|
+
<div class="discussion">
|
|
925
|
+
<p>Returns the value of attribute vega.</p>
|
|
926
|
+
|
|
927
|
+
|
|
928
|
+
</div>
|
|
929
|
+
</div>
|
|
930
|
+
<div class="tags">
|
|
931
|
+
|
|
932
|
+
|
|
933
|
+
</div><table class="source_code">
|
|
934
|
+
<tr>
|
|
935
|
+
<td>
|
|
936
|
+
<pre class="lines">
|
|
937
|
+
|
|
938
|
+
|
|
939
|
+
530
|
|
940
|
+
531
|
|
941
|
+
532</pre>
|
|
942
|
+
</td>
|
|
943
|
+
<td>
|
|
944
|
+
<pre class="code"><span class="info file"># File 'lib/option_lab/models.rb', line 530</span>
|
|
945
|
+
|
|
946
|
+
<span class='kw'>def</span> <span class='id identifier rubyid_vega'>vega</span>
|
|
947
|
+
<span class='ivar'>@vega</span>
|
|
948
|
+
<span class='kw'>end</span></pre>
|
|
949
|
+
</td>
|
|
950
|
+
</tr>
|
|
951
|
+
</table>
|
|
952
|
+
</div>
|
|
953
|
+
|
|
954
|
+
</div>
|
|
955
|
+
|
|
956
|
+
|
|
957
|
+
</div>
|
|
958
|
+
|
|
959
|
+
<div id="footer">
|
|
960
|
+
Generated on Sun Apr 27 16:09:34 2025 by
|
|
961
|
+
<a href="https://yardoc.org" title="Yay! A Ruby Documentation Tool" target="_parent">yard</a>
|
|
962
|
+
0.9.37 (ruby-3.3.3).
|
|
963
|
+
</div>
|
|
964
|
+
|
|
965
|
+
</div>
|
|
966
|
+
</body>
|
|
967
|
+
</html>
|