A Framework for Multi-Asset Multi-Strategy Option Portfolios

Global functions | |
---|---|

blackscholes | Source code |

computeConstituentIVfromIndexIV | Source code |

computeIndexIVfromConstituentIV | Source code |

compute_constituent_volatilities | Source code |

compute_index_volatility | Man page |

compute_index_weights | Man page |

compute_market_capitalization | Man page |

getOptimalPortfolio | Source code |

get_index_weights | Source code |

readICEFormat | Source code |

readIVolatityFormat | Source code |

tickPrice | Source code Source code |

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