API for Amuraivel/tradeMaster
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
Amuraivel/tradeMaster documentation built on May 28, 2017, 3:53 p.m.