Man pages for zumthor86/optPnL
Plots options strategy profit and loss diagrams

aggregate_strategyCalculate strategy pnl for single option
compute_option_greeksCompute selected option greek for given vol+price+time
compute_option_pnlCompute option leg pnl before accounting for premiums
compute_option_scenariosCompute option price scenarios at a given point in time
compute_strategy_pnlCompute strategy pnl
compute_ttm_yearsCompute the time until maturity of an option, measured in...
create_stratCreate strategy from dataframe
pipePipe operator
plot_scenario_surfacePlot option scenarios
plot_strategy_pnlPlot strategy pnl
plot_strategy_scenariosPlot an existing positions PnL scenarios at a given time
zumthor86/optPnL documentation built on Nov. 19, 2020, 5:15 p.m.