Commit Graph

2 Commits

Author SHA1 Message Date
quant1729 43db7f96c9 - Added support for basic initial/maintenance margin (selected contracts). Tests.
- Fixed symbol properties file for IR contracts
- Added VIX index to futures symbol nomenclature (futures.cs)
2016-10-02 18:18:07 +02:00
quant1729 5b2b4753d4 Added support for basic option strategies 2016-09-18 21:26:38 +02:00