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Author SHA1 Message Date
Louis Szeto aae6d617fb Option Strategy: Jelly Roll & Ladder (#8092)
API Tests / build (push) Has been cancelled
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* Define Jelly Roll

* Margin Model

* Add universe filter

* unit tests

* add regression tests

* add definitions

* universe filter

* margin model

* unit tests

* bug fix

* unit tests

* regression tests

* typo

* peer review

* peer review 2

* bug fix, address peer review

* minor fix

* Fixes `middleStrike` Parameter Description

The "middle strike" instead of "with higher/lower" to match the parameter description with name.

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Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
 2024-06-27 15:58:06 -03:00