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Author SHA1 Message Date
Ryan Russell 98fa4464ce docs: excersizing -> exercising (#6559)
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* docs: `excersizing` -> `exercising`

Signed-off-by: Ryan Russell <git@ryanrussell.org>

* docs: fix `exercising for exercising`

Signed-off-by: Ryan Russell <git@ryanrussell.org>

* docs: `migth` -> `might`

Signed-off-by: Ryan Russell <git@ryanrussell.org>

Signed-off-by: Ryan Russell <git@ryanrussell.org>
 2022-08-18 11:00:26 -03:00
Jhonathan Abreu 4a41c2ea90 Detect unsupported option style in option price model (#6388)
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* Add indicator for allowed option styles to QL option price models

* Add and update option price model tests

* Update option price models methods sumary to indicate allowed option styles

* Add regression algorithms for option price models for different option styles

* Update OptionPriceModel regression algorithms to use Lean local data

* Add Python regression algorithms for option price models for different option styles

* Update OptionPriceModel regression algorithms to assert that greeks are valid

* Address changes request

* Address changes request

* Update OptionPriceModel regression algorithms to check both call and put contracts

* Update OptionPriceModel regression algorithms to use correct test data

* Update OptionPriceModel regression algorithms to throw in OnData

* Address changes request

* Update OptionPriceModel regression algorithms to assert greeks are not all zero
 2022-06-13 16:21:20 -04:00