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FOPs margin as a curve (#5607)
frostbyte_neo 发布于
2021-05-26 21:09:05 +00:00 | 2358 次提交 在此版本后已推送到 master- FOPs margin as a curve
- Adjust FOPs margin requirement so that it behaves like an 'S' curve
for the contract strike, around the underlying price and it's margin requirement.
Based on IB behavior. Adding unit tests for different future contracts - Improve a couple of unit test cleanup
- Add ES Short Call unit test
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