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Detect unsupported option style in option price model (#6388)
frostbyte_neo 发布于
2022-06-13 20:21:20 +00:00 | 1882 次提交 在此版本后已推送到 master-
Add indicator for allowed option styles to QL option price models
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Add and update option price model tests
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Update option price models methods sumary to indicate allowed option styles
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Add regression algorithms for option price models for different option styles
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Update OptionPriceModel regression algorithms to use Lean local data
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Add Python regression algorithms for option price models for different option styles
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Update OptionPriceModel regression algorithms to assert that greeks are valid
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Address changes request
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Address changes request
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Update OptionPriceModel regression algorithms to check both call and put contracts
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Update OptionPriceModel regression algorithms to use correct test data
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Update OptionPriceModel regression algorithms to throw in OnData
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Address changes request
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Update OptionPriceModel regression algorithms to assert greeks are not all zero
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