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Implied Volatility Indicator for Options (#7680)
frostbyte_neo 发布于
2024-01-18 16:50:49 +00:00 | 1093 次提交 在此版本后已推送到 master-
Add IV indicator
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Fix bug
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Add QCAlgorithm helper method
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Add unit tests
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Add OptionPricingModelType, as option for greeks & IV estimation
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Nit, and fix bug
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Address peer review
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Fix bug
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Fix bug on CRR
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Ensure test indicator initiate correctly
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Address 2nd review
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Check for FOPs and index options as well
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Add comparison with QuantLib
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CRR not follow BSM
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minor bug fix
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