-
Implement indicator-based option price model (#9237)
frostbyte_neo 发布于
2026-02-19 19:15:25 +00:00 | 170 次提交 在此版本后已推送到 master- Implement indicator-based option price model
This model uses IV and Greeks indicators to implement Lean's own option pricing model
-
Minor fixes
-
Address peer review
-
Minor tests fixes
-
Make the indicator based price model the default for options
-
Address peer review
-
Cleanup and minor changes
-
Support indicators configuration for new pricing model
-
Some cleanup
-
Add QL option price model example algorithm
-
Return lean models from static helpers
-
Minor tests fixes
-
Minor test fixes
-
Address peer review
-
Cleanup
-
Fix unit tests
-
Move QL models to OptionPriceModels.QuantLib.*
-
Add forward tree helper method
下载附件