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Change default American Option Pricing model to Binomial CRR model (#7426) 
* Add unit test and test data

* Add unit test for model greeks accuracy and comparison

* Add regression test

* Correction on previous unit test to use realtime official IB Greeks

* Switch default American option price model to CRR model

* Address peer review
2023-08-18 14:34:46 -03:00
..
alphastreams/portfoliostate
Alpha holdings state (#5770)
2021-08-19 13:56:18 -03:00
estimize
Removes Alternative Data Files
2019-07-11 00:12:01 +01:00
interest-rate/usa
Change default American Option Pricing model to Binomial CRR model (#7426)
2023-08-18 14:34:46 -03:00
sec/aapl
Removes Alternative Data Files
2019-07-11 00:12:01 +01:00
trading-economics
Add rategate to all requests so that we don't run over rate limits
2019-07-16 12:02:47 -07:00