Jhonathan Abreu
e68ee853db
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Syntax Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
* 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