b34cea4458
* Using IV to calculate Greeks, and remove single-step stochastic approximation * Correct calculation for theta, vega, rho * Add calculation from Black Calculator and peer review * Address peer review and added unit test * Update some tests and correct vega/eho * Fix Unit Test and Improve Comments Fixes `IndexOptionCallITMGreeksExpiryRegressionAlgorithm` since `Vega` was really non-zero. * Fix regression test and add IV calculation * refactor and bug fixing on peer review * refactor and bug fixing on peer review * for rerun test * add warning on IV estimation not coveraged and edit speed unit test to not exceed 2s per 1000 iteration * update logging * update logging and description * Add default option pricing models and unit tests * address review * Added Fed interest rate as risk-free rate with unit tests and set as default for option greeks calculation, added regression algorithms, addressed peer review * refactor structure of interest rate * Skip Saturday and Sunday * regression test fix * peer review * Fixes Interest Rate Provider Logic * Minor tweaks * Fix start date * Minor test tweak * Update interest rates * Fix unit tests * Add minor log Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com> Co-authored-by: Martin-Molinero <martin@quantconnect.com>