Alexandre Catarino 1a66846f9e Improves Error Handling in OptionPriceModelResult.Evaluate (#7575) ...

* Improves Error Handling in OptionPriceModelResult.Evaluate

Use the maturity calculation to calculate dividend and risk free discount to prevent the `negative time` error.

Adds Exception Message and StackTrade to `DebuggingEnabled` messages.

* Set Evaluation Date Before Every Calculation

Adds loggings to record the reference date which is set by the `Settings.setEvaluationDate` method.

2023-11-16 16:05:47 -03:00

..

StrategyMatcher

Add naked single-option strategies (#7231)

2023-05-30 15:59:28 -03:00

ConstantQLDividendYieldEstimator.cs

Feature 2839 black scholes data generator (#6135)

2022-01-10 17:21:03 -03:00

ConstantQLRiskFreeRateEstimator.cs

Calculate Option Greeks with Implied Volatility (#6720)

2022-11-17 13:35:42 -03:00

ConstantQLUnderlyingVolatilityEstimator.cs

Feature 2839 black scholes data generator (#6135)

2022-01-10 17:21:03 -03:00

CurrentPriceOptionPriceModel.cs

Fixes 5 warnings with code CS1574

2017-05-18 17:05:09 +05:30

DefaultOptionAssignmentModel.cs

Refactor automatic option assignment (#7165)

2023-04-04 17:40:31 -03:00

EmptyOptionChainProvider.cs

Refactor option chain providers

2017-08-02 22:43:15 +02:00

FedRateQLRiskFreeRateEstimator.cs

Calculate Option Greeks with Implied Volatility (#6720)

2022-11-17 13:35:42 -03:00

IOptionAssignmentModel.cs

Refactor automatic option assignment (#7165)

2023-04-04 17:40:31 -03:00

IOptionPriceModel.cs

Support for option strategies in API, QL option pricing models:

2016-09-20 17:14:25 +02:00

IQLDividendYieldEstimator.cs

Feature 2839 black scholes data generator (#6135)

2022-01-10 17:21:03 -03:00

IQLRiskFreeRateEstimator.cs

Calculate Option Greeks with Implied Volatility (#6720)

2022-11-17 13:35:42 -03:00

IQLUnderlyingVolatilityEstimator.cs

Feature 2839 black scholes data generator (#6135)

2022-01-10 17:21:03 -03:00

NullOptionAssignmentModel.cs

Refactor automatic option assignment (#7165)

2023-04-04 17:40:31 -03:00

Option.cs

Add null slippage model (#7580)

2023-11-16 16:03:37 -03:00

OptionAssignmentParameters.cs

Refactor automatic option assignment (#7165)

2023-04-04 17:40:31 -03:00

OptionAssignmentResult.cs

Refactor automatic option assignment (#7165)

2023-04-04 17:40:31 -03:00

OptionCache.cs

Adds the Option security and associated classes

2016-04-07 13:39:23 -04:00

OptionDataFilter.cs

Adds the Option security and associated classes

2016-04-07 13:39:23 -04:00

OptionExchange.cs

Adds the Option security and associated classes

2016-04-07 13:39:23 -04:00

OptionFilterUniverse.cs

Bug chain selection improvements (#7376)

2023-07-13 20:34:45 -03:00

OptionHolding.cs

SecurityHolding has a ref to an ICurrencyConverter

2018-12-04 17:06:56 -03:00

OptionMarginModel.cs

Fix naked index option margin requirement percentage (#7391)

2023-07-20 19:29:02 -03:00

OptionPortfolioModel.cs

Refactor Settlement Model API (#7225)

2023-05-01 11:23:31 -03:00

OptionPriceModelResult.cs

Feature 2839 black scholes data generator (#6135)

2022-01-10 17:21:03 -03:00

OptionPriceModels.cs

Calculate Option Greeks with Implied Volatility (#6720)

2022-11-17 13:35:42 -03:00

OptionStrategies.cs

Modernization of syntax used in argument check exceptions (#7380)

2023-07-17 14:53:17 -03:00

OptionStrategy.cs

Fix SPXW option strategies (#6939)

2023-02-08 20:24:30 -03:00

OptionStrategyPositionGroupBuyingPowerModel.cs

Options premium in margin calculations (#7294)

2023-06-06 13:07:32 -03:00

OptionSymbol.cs

IsOption Use Underlying Holidays and Early Closes if Empty (#7007)

2023-02-24 12:49:51 -03:00

OptionSymbolProperties.cs

Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)

2021-03-12 20:46:23 -03:00

QLOptionPriceModel.cs

Improves Error Handling in OptionPriceModelResult.Evaluate (#7575)

2023-11-16 16:05:47 -03:00