Module: OptionLab::Models

Defined in:

lib/option_lab/models.rb

Defined Under Namespace

Classes: AmericanModelInputs, ArrayInputs, BaseModel, BinomialModelInputs, BlackScholesInfo, BlackScholesModelInputs, ClosedPosition, EngineData, EngineDataResults, Inputs, LaplaceInputs, Option, Outputs, PoPOutputs, PricingResult, Stock, TreeVisualization

Constant Summary

PRICING_MODELS =

Add pricing model constant to the existing models

%w[black-scholes binomial bjerksund-stensland].freeze

OPTION_TYPES =

Option types allowed in the system

%w[call put].freeze

ACTION_TYPES =

Action types allowed in the system

%w[buy sell].freeze

Class Method Summary

• .init_empty_array ⇒ Object

  Initialize empty Numo array.

Class Method Details

.init_empty_array ⇒ Object

Initialize empty Numo array

# File 'lib/option_lab/models.rb', line 161

def self.init_empty_array
  Numo::DFloat.new(0)
end