Class: OptionLab::Models::BlackScholesInfo

Inherits:
BaseModel
  • Object
show all
Defined in:
lib/option_lab/models.rb

Overview

Black-Scholes info model

Instance Attribute Summary collapse

Constructor Details

This class inherits a constructor from OptionLab::Models::BaseModel

Instance Attribute Details

#call_delta ⇒ Object

Returns the value of attribute call_delta.



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# File 'lib/option_lab/models.rb', line 600

def call_delta
  @call_delta
end

#call_itm_prob ⇒ Object

Returns the value of attribute call_itm_prob.



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# File 'lib/option_lab/models.rb', line 600

def call_itm_prob
  @call_itm_prob
end

#call_price ⇒ Object

Returns the value of attribute call_price.



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# File 'lib/option_lab/models.rb', line 600

def call_price
  @call_price
end

#call_rho ⇒ Object

Returns the value of attribute call_rho.



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# File 'lib/option_lab/models.rb', line 600

def call_rho
  @call_rho
end

#call_theta ⇒ Object

Returns the value of attribute call_theta.



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# File 'lib/option_lab/models.rb', line 600

def call_theta
  @call_theta
end

#gamma ⇒ Object

Returns the value of attribute gamma.



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# File 'lib/option_lab/models.rb', line 600

def gamma
  @gamma
end

#put_delta ⇒ Object

Returns the value of attribute put_delta.



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# File 'lib/option_lab/models.rb', line 600

def put_delta
  @put_delta
end

#put_itm_prob ⇒ Object

Returns the value of attribute put_itm_prob.



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# File 'lib/option_lab/models.rb', line 600

def put_itm_prob
  @put_itm_prob
end

#put_price ⇒ Object

Returns the value of attribute put_price.



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# File 'lib/option_lab/models.rb', line 600

def put_price
  @put_price
end

#put_rho ⇒ Object

Returns the value of attribute put_rho.



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# File 'lib/option_lab/models.rb', line 600

def put_rho
  @put_rho
end

#put_theta ⇒ Object

Returns the value of attribute put_theta.



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# File 'lib/option_lab/models.rb', line 600

def put_theta
  @put_theta
end

#vega ⇒ Object

Returns the value of attribute vega.



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# File 'lib/option_lab/models.rb', line 600

def vega
  @vega
end