Class: Option

Inherits:
Object
  • Object
show all
Defined in:
lib/options-lib/option.rb

Constant Summary collapse

CALL = 
'CALL'
PUT = 
'PUT'

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(type, stock, strike, exp, symbol = nil) ⇒ Option

Returns a new instance of Option.



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# File 'lib/options-lib/option.rb', line 11

def initialize(type, stock, strike, exp, symbol = nil)
  raise "Invalid type: #{type}" if type != CALL and type != PUT

  @type, @stock, @strike = type, stock, strike.to_f

  if exp =~ /(\d{4})[\-\/](\d{1,2})[\-\/](\d{1,2})/
    @exp = Date.new($1.to_i, $2.to_i, $3.to_i)
  else
    raise "Cannot parse expiration date: #{exp}"
  end
  
  s = "#{stock}_#{type == CALL ? 'C' : 'P'}#{@strike.prettify}_#{@exp.day}"
  s << Date::MONTHNAMES[@exp.month][0,3].upcase
  s << @exp.year.to_s
  @internal_symbol = s

  if not symbol
    @symbol = @internal_symbol
  else
    @symbol = symbol
  end
end

Instance Attribute Details

#exp ⇒ Object (readonly)

Returns the value of attribute exp.



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# File 'lib/options-lib/option.rb', line 9

def exp
  @exp
end

#internal_symbol ⇒ Object (readonly)

Returns the value of attribute internal_symbol.



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# File 'lib/options-lib/option.rb', line 9

def internal_symbol
  @internal_symbol
end

#stock ⇒ Object (readonly)

Returns the value of attribute stock.



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# File 'lib/options-lib/option.rb', line 9

def stock
  @stock
end

#strike ⇒ Object (readonly)

Returns the value of attribute strike.



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# File 'lib/options-lib/option.rb', line 9

def strike
  @strike
end

#symbol ⇒ Object (readonly)

Returns the value of attribute symbol.



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# File 'lib/options-lib/option.rb', line 9

def symbol
  @symbol
end

#type ⇒ Object (readonly)

Returns the value of attribute type.



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# File 'lib/options-lib/option.rb', line 9

def type
  @type
end

Instance Method Details

#days_to_exp ⇒ Object

Business days (= minus Sat and Sun) until expiration



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# File 'lib/options-lib/option.rb', line 43

def days_to_exp
  total = 0
  curr_day = Date.today
  while curr_day <= exp
    total += 1 if curr_day.wday != 0 and curr_day.wday != 6
    curr_day = curr_day.next
  end
  total
end

#inspect ⇒ Object 



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# File 'lib/options-lib/option.rb', line 57

def inspect
  @internal_symbol
end

#is_call? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/options-lib/option.rb', line 34

def is_call?
  @type == CALL
end

#is_put? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/options-lib/option.rb', line 38

def is_put?
  @type == PUT
end

#to_s ⇒ Object 



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# File 'lib/options-lib/option.rb', line 53

def to_s
  @internal_symbol
end