com.optstack.math

ExpirationRiskModelT

trait ExpirationRiskModelT extends RiskModelT

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RiskModelT, AnyRef, Any
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Abstract Value Members

  1. abstract def calcMarginAndRiskInfo(legs: Seq[LegT], normalizePerUnit: Boolean = false): MarginInfo

    Definition Classes
    RiskModelT

  2. abstract def calculateMaxReward(legs: Seq[LegT], normalizePerUnit: Boolean = false): Double

    Definition Classes
    RiskModelT

  3. abstract def calculateMaxRisk(legs: Seq[LegT], normalizePerUnit: Boolean = false): Double

    Definition Classes
    RiskModelT

Concrete Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any

  3. final def ##(): Int

    Definition Classes
    AnyRef → Any

  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  5. final def ==(arg0: Any): Boolean

    Definition Classes
    Any

  6. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

  7. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
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    @throws( ... )

  8. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  9. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any

  10. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
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    @throws( classOf[java.lang.Throwable] )

  11. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any

  12. def hashCode(): Int

    Definition Classes
    AnyRef → Any

  13. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

  14. var marginModel: MarginModelT

    Definition Classes
    RiskModelT

  15. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  16. final def notify(): Unit

    Definition Classes
    AnyRef

  17. final def notifyAll(): Unit

    Definition Classes
    AnyRef

  18. def setMarginModel(margin: MarginModelT): Unit

    Definition Classes
    RiskModelT

  19. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef

  20. def toString(): String

    Definition Classes
    AnyRef → Any

  21. final def wait(): Unit

    Definition Classes
    AnyRef
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    @throws( ... )

  22. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
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    @throws( ... )

  23. final def wait(arg0: Long): Unit

    Definition Classes
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Inherited from RiskModelT

Inherited from AnyRef

Inherited from Any

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