math

Type Members

1. trait BinomialT extends OptionModelT

2. trait BjerksundStenslandT extends OptionModelT

3. trait BlackScholesT extends OptionModelT

4. trait CashBasedMarginModelT extends MarginModelT

5. trait DividendModelT extends AnyRef

6. trait ExpirationRiskModelT extends RiskModelT

7. trait GaussianProbabilityModelT extends ProbabilityModelT

8. trait InterestRateModelT extends AnyRef

9. trait MarginModelT extends AnyRef

10. final class MidPriceSlippageModelT extends SlippageModelT

11. final class NaturalPriceSlippageModelT extends SlippageModelT

12. trait OptionModelT extends AnyRef

13. case class OptionParamsT(callOrPutOrStock: String, interestRate: Double, volatility: Double, isEuropean: Boolean, daysToExpiration: Double, strike: Double, underlyingPrice: Double, dividendYield: Double) extends Product with Serializable

14. trait OptionPricingModelsT extends AnyRef

15. trait PortfolioStatsT extends PositionStatsT

16. trait PositionStatsT extends AnyRef

17. trait ProbabilityModelT extends AnyRef

18. trait ProbabilityModelsT extends AnyRef

19. trait RegTMarginModelT extends MarginModelT

20. trait RiskModelT extends AnyRef

21. trait RiskModelsT extends AnyRef

22. trait SlippageModelT extends AnyRef

23. final case class StatsValueT(totalValue: DoubleT, perUnitValue: DoubleT) extends Product with Serializable

24. case class StockParamsT(interest: Double, dividendYield: Double, volatility: Double, underlyingPrice: Double, daysToExpiration: Double) extends Product with Serializable

25. class UserDefinedDividendRateT extends DividendModelT

26. class UserDefinedInterestRateT extends InterestRateModelT