com.optstack.api.strategies

AllStrategiesPositionT

trait AllStrategiesPositionT extends IronCondorPositionT with ButterflyPositionT with CalendarPositionT with CallPositionT with CollarPositionT with CoveredCallPositionT with MarriedPutPositionT with PutPositionT with RatioSpreadPositionT with StraddlePositionT with VerticalPositionT with StockPositionT

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Inherited
  1. AllStrategiesPositionT
  2. StockPositionT
  3. VerticalPositionT
  4. StraddlePositionT
  5. RatioSpreadPositionT
  6. PutPositionT
  7. MarriedPutPositionT
  8. CoveredCallPositionT
  9. CollarPositionT
  10. CallPositionT
  11. CalendarPositionT
  12. ButterflyPositionT
  13. IronCondorPositionT
  14. PosT
  15. PortfolioStatsT
  16. PositionStatsT
  17. AnyRef
  18. Any
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Abstract Value Members

  1. abstract def getAllLegs()(implicit scriptContext: <error>): SequenceT[TradeLegT]

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  2. abstract def getInstrument: InstrumentT

    Definition Classes
    PosT
  3. abstract def getLeg: TradeLegT

    Definition Classes
    PosT
  4. abstract def getNetOpenLegs()(implicit scriptContext: <error>): SequenceT[TradeLegT]

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  5. abstract def getOrderComments: String

    Definition Classes
    PosT
  6. abstract def getUnderlyingInstrument: InstrumentT

    Definition Classes
    PosT
  7. abstract def isAlreadySettled(): Boolean

    Definition Classes
    PosT
  8. abstract def isClosed()(implicit scriptContext: <error>): Boolean

    Definition Classes
    PosT
  9. abstract def selectPosition(positionID: String): SequenceT[PositionT]

    Definition Classes
    PosT

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 NaN(implicit scriptContext: <error>): DoubleT

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  7. var _underlyingSecurity: SecurityT

    Definition Classes
    PosT
  8. final def addStrategy(implicit scriptExecContext: <error>): TradeStrategiesT

    Definition Classes
    PosT
  9. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  10. final def availableBuyingPower(implicit scriptContext: <error>): Double

    Calculate the available buying power

    Calculate the available buying power

    Definition Classes
    PortfolioStatsT
    Annotations
    @FunctionInfo()
  11. def averageEntryPrice(implicit scriptExecContext: <error>): NumberT

    Calculate average entry price of the positions (Debits are negative, while credits are positive)

    Calculate average entry price of the positions (Debits are negative, while credits are positive)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  12. def averageEntryPriceToUnderlyingPriceRatio(implicit scriptExecContext: <error>): NumberT

    Calculate the average entry price to underlying price ratio (Debits are negative, while credits are positive)

    Calculate the average entry price to underlying price ratio (Debits are negative, while credits are positive)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  13. def averageImpliedVolatilityOfLegs(implicit scriptExecContext: <error>): NumberT

    Calculate the average implied volatility of the legs of the position (10% = 10, 50% = 50, etc)

    Calculate the average implied volatility of the legs of the position (10% = 10, 50% = 50, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  14. final def buyingPower(implicit scriptContext: <error>): Double

    Calculate the available buying power

    Calculate the available buying power

    Definition Classes
    PortfolioStatsT
    Annotations
    @FunctionInfo()
  15. final def cashBalance(implicit scriptContext: <error>): Double

    Calculate the cash balance

    Calculate the cash balance

    Definition Classes
    PortfolioStatsT
    Annotations
    @FunctionInfo()
  16. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  17. def close(comments: String = "", fillInstantly: Boolean = false)(implicit scriptExecContext: <error>): <error>

    Definition Classes
    PosT
  18. final def costBasis(updatePricesIfNaNFillPrice: Boolean = false)(implicit scriptContext: <error>): StatsValueT

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  19. final def costBasis(implicit scriptContext: <error>): StatsValueT

    Calculate the cost basis of the position

    Calculate the cost basis of the position

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  20. def createClosingOrder(comments: String = "")(implicit scriptExecContext: <error>): <error>

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  21. def daysElapsed(implicit scriptContext: <error>): NumberT

    Days Elapsed Since Position Was First Opened

    Days Elapsed Since Position Was First Opened

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  22. def daysToExpiration(implicit scriptContext: <error>): NumberT

    Days To Expiration

    Days To Expiration

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  23. def daysToLastTradeableDate(implicit scriptContext: <error>): NumberT

    Num Days To Last Tradeable Date

    Num Days To Last Tradeable Date

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  24. def delta(implicit scriptExecContext: <error>): NumberT

    Calculate the delta, which measures sensitivity to a change in the price of the underlying (Scaled by position size)

    Calculate the delta, which measures sensitivity to a change in the price of the underlying (Scaled by position size)

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  25. def deltaUnscaled(implicit scriptExecContext: <error>): NumberT

    Calculate the delta, which measures sensitivity to a change in the price of the underlying (Not scaled by position size)

    Calculate the delta, which measures sensitivity to a change in the price of the underlying (Not scaled by position size)

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  26. final def entryPriceToUnderlyingPriceRatio(implicit scriptContext: <error>): NumberT

    Calculate the ratio of entry price to the underlying stock price (position entry price / underlying price)

    Calculate the ratio of entry price to the underlying stock price (position entry price / underlying price)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  27. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  28. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  29. def expirationDate(implicit scriptContext: <error>): Date

    Expiration Date

    Expiration Date

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  30. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  31. final def gainLoss(implicit scriptContext: <error>): NumberT

    Calculate the profit / loss

    Calculate the profit / loss

    Definition Classes
    PortfolioStatsTPositionStatsT
    Annotations
    @FunctionInfo()
  32. def gamma(implicit scriptExecContext: <error>): NumberT

    Calculate the gamma, which measures the rate of change of Delta (Scaled by position size)

    Calculate the gamma, which measures the rate of change of Delta (Scaled by position size)

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  33. def gammaUnscaled(implicit scriptExecContext: <error>): NumberT

    Calculate the gamma, which measures the rate of change of Delta (NOT scaled by position size)

    Calculate the gamma, which measures the rate of change of Delta (NOT scaled by position size)

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  34. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  35. final def getNetOpenQuantity(leg: LegT)(implicit scriptContext: <error>): Double

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  36. def hasOpenContracts(position: PosT)(implicit scriptContext: <error>): Boolean

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  37. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  38. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  39. final def marginRequirements(implicit scriptContext: <error>): StatsValueT

    Calculate the margin requirements

    Calculate the margin requirements

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  40. final def marketValue(implicit scriptContext: <error>): StatsValueT

    Calculate the market value

    Calculate the market value

    Definition Classes
    PortfolioStatsTPositionStatsT
    Annotations
    @FunctionInfo()
  41. def marketValueAsPercentOfOverallPortfolio(implicit scriptContext: <error>): NumberT

    Calculate the market value of the position as a percentage of the overall portfolio value (10% = 0.

    Calculate the market value of the position as a percentage of the overall portfolio value (10% = 0.1, 20% = 0.2, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  42. final def marketValueExcludeInitialCashBalance(implicit scriptContext: <error>): StatsValueT

    Calculate the market value excluding the initial cash balance

    Calculate the market value excluding the initial cash balance

    Definition Classes
    PortfolioStatsT
    Annotations
    @FunctionInfo()
  43. def marketValueNatural(implicit scriptContext: <error>): StatsValueT

    Calculate the market value using natural prices of the position

    Calculate the market value using natural prices of the position

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  44. final def marketValueNaturalExcludeInitialCashBalance(implicit scriptContext: <error>): StatsValueT

    Calculate the market value using natural prices, excluding the initial cash balance

    Calculate the market value using natural prices, excluding the initial cash balance

    Definition Classes
    PortfolioStatsT
    Annotations
    @FunctionInfo()
  45. final def maxBreakEvenPoint(implicit scriptContext: <error>): NumberT

    Maximum Break-Even Point At Expiration

    Maximum Break-Even Point At Expiration

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  46. final def maxReward(implicit scriptContext: <error>): StatsValueT

    Calculate the maximum reward

    Calculate the maximum reward

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  47. final def maxRisk(implicit scriptContext: <error>): StatsValueT

    Calculate the maximum risk.

    Calculate the maximum risk.

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  48. final def minBreakEvenPoint(implicit scriptContext: <error>): NumberT

    Minimum Break-Even Point At Expiration

    Minimum Break-Even Point At Expiration

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  49. final def minDistanceFromUnderlying(implicit scriptContext: <error>): DoubleT

    Calculate the minimum absolute distance to the underlying instrument for the legs of the position

    Calculate the minimum absolute distance to the underlying instrument for the legs of the position

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  50. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  51. def netOpenUnderlyingInstrumentQuantity(implicit scriptExecContext: <error>): Double

    Calculate the net open shares of the underlying instrument

    Calculate the net open shares of the underlying instrument

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  52. def netOpenUnderlyingInstrumentUncoveredQuantity(implicit scriptExecContext: <error>): Double

    * Calculate the net open shares of the underlying instrument that is NOT covered by short options

    * Calculate the net open shares of the underlying instrument that is NOT covered by short options

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  53. final def notify(): Unit

    Definition Classes
    AnyRef
  54. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  55. final def numberOfContractsAssigned()(implicit scriptContext: <error>): NumberT

    Number of contracts that have been assigned / exercise.

    Number of contracts that have been assigned / exercise. If none, method returns 0

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  56. final def optionGreeks(implicit scriptContext: <error>): OptionGreeksT

    Calculate the option greeks of the position

    Calculate the option greeks of the position

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  57. final def optionGreeksUnscaled(implicit scriptContext: <error>): OptionGreeksT

    Calculate the option greeks of the position (NOT scaled based on position size)

    Calculate the option greeks of the position (NOT scaled based on position size)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  58. final def positionEntryPrice(implicit scriptContext: <error>): NumberT

    Calculate the entry price of the position (Debits are negative, while credits are positive)

    Calculate the entry price of the position (Debits are negative, while credits are positive)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  59. final def positionNaturalPrice(implicit scriptContext: <error>): NumberT

    Calculate the market price of the position using natural prices

    Calculate the market price of the position using natural prices

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  60. final def positionPrice(implicit scriptContext: <error>): NumberT

    Calculate the market price of the position (Debits are negative, while credits are positive)

    Calculate the market price of the position (Debits are negative, while credits are positive)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  61. final def positionPriceToUnderlyingPriceRatio(implicit scriptContext: <error>): NumberT

    Calculate the ratio of position's price to the underlying stock price (position price / underlying price)

    Calculate the ratio of position's price to the underlying stock price (position price / underlying price)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  62. def returnOnCostBasis(implicit scriptContext: <error>): NumberT

    Calculate the percentage return based on the cost basis of the position (10% = 0.

    Calculate the percentage return based on the cost basis of the position (10% = 0.1, 50% = 0.5, -150% = -1.5, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  63. final def returnOnMargin(implicit scriptContext: <error>): NumberT

    Calculate the percentage return based on the margin of the position (10% = 0.

    Calculate the percentage return based on the margin of the position (10% = 0.1, 50% = 0.5, -150% = -1.5, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  64. final def returnOnMaxReward(implicit scriptContext: <error>): NumberT

    Calculate the percentage return based on the max reward of the position (10% = 0.

    Calculate the percentage return based on the max reward of the position (10% = 0.1, 50% = 0.5, -150% = -1.5, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  65. final def returnOnMaxRisk(implicit scriptContext: <error>): NumberT

    Calculate the percentage return based on the max risk of the position (10% = 0.

    Calculate the percentage return based on the max risk of the position (10% = 0.1, 50% = 0.5, -150% = -1.5, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  66. final def returnOnPortfolio(implicit scriptContext: <error>): ComparatorMathOperationsT

    Calculate the cumulative percentage return on the initial portfolio value.

    Calculate the cumulative percentage return on the initial portfolio value.

    Definition Classes
    PortfolioStatsT
    Annotations
    @FunctionInfo()
  67. def rho(implicit scriptExecContext: <error>): NumberT

    Calculate the rho, which measures the sensitivity to interest rates.

    Calculate the rho, which measures the sensitivity to interest rates. (Scaled by position size)

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  68. def rhoUnscaled(implicit scriptExecContext: <error>): NumberT

    Calculate the rho, which measures the sensitivity to interest rates.

    Calculate the rho, which measures the sensitivity to interest rates. (NOT scaled by position size)

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  69. final def riskReward(implicit scriptContext: <error>): DoubleT

    Calculate the risk / reward of the position (10% = 0.

    Calculate the risk / reward of the position (10% = 0.1, 50% = 0.5, 150% = 1.5, etc)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  70. def selectCall(implicit scriptContext: <error>): PosTT

    Select the attributes for the call option

    Select the attributes for the call option

    Definition Classes
    CollarPositionT
    Annotations
    @FunctionInfo()
  71. def selectCallOnly(implicit scriptContext: <error>): PosTT

    Select the attributes for the call option

    Select the attributes for the call option

    Definition Classes
    StraddlePositionT
    Annotations
    @FunctionInfo()
  72. def selectCallOption(removeClosedLegs: Boolean = true)(implicit scriptContext: <error>): PosTT

    Definition Classes
    CoveredCallPositionT
    Annotations
    @FunctionInfo()
  73. def selectCallOption1(implicit scriptContext: <error>): PosTT

    Select the attributes for the call option

    Select the attributes for the call option

    Definition Classes
    CoveredCallPositionT
    Annotations
    @FunctionInfo()
  74. final def selectHigherCallStrike(implicit scriptCtx: <error>): PosTT

    Definition Classes
    IronCondorPositionT
  75. final def selectHigherPutStrike(implicit scriptCtx: <error>): PosTT

    Definition Classes
    IronCondorPositionT
  76. def selectHigherStrike(implicit scriptContext: <error>): PosTT

    Definition Classes
    VerticalPositionT
  77. final def selectHighestStrike(implicit scriptCtx: <error>): PosTT

    Select the attributes for the highest strike leg of the butterfly.

    Select the attributes for the highest strike leg of the butterfly.

    Definition Classes
    ButterflyPositionT
    Annotations
    @FunctionInfo()
  78. def selectLargerRatio(implicit scriptContext: <error>): PosTT

    Select the attributes for the leg with the larger ratio

    Select the attributes for the leg with the larger ratio

    Definition Classes
    RatioSpreadPositionT
    Annotations
    @FunctionInfo()
  79. final def selectLongerTermOption(implicit scriptCtx: <error>): PosTT

    Select the attributes for the longer term leg of the calendar

    Select the attributes for the longer term leg of the calendar

    Definition Classes
    CalendarPositionT
    Annotations
    @FunctionInfo()
  80. final def selectLowerCallStrike(implicit scriptCtx: <error>): PosTT

    Definition Classes
    IronCondorPositionT
  81. final def selectLowerPutStrike(implicit scriptCtx: <error>): PosTT

    Definition Classes
    IronCondorPositionT
  82. def selectLowerStrike(implicit scriptContext: <error>): PosTT

    Definition Classes
    VerticalPositionT
  83. final def selectLowestStrike(implicit scriptCtx: <error>): PosTT

    Select the attributes for the lowest strike leg of the butterfly

    Select the attributes for the lowest strike leg of the butterfly

    Definition Classes
    ButterflyPositionT
    Annotations
    @FunctionInfo()
  84. final def selectMiddleStrike(implicit scriptCtx: <error>): PosTT

    Select the attributes for the middle strike leg of the butterfly.

    Select the attributes for the middle strike leg of the butterfly.

    Definition Classes
    ButterflyPositionT
    Annotations
    @FunctionInfo()
  85. def selectOptionCall(implicit scriptCtx: <error>): PosTT

    Definition Classes
    CallPositionT
  86. def selectOptionPut(implicit scriptContext: <error>): PosTT

    Definition Classes
    PutPositionT
  87. def selectPosT(positionID: String, targetStrategy: String = "", removeClosedLegs: Boolean = true)(implicit scriptContext: <error>): PosTT

    Attributes
    protected
    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  88. def selectPosition(positionID: String, throwErrorIfNotFound: Boolean = true, targetStrategy: String = "", removeClosedLegs: Boolean = true)(implicit scriptContext: <error>): SequenceT[PositionT]

    Attributes
    protected
    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  89. def selectPut(implicit scriptContext: <error>): PosTT

    Select the attributes for the put option

    Select the attributes for the put option

    Definition Classes
    CollarPositionT
    Annotations
    @FunctionInfo()
  90. def selectPutOnly(implicit scriptContext: <error>): PosTT

    Select the attributes for the put option

    Select the attributes for the put option

    Definition Classes
    StraddlePositionT
    Annotations
    @FunctionInfo()
  91. def selectPutOption(implicit scriptContext: <error>): PosTT

    Select the attributes for the put option

    Select the attributes for the put option

    Definition Classes
    MarriedPutPositionT
    Annotations
    @FunctionInfo()
  92. final def selectShorterTermOption(implicit scriptCtx: <error>): PosTT

    Select the attributes for the shorter term leg of the calendar

    Select the attributes for the shorter term leg of the calendar

    Definition Classes
    CalendarPositionT
    Annotations
    @FunctionInfo()
  93. def selectSmallerRatio(implicit scriptContext: <error>): PosTT

    Select the attributes for the leg with the smaller ratio

    Select the attributes for the leg with the smaller ratio

    Definition Classes
    RatioSpreadPositionT
    Annotations
    @FunctionInfo()
  94. def selectStock(implicit scriptContext: <error>): PosTT

    Select the attributes for the stock

    Select the attributes for the stock

    Definition Classes
    CollarPositionT
    Annotations
    @FunctionInfo()
  95. def selectStockOnly(implicit scriptCtx: <error>): PosT

    Definition Classes
    StockPositionT
  96. def selectUnderlying(implicit scriptContext: <error>): PosTT

    Select the attributes for the stock option

    Select the attributes for the stock option

    Definition Classes
    MarriedPutPositionT
    Annotations
    @FunctionInfo()
  97. def selectUnderlyingStock(implicit scriptContext: <error>): PosTT

    Select the attributes for the stock

    Select the attributes for the stock

    Definition Classes
    CoveredCallPositionT
    Annotations
    @FunctionInfo()
  98. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  99. def theoreticalMarketValue(daysToExpiration: Double, underlyingPrice: Double)(implicit scriptContext: <error>): NumberT

    Calculate the theoretical market value of the position at a specific daysToExpiraion and underlyingPrice

    Calculate the theoretical market value of the position at a specific daysToExpiraion and underlyingPrice

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  100. def theta(implicit scriptExecContext: <error>): NumberT

    Calculate the theta, which measures the sensitivity to the passage of time (Scaled by position size)

    Calculate the theta, which measures the sensitivity to the passage of time (Scaled by position size)

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  101. def thetaUnscaled(implicit scriptExecContext: <error>): NumberT

    Calculate the theta, which measures the sensitivity to the passage of time (Not scaled by position size)

    Calculate the theta, which measures the sensitivity to the passage of time (Not scaled by position size)

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  102. def toString(): String

    Definition Classes
    AnyRef → Any
  103. final def underlyingInstrumentPrice(implicit scriptContext: <error>): NumberT

    Get the price of the underlying instrument (Assumes all legs in the position have the same underlying instrument)

    Get the price of the underlying instrument (Assumes all legs in the position have the same underlying instrument)

    Definition Classes
    PositionStatsT
    Annotations
    @FunctionInfo()
  104. def vega(implicit scriptExecContext: <error>): NumberT

    Calculate the vega, which measures the risk of gain or loss resulting from changes in volatility.

    Calculate the vega, which measures the risk of gain or loss resulting from changes in volatility. (Scaled by position size)

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  105. def vegaUnscaled(implicit scriptExecContext: <error>): NumberT

    Calculate the vega, which measures the risk of gain or loss resulting from changes in volatility.

    Calculate the vega, which measures the risk of gain or loss resulting from changes in volatility. (NOT scaled by position size)

    Definition Classes
    PosT
    Annotations
    @FunctionInfo()
  106. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  107. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  108. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from StockPositionT

Inherited from VerticalPositionT

Inherited from StraddlePositionT

Inherited from RatioSpreadPositionT

Inherited from PutPositionT

Inherited from MarriedPutPositionT

Inherited from CoveredCallPositionT

Inherited from CollarPositionT

Inherited from CallPositionT

Inherited from CalendarPositionT

Inherited from ButterflyPositionT

Inherited from IronCondorPositionT

Inherited from PosT

Inherited from PortfolioStatsT

Inherited from PositionStatsT

Inherited from AnyRef

Inherited from Any

Ungrouped