package math

This package contains various math / statistical helper classes, such as option pricing models, margin models, slippage models, risk calculators, etc..

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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

Value Members

  1. object MathFactoryT extends OptionPricingModelsT with ProbabilityModelsT with RiskModelsT

  2. object OptionParamsT extends Serializable

  3. object PositionStatsT

  4. object StatsValueT extends Serializable

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