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def | __str__ (self) |
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def | __repr__ (self) |
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| def | initialize (self) |
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def | set_size (self, size) |
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| def | greeks (self, day, vol=None) |
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def | get_orders (self, day, size, tag, entry=True) |
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| def | position_diagram (self, current_date, evaluation_date, valuation_prices) |
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def | __new__ (cls, name, bases, namespace, **kwds) |
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def | __call__ (cls, *args, **kwargs) |
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| strike |
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| maturity |
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| underlying |
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| size |
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list | component_weights = [('put', 1), ('call', 1)] |
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list | component_weights = [] |
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◆ initialize()
| def strangle.Strangle.initialize |
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self | ) |
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The documentation for this class was generated from the following file:
Public Member Functions inherited from strategy.OptionStrategy