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Update examples
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rgaveiga committed Jan 26, 2025
1 parent da02442 commit c0b1964
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Showing 5 changed files with 29 additions and 45 deletions.
4 changes: 2 additions & 2 deletions examples/black_scholes_calculator.ipynb
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"output_type": "stream",
"text": [
"Python version: 3.11.9 | packaged by Anaconda, Inc. | (main, Apr 19 2024, 16:40:41) [MSC v.1916 64 bit (AMD64)]\n",
"OptionLab version: 1.4.1\n"
"OptionLab version: 1.4.2\n"
]
}
],
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"output_type": "stream",
"text": [
"CPU times: total: 0 ns\n",
"Wall time: 5.82 ms\n"
"Wall time: 0 ns\n"
]
}
],
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10 changes: 4 additions & 6 deletions examples/calendar_spread.ipynb

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32 changes: 12 additions & 20 deletions examples/call_spread.ipynb

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10 changes: 4 additions & 6 deletions examples/covered_call.ipynb
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"output_type": "stream",
"text": [
"Python version: 3.11.9 | packaged by Anaconda, Inc. | (main, Apr 19 2024, 16:40:41) [MSC v.1916 64 bit (AMD64)]\n",
"OptionLab version: 1.4.1\n"
"OptionLab version: 1.4.2\n"
]
}
],
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"name": "stdout",
"output_type": "stream",
"text": [
"CPU times: total: 46.9 ms\n",
"Wall time: 52.4 ms\n"
"CPU times: total: 203 ms\n",
"Wall time: 205 ms\n"
]
}
],
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{
"data": {
"text/plain": [
"<matplotlib.legend.Legend at 0x225b149b510>"
"<matplotlib.legend.Legend at 0x2e55fd93910>"
]
},
"execution_count": 5,
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"text": [
"Probability of profit: 0.522421406650333\n",
"Profit ranges: [(162.9, inf)]\n",
"Expected profit: 1028.0\n",
"Expected loss: -919.0\n",
"Per leg cost: [-16404.0, 114.99999999999999]\n",
"Strategy cost: -16289.0\n",
"Minimum return in the domain: -8087.0\n",
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18 changes: 7 additions & 11 deletions examples/naked_call.ipynb

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