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39 lines (30 loc) · 1.36 KB
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06_02_2023.txt
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39 lines (30 loc) · 1.36 KB
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Features:
- OMS Indifference Reservation Pricer Shell (11, 12, 13)
- OMS Indifference Position Vertex Shell #1 (14, 15, 16)
- Holdings Vertex Money Market Units (18, 19)
- Holdings Vertex Claims Units Count (20, 21)
- Holdings Vertex Underlier Units Count (23, 24)
- OMS Indifference Reservation Pricer Contructor (25, 26, 27)
- OMS Indifference Realization Vertex Shell (28, 29, 30)
- Realization Vertex Money Market Price (31, 32)
- Realization Vertex Underlying Asset Price (33, 34)
- OMS Indifference Realization Vertex Constructor (35, 36, 37)
- OMS Indifference Position Vertex Shell #2 (38, 39, 40)
- OMS Indifference Position Vertex Inventory (41, 42)
- OMS Indifference Position Vertex Realization (43, 44)
- Position Vertex Claims Payoff Function (45, 46)
- OMS Indifference Position Vertex Constructor (47, 48, 49)
- Position Vertex Money Market Value (50, 51)
- Position Vertex Underlying Asset Value (52, 53)
- OMS Position Vertex Claims Value (54, 55, 56)
- OMS Indifference Position Vertex Value (57, 58)
- Reservation Pricer Initial Inventory Vertex (59, 60)
Bug Fixes/Re-organization:
- Rename To Reservation Pricer 2 (10)
- Position To Holdings Vertex Rename (17)
- Holdings To Inventory Vertex Rename (22)
Samples:
IdeaDRIP:
- Indifference Price - Mathematics (1, 2)
- Indifference Price - Example (3-7)
- Indifference Price - Notes (8, 9)