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feat: SA-429 Add options support #62

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merged 4 commits into from
Jul 2, 2024
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@jake-sigtech jake-sigtech force-pushed the SA-429_options_support branch 4 times, most recently from bbee9fe to fd07169 Compare June 25, 2024 14:43
@jake-sigtech jake-sigtech force-pushed the SA-429_options_support branch 4 times, most recently from 8dd95a2 to f2e1a3d Compare June 25, 2024 15:50
@jake-sigtech jake-sigtech force-pushed the SA-429_options_support branch 2 times, most recently from e2d2aa1 to eb1271b Compare June 26, 2024 08:43
isinstance(strike, (float, int))
or (
isinstance(strike, str)
and re.match(r"^(SPOT|FWD)([+-]\d{1,2}%)?$", strike)
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Should we also support ATM here to match v9?

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Screenshot 2024-07-01 at 09 29 29

I don't think the v9 supports this.

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I do not think any of the strings are supported atm when creating the option directly. But looks like it should be supported with the get_option .

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Screenshot 2024-07-01 at 15 16 56

I get this error with the FX get_option

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Screenshot 2024-07-01 at 15 17 58

Similarly with the Equity-Index case

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I was thinking of the spot and forward strike types.

Screenshot 2024-07-01 at 15 43 32

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I have raised an error

sbroadfoot
sbroadfoot previously approved these changes Jul 2, 2024
@jake-sigtech jake-sigtech merged commit 087b1ac into master Jul 2, 2024
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@jake-sigtech jake-sigtech deleted the SA-429_options_support branch July 2, 2024 13:05
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2 participants