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QuantConnect / Lean Public

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Greeks calculation on expiration date#8465

Merged

jhonabreul merged 7 commits intoQuantConnect:masterQuantConnect/Lean:masterfrom jhonabreul:bug-8461-greeks-on-expiration-datejhonabreul/Lean:bug-8461-greeks-on-expiration-dateCopy head branch name to clipboard

Dec 13, 2024

+262-24

Conversation Commits7 (7)Checks Files changed

Commits

Commits on Dec 12, 2024

Add helper method to calculate options expiration date time
jhonabreul
committed

Commits on Dec 13, 2024

Update tolerance in greek indicators tests
jhonabreul
committed
Minor fix
jhonabreul
committed
Modify helper method to calculate settlement time instead of expiration time
jhonabreul
committed
Cache option expiration date time
jhonabreul
committed
Minor changes
jhonabreul
committed
Minor changes
jhonabreul
committed

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