Comments (5)
domokane
commented on May 11, 2024
1
Ok. Go ahead.
Best
D
… On 5 Mar 2023, at 12:13, shunmaruko ***@***.***> wrote:
Hi @domokane,
It seems that FinEquityIndexOption class is not implemented yet.
If it is not completed, I would like to take over the work.
Best regards,
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Sean-Koval
commented on May 11, 2024
Hey is this issue still open? I would love to take on the task.
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domokane
commented on May 11, 2024
You’re welcome to do it. Use FinEquityOption as a guide. Let me know if you have any questions.
Regards
D
From: Sean Koval<mailto:[email protected]>
Sent: 11 February 2021 19:40
To: domokane/FinancePy<mailto:[email protected]>
Cc: Dominic O'Kane<mailto:[email protected]>; Author<mailto:[email protected]>
Subject: Re: [domokane/FinancePy] Add an Equity Index Option product type (#54)
Hey is this issue still open? I would love to take on the task.
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Reply to this email directly, view it on GitHub<#54 (comment)>, or unsubscribe<https://github.com/notifications/unsubscribe-auth/ABJ73PNY6CUDG4W7HFY7FJDS6QQCBANCNFSM4VMIS6RA>.
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shunmaruko
commented on May 11, 2024
Hi @domokane,
It seems that FinEquityIndexOption class is not implemented yet.
If it is not completed, I would like to take over the work.
Best regards,
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shunmaruko
commented on May 11, 2024
Hi @domokane,
Thank you for your reply. I'm working on it.Just a quick question.
implied volatility needs to be calculated in case of American Index Option?
I'm glad if you would tell me what kind of algorithm is used in practice.
Best Regards,
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