Extend expiry payoff to any period
Nobody has claimed this yet.
Assessment
- Difficulty
- 5/5
- Estimated time
- Over a week
- Newbie friendliness
- 25/100
- Issue type
- Feature
- Clarity
- Needs clarification
- Activity status
- Stale
- Tech stack
- python
- Domain
- fintech-quant
Research direction
Start by locating ExpiryPayoff in the options code and reading its existing payoff model. The issue asks for simulations across periods before expiry and different Greeks but does not specify which periods or Greeks to support; define those requirements and expected results before implementation. Done means the model can calculate profit and loss for the agreed periods and Greeks, with tests covering the new behavior.
Written by the indexing model from the issue text.
Description
The current ExpiryPayoff in options calculates profit and loss only based on holding till expiry.
Extending this model to simulate any period between the expiry and different greeks would be a useful and practical addition
- Dominant language
- Python
- Stars
- 28
- Forks
- 17
- Avg merge
- 8h 50m
- Merged PRs (30d)
- 2
Getting set up
- No Dockerfile or Docker Compose file
- No pull request template
- Read the contributing guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
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