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-rw-r--r--python/notebooks/Curve Trades.ipynb35
1 files changed, 32 insertions, 3 deletions
diff --git a/python/notebooks/Curve Trades.ipynb b/python/notebooks/Curve Trades.ipynb
index 7174706d..7b0ec3bb 100644
--- a/python/notebooks/Curve Trades.ipynb
+++ b/python/notebooks/Curve Trades.ipynb
@@ -6,14 +6,15 @@
"metadata": {},
"outputs": [],
"source": [
- "%matplotlib inline\n",
+ "#%matplotlib nbagg\n",
"\n",
"import os\n",
"import sys\n",
"sys.path.append(os.path.join(os.environ['CODE_DIR'], 'python', 'exploration'))\n",
"sys.path.append(os.path.join(os.environ['CODE_DIR'], 'python'))\n",
"import curve_trades as ct\n",
- "import matplotlib.pyplot as plt"
+ "import matplotlib.pyplot as plt\n",
+ "import pandas as pd"
]
},
{
@@ -54,7 +55,7 @@
"outputs": [],
"source": [
"#Theta per unit duration\n",
- "ct.theta_matrix(index, on_the_run)"
+ "ct.theta_matrix_by_series(index, on_the_run)"
]
},
{
@@ -81,6 +82,34 @@
"execution_count": null,
"metadata": {},
"outputs": [],
+ "source": [
+ "ct.cross_series_curve()"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "theta_ratio_within_series = ct.theta_ratio_within_series()\n",
+ "ct.curve_3_5_10(theta_ratio_within_series)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {},
+ "outputs": [],
+ "source": [
+ "ct.curve_5_10(theta_ratio_within_series)"
+ ]
+ },
+ {
+ "cell_type": "code",
+ "execution_count": null,
+ "metadata": {},
+ "outputs": [],
"source": []
}
],