diff options
Diffstat (limited to 'python/notebooks')
| -rw-r--r-- | python/notebooks/Curve Trades.ipynb | 35 |
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": [] } ], |
