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Set Default Option Greeks Models on Securities to be Calculated by QC Indicators #8336

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4 tasks done
AlexCatarino opened this issue Sep 19, 2024 · 0 comments
Open
4 tasks done

Set Default Option Greeks Models on Securities to be Calculated by QC Indicators #8336

AlexCatarino opened this issue Sep 19, 2024 · 0 comments

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@AlexCatarino
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Expected Behavior

We can use IOptionPriceModels that implement QC Indicators under the hood so that OptionContract in Slice.OptionChains have greeks from indicators.

Actual Behavior

Users need to define indicators in their code.

Potential Solution

Create IOptionPriceModel's with Option Indicators matching the configuration of pre-calculated greeks.

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
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@AlexCatarino