文件名称:Scenarios-Test
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期权组合情景测试分析,计算不同的情景下的期权组合盈亏情况-Scenarios Test for Option Portfolio
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下载文件列表
Scenarios Test\20160530_ScenariosTest.xlsx
..............\20160531_ScenariosTest.xlsx
..............\20160601_ScenariosTest.xlsx
..............\20160824_ScenariosTest.xlsx
..............\510050_160530_OptionSector.mat
..............\510050_160531_OptionSector.mat
..............\510050_160601_OptionSector.mat
..............\510050_160719_OptionSector.mat
..............\510050_160823_OptionSector.mat
..............\510050_160824_OptionSector.mat
..............\array2cell.m
..............\black_scholes_pricing.m
..............\BSImpVolFast.m
..............\cell2wfsa.m
..............\contains_a.m
..............\date2datestr.m
..............\getOptionInfo_wind.m
..............\getRepoCurve_wind.m
..............\getWindDBSectorName.m
..............\get_positionInfo.m
..............\Main.m
..............\mktclosetime.m
..............\pickATMpc.m
..............\pickATMpcSame.m
..............\queryAllOptionInfo_rt_wind.m
..............\queryPrice_rt_wind.m
..............\SABR_Vol_Fit.m
..............\SABR_Vol_Fit_PutCallSame.m
..............\scenarios_naming.m
..............\Scenarios_Test.m
..............\sortOptionInfobyExpdtAndStrike.m
..............\stardard_type.m
..............\subwfsa.m
..............\subwfsafast.m
..............\Untitled3.m
..............\wfsa2cell.m
..............\wfsa2sa.m
..............\windUnderlyingSpotRt.m
Scenarios Test