| line |
count |
pod |
subroutine |
|
3
|
1 |
n/a |
BEGIN |
|
4
|
1 |
n/a |
BEGIN |
|
5
|
1 |
n/a |
BEGIN |
|
15
|
1 |
n/a |
BEGIN |
|
16
|
1 |
n/a |
BEGIN |
|
17
|
1 |
n/a |
BEGIN |
|
18
|
1 |
n/a |
BEGIN |
|
19
|
1 |
n/a |
BEGIN |
|
20
|
1 |
n/a |
BEGIN |
|
84
|
3 |
Yes |
get_delta_for_strike |
|
127
|
261 |
Yes |
get_strike_for_spot_delta |
|
156
|
130 |
n/a |
_calculate_strike_for_vanilla_put |
|
194
|
128 |
n/a |
_calculate_strike_for_vanilla_call |
|
259
|
33 |
Yes |
get_ATM_strike_for_spot_delta |
|
288
|
2 |
Yes |
get_moneyness_for_strike |
|
310
|
2 |
Yes |
get_strike_for_moneyness |
|
355
|
13 |
Yes |
get_2vol_butterfly |
|
418
|
3 |
Yes |
get_1vol_butterfly |
|
451
|
54 |
n/a |
_strangle_difference |
|
533
|
108 |
n/a |
_smile_approximation |
|
579
|
0 |
n/a |
_implied_vol |