| 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 |
|
85
|
3 |
Yes |
get_delta_for_strike |
|
130
|
309 |
Yes |
get_strike_for_spot_delta |
|
163
|
154 |
n/a |
_calculate_strike_for_vanilla_put |
|
200
|
152 |
n/a |
_calculate_strike_for_vanilla_call |
|
264
|
28 |
Yes |
get_ATM_strike_for_spot_delta |
|
293
|
2 |
Yes |
get_moneyness_for_strike |
|
315
|
2 |
Yes |
get_strike_for_moneyness |
|
360
|
8 |
Yes |
get_2vol_butterfly |
|
423
|
3 |
Yes |
get_1vol_butterfly |
|
456
|
65 |
n/a |
_strangle_difference |
|
541
|
130 |
n/a |
_smile_approximation |
|
587
|
0 |
n/a |
_implied_vol |