These should live in the risks project. Simple examples would be a delta to a single asset. More useful and interesting examples would be a report showing delta, gamma and optionally cross gamma to all assets matching some criteria.
The single asset risks would be a nice easy project for someone with not much financial knowledge.I am thinking:
These should live in the risks project. Simple examples would be a delta to a single asset. More useful and interesting examples would be a report showing delta, gamma and optionally cross gamma to all assets matching some criteria.
The single asset risks would be a nice easy project for someone with not much financial knowledge.I am thinking: