Sequencing

[afoster28]

• Ensure appropriate sequencing for options being input
• Calculate mean, variance and standard deviation after every option gets added to the portfolio
• Display mean, variance and standard deviation before any option gets added too - should be zero
• Save output as CSV: trade number (including 0), mean, variance, standard deviation columns

[afoster28]

More details on mean, variance, standard deviation calculations:

• Calculate portfolio payout as the sum of payout of all options (currently stored as optionPayouts vector in the code) per scenario price For example using: // Function to calculate the sum of values per price (row) std::vector calculateRowSum(const std::vector<std::vector>& payouts) const { std::vector rowSums; rowSums.reserve(payouts.size());

  for (const auto& row : payouts) {
      double rowSum = 0.0;
      for (const auto& value : row) {
          rowSum += value;
      }
      rowSums.push_back(rowSum);
  }
  
  return rowSums;

      }

• Do for all prices -> generate portfolio payout vector
• Mean, variance and standard deviation should be applied on the portfolio payout vector
• The process needs to be repeated whenever an option is added to the portfolio

[secoman]

1. Ensuring 1.txt Ensuring Notes 1.1.txt

2. Metrics 2.txt Metrics Notes 2.1.txt

3. Saving CSV Notes 3.txt Saving CSV Notes 3.1.txt

[secoman]

Updated Metrics.txt

[secoman]

Integrated fully 1.txt Integrated fully notes 1.txt