SYMBOL INDEX (89 symbols across 13 files)

FILE: american_option.py
  function _call_price (line 9) | def _call_price(s, k, sigma, r, t, steps=100):
  function _put_price (line 33) | def _put_price(s, k, sigma, r, t, steps=100):
  function call_price (line 56) | def call_price(s, k, sigma, r, t, steps=100):
  function put_price (line 60) | def put_price(s, k, sigma, r, t, steps=100):
  function delta (line 64) | def delta(s, k, sigma, r, t, option_type, steps=100):
  function gamma (line 78) | def gamma(s, k, sigma, r, t, option_type, steps=100):
  function theta (line 87) | def theta(s, k, sigma, r, t, option_type, steps=100):
  function vega (line 98) | def vega(s, k, sigma, r, t, option_type, steps=100):
  function rho (line 107) | def rho(s, k, sigma, r, t, option_type, steps=100):
  function call_iv (line 113) | def call_iv(c, s, k, t, r=0.03, sigma_min=0.01, sigma_max=3.0, e=0.00001...
  function put_iv (line 135) | def put_iv(c, s, k, t, r=0.03, sigma_min=0.01, sigma_max=3.0, e=0.00001,...
  function my_test (line 156) | def my_test():
  function my_test2 (line 168) | def my_test2():

FILE: baw.py
  function bsm_call (line 10) | def bsm_call(s, k, sigma, t, r, q):
  function bsm_put (line 17) | def bsm_put(s, k, sigma, t, r, q):
  function find_sx (line 24) | def find_sx(sx, k, sigma, t, r, q, option_type):
  function baw_call (line 41) | def baw_call(s, k, sigma, t, r, q=0.0):
  function baw_put (line 52) | def baw_put(s, k, sigma, t, r, q=0.0):
  function call_iv (line 63) | def call_iv(c, s, k, t, r=0.03, sigma_min=0.0001, sigma_max=3.0, e=0.000...
  function put_iv (line 84) | def put_iv(c, s, k, t, r=0.03, sigma_min=0.0001, sigma_max=3.0, e=0.00001):
  function delta (line 105) | def delta(s, k, sigma, t, r, option_type):
  function gamma (line 119) | def gamma(s, k, sigma, t, r, option_type):
  function theta (line 128) | def theta(s, k, sigma, t, r, option_type):
  function vega (line 139) | def vega(s, k, sigma, t, r, option_type):
  function rho (line 148) | def rho(s, k, sigma, t, r, option_type):

FILE: european_option.py
  function greeks (line 21) | def greeks(s, k, sigma, r, t, option_type):
  function bs_call (line 78) | def bs_call(s, k, sigma, r, t):
  function bs_put (line 85) | def bs_put(s, k, sigma, r, t):
  function call_iv (line 92) | def call_iv(c, s, k, t, r=0.03, sigma_min=0.01, sigma_max=1.0, e=0.00001):
  function put_iv (line 114) | def put_iv(c, s, k, t, r=0.03, sigma_min=0.01, sigma_max=1.0, e=0.00001):

FILE: historical_implied_volatility.py
  function days_interval (line 33) | def days_interval(date1, date2):
  function get_kline (line 40) | def get_kline(option_code, spot_code):
  function align_kline (line 52) | def align_kline(option_kline, spot_kline):
  function cal_historical_iv (line 86) | def cal_historical_iv(option_kline, spot_kline, strike_price, expiry_dat...
  function draw_picture (line 101) | def draw_picture(option_code, x, iv, option_cp, spot_cp, show=True):
  function main (line 131) | def main(option_code, spot_code, strike_price, expiry_date, option_type,...

FILE: historical_volatility.py
  function cal_stock_fluctuation (line 20) | def cal_stock_fluctuation(code, kline, ex):
  function get_stock_data (line 53) | def get_stock_data(code):
  function cal_future_fluctuation (line 63) | def cal_future_fluctuation(kline):
  function get_future_data (line 75) | def get_future_data(code):
  function cal_historical_volatility (line 79) | def cal_historical_volatility(y, window_size):
  function draw_picture (line 90) | def draw_picture(code, x, y, interval, window_size, show=True):
  function main (line 130) | def main(code, security_type='stock', window_size=(5, 15, 30, 50, 70, 90...

FILE: sina_commodity_option_api.py
  function get_t_quotation (line 40) | def get_t_quotation(code):
  function get_option_kline (line 58) | def get_option_kline(code):
  function get_option_price (line 63) | def get_option_price(code):
  function get_underlying_price (line 69) | def get_underlying_price(code):
  function get_underlying_price2 (line 74) | def get_underlying_price2(code):
  function get_000300_price (line 79) | def get_000300_price():
  function my_test (line 84) | def my_test():

FILE: sina_commodity_option_spider.py
  function get_instruments (line 11) | def get_instruments(product, exchange):

FILE: sina_etf_option_api.py
  function get_option_dates (line 15) | def get_option_dates(cate='50ETF', exchange='null'):
  function get_option_expire_day (line 22) | def get_option_expire_day(date, cate='50ETF', exchange='null'):
  function get_option_codes (line 33) | def get_option_codes(date, underlying='510050'):
  function get_option_price (line 43) | def get_option_price(code):
  function get_underlying_security_price (line 57) | def get_underlying_security_price(code='sh510050'):
  function get_option_greek_alphabet (line 69) | def get_option_greek_alphabet(code):
  function get_option_time_line (line 78) | def get_option_time_line(code):
  function get_option_day_kline (line 85) | def get_option_day_kline(code):
  function my_test (line 93) | def my_test():

FILE: sina_future_kline_api.py
  function get_future_day_kline (line 13) | def get_future_day_kline(code):

FILE: sina_stock_kline_api.py
  function get_stock_day_kline (line 314) | def get_stock_day_kline(code):
  function get_ex_data (line 323) | def get_ex_data(code):
  function get_1minutes (line 330) | def get_1minutes(t=(('9:30:00', '11:30:00'), ('13:00:00', '15:00:00'))):
  function get_stock_time_line (line 345) | def get_stock_time_line(code):
  function my_test (line 368) | def my_test():

FILE: time_line_iv.py
  function get_data (line 19) | def get_data(option_code, spot_code):
  function time_str_to_int (line 25) | def time_str_to_int(time_str):
  function align_line (line 29) | def align_line(option_line, spot_line):
  function cal_iv (line 50) | def cal_iv(option_price, spot_price, k, t, option_type):
  function draw_picture (line 55) | def draw_picture(times, option_price, spot_price, iv, option_code, show=...
  function main (line 83) | def main(option_code, spot_code, k, t, option_type, show=True):

FILE: volatility_surface.py
  function requests_get (line 33) | def requests_get(all_codes):
  function get_codes (line 46) | def get_codes(cate, exchange, underlying, dividend):
  function get_data (line 72) | def get_data(call, put, all_codes):
  function knockout_small_value (line 106) | def knockout_small_value(x, y):
  function fit (line 113) | def fit(call_x, call_y, put_x, put_y):
  function not_fit (line 151) | def not_fit(call_x, call_y, put_x, put_y):
  function update (line 183) | def update(call_codes, put_codes, all_codes, x, y, yy, surf_call, surf_p...
  function main (line 218) | def main(cate, exchange, underlying, dividend=True, is_fit=True):

FILE: volatility_surface2.py
  class VolSurface (line 20) | class VolSurface(object):
    method __init__ (line 21) | def __init__(self, expiry_date_map):
    method get_spot_price (line 41) | def get_spot_price():
    method get_option_price (line 44) | def get_option_price(self):
    method update_price (line 52) | def update_price(self, spot_price, option_price):
    method init (line 72) | def init(self):
    method start_update_picture (line 96) | def start_update_picture(self):
    method draw_picture (line 170) | def draw_picture(self):
  function main (line 174) | def main():