This is the wallstreetflets Reference Manual, version 1.1, generated automatically by Declt version 4.0 beta 2 "William Riker" on Sun Jun 15 07:57:58 2025 GMT+0.
The main system appears first, followed by any subsystem dependency.
wallstreetfletsWall Street FLETs: A library for calculating Options Greeks
Nathan Van Ymeren <n@0x85.org>
GPL v3
1.1
lquery (system).
dexador (system).
parse-number (system).
wallstreetflets.lisp (file).
Files are sorted by type and then listed depth-first from the systems components trees.
wallstreetflets/wallstreetflets.asdwallstreetflets (system).
wallstreetflets/wallstreetflets.lispwallstreetflets (system).
*fallback-rate* (special variable).
compute-greeks (function).
print-greeks (function).
risk-free-rate (function).
*six-sigma* (special variable).
*url* (special variable).
avg (function).
condition-rate-list (function).
d-one (function).
d-two (function).
delta (function).
fetch-yield-rates (function).
gamma (function).
gaussian-cdf (function).
gaussian-pdf (function).
interpolate-rate (function).
linear-interpolate (function).
rho (function).
theta (function).
trap-int (function).
vega (function).
Packages are listed by definition order.
wallstreetfletsWall Street FLETs: Calculate Options Greeks based on scraped data
wsf
common-lisp.
*fallback-rate* (special variable).
compute-greeks (function).
print-greeks (function).
risk-free-rate (function).
*six-sigma* (special variable).
*url* (special variable).
avg (function).
condition-rate-list (function).
d-one (function).
d-two (function).
delta (function).
fetch-yield-rates (function).
gamma (function).
gaussian-cdf (function).
gaussian-pdf (function).
interpolate-rate (function).
linear-interpolate (function).
rho (function).
theta (function).
trap-int (function).
vega (function).
Definitions are sorted by export status, category, package, and then by lexicographic order.
Computes the Greeks for the given Option, as specified by the arguments, and returns them as a plist. The final argument is optional and if set to T (true) will compute a Put option, otherwise a Call is assumed. For a function that prints the calculated Greeks to stdout see PRINT-GREEKS
Computes the Greeks for the given Option and prints them to stdout. If you want to consume this info programmatically then you probably want the function COMPUTE-GREEKS
Scrapes US Treasury Bond yields for interpolation in another function
Numeric approximation of the CDF of a gaussian/normal distribution
PDF of the Standard Gaussian/Normal distribution
Expects a time-to-maturity/days-to-expiry value in calendar days
Trapezoidal integral approximation
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