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Add `scalegreeks` parameter to greeks function #7

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rmcd1024 opened this issue Sep 2, 2019 · 0 comments

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rmcd1024 commented Sep 2, 2019

Add list that controls scaling? Default would be `scalegreeks=list(delta=1, gamma=1, theta=1/365, vega=1/100, rho=1/100, psi=1/100)

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