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I would like to override the default estimators with different values but QLOptionPriceModel is not public so the only option is the models in OptionPriceModels.
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Shile Wen
Hi Ari,
Feel free to create a Custom IOptionPriceModel with different estimators.
Best,
Shile Wen
Ari Cooperman
But I would like to use the QuantLib implementations. Maybe I am missing something, but can't see how I can instantiate a new one with different inputs in the current Lean/QuantConnect Lab
Shile Wen
Hi Ari,
It's not currently possible to change the QLOptionPriceModel, however, we have opened this as an issue here.
Best,
Shile Wen
Ari Cooperman
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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