{"items":[{"id":"77e64759-ffdb-4b1f-a6d9-fa7b9bc1dbc8","type":"push","org":"Braumeister-Stefan","repo":"Black76","title":"Expanded Black model to support off-the-money pricing","summary":"Updated the pricing engine to accommodate off-the-money (OTM) swaptions in addition to the existing ATM functionality. Modified the configuration logic to allow users to manually set strike prices and forward rates, improving the model's flexibility for non-standard pricing scenarios.","url":"https://nomit.dev/Braumeister-Stefan/Black76/status/3f9a8b1f88573089c97ecb86ff96ee8c7712822908db0a58b75a5be297470e6f","author":"Braumeister-Stefan","contributors":["Braumeister-Stefan"],"updated_at":"2022-06-28T17:25:41+00:00"},{"id":"d97e18da-0174-4082-a889-3389dd236344","type":"push","org":"Braumeister-Stefan","repo":"Black76","title":"Cleaned up unused asset file from the BBG directory","summary":"Removed an unused GIF file (`6m10y_normal.gif`) from the project assets to reduce repository clutter. This cleanup is part of maintaining a leaner codebase. ![Cleaning up the repo](https://enxegfybrygakxrhnabg.supabase.co/storage/v1/object/public/meme-images/f86747df-090f-4304-a22c-4b732c7f79b4.jpg)","url":"https://nomit.dev/Braumeister-Stefan/Black76/status/4d5dd2df989b8a22f3960f8296f51a1668a66651e22ab68df5c0aafdc21a84ec","author":"Braumeister-Stefan","contributors":["Braumeister-Stefan"],"updated_at":"2022-06-28T10:52:51+00:00"},{"id":"f9ed3a8c-e583-41bf-b2b2-8eb3385e6acf","type":"push","org":"Braumeister-Stefan","repo":"Black76","title":"Added basic testing to the Black model pricing script","summary":"Introduced a testing component to the `Black_model` script to help ensure the pricing logic for European swaptions remains robust. This addition aims to improve the reliability of the interpolation and pricing functions over time. ![much stable, very verify](https://enxegfybrygakxrhnabg.supabase.co/storage/v1/object/public/meme-images/braumeister-stefan/black76/doge/8602b4f5-4da7-4e05-b877-cb720d87f11b.png)","url":"https://nomit.dev/Braumeister-Stefan/Black76/status/2f9025015ac75f1013fd7973d28f926176e10b7e8359d2a78ad1189d35fb90a9","author":"Braumeister-Stefan","contributors":["Braumeister-Stefan"],"updated_at":"2022-06-26T22:25:33+00:00"},{"id":"4d903468-6a68-41a9-abd8-d885ff465bc3","type":"push","org":"Braumeister-Stefan","repo":"Black76","title":"Implementation of Black model for European swaption pricing","summary":"Added a new Python implementation of the Black model to price European swaptions using Bloomberg and Bank of England market data. The script includes interpolation capabilities to handle ATM strikes and implied volatilities for unquoted swaptions. Results for these pricing exercises are outputted into an Excel workbook for further analysis. ![Another day passed without using Black-Scholes formula.](https://enxegfybrygakxrhnabg.supabase.co/storage/v1/object/public/meme-images/ca73903a-9745-4865-87cd-17d5654948a0.png)","url":"https://nomit.dev/Braumeister-Stefan/Black76/status/4890f0aff2f30505033f7af3314382d4b20d056de5382aadf88f9b2727fd7369","author":"Braumeister-Stefan","contributors":["Braumeister-Stefan"],"updated_at":"2022-06-26T22:22:49+00:00"}],"pagination":{"offset":0,"limit":5,"has_more":false}}