vnpy/examples/OptionMaster/etf_portfolio.json

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2019-03-10 06:37:39 +00:00
{
"name": "etf_portfolio",
"model": "bsCython",
"underlying": [
"510050"
],
"chain": [
{
"underlyingSymbol": "510050",
"chainSymbol": "510050-1804",
"r": 0.04
},
{
"underlyingSymbol": "510050",
"chainSymbol": "510050-1805",
"r": 0.03
},
{
"underlyingSymbol": "510050",
"chainSymbol": "510050-1806",
"r": 0.03
},
{
"underlyingSymbol": "510050",
"chainSymbol": "510050-1809",
"r": 0.03
}
]
}