11004attachmenttitle1摘要title11本文档,常用指标包括1股性,以下指标计算模型说明1cb_,税后ytm2cb_twolow,低3cb_iv,波动率估值偏离度4cb_valuationdeviation,08-18更新title21隐含波动率,cb_impliedvolatility,…

-01-10cb_rh,-01-10cb_delta,-01-10cb_theta,-01-10cb_gammaelasticity,01-10cb_deltaelasticity,01-10cb_vegaelasticity,01-10cb_thetaelasticity2,01-10cb_gammaelasticity2,…

25803attachmenttitle1摘要title11可转债估值,可转债风险指标算法说明1delta相关,-19title2新增faqcb_delta2,-10-13title21可转债风险,…

-15文档新增title21新增,-09文档发布title21价格和,研究1期限研究,债券最高价在最低价后1年内出现,3天软相关函数1cb_alldateandpricedata,期限和价格数据2cb_allqjmrtomcdata,卖出阈值数据信息3cb_qjpricendayratedata,…

定向可转债方式1从,数示例title1title2示例1title2在,endt:=20260120tsetsysparampn_dateendt,stocksdobeginsetsysparampn_stockstock,rni正股价:=cb_stock,ni当期收益率%:=cb_currentyield,…

title2数据更新情况title21数据开始,生效日注1504001,注3table注11对于,格变动日注21转股,函数名函数别名cb_convertible,parity转换平价cb_conversion,premium_rate,股溢价率cb_transfer,price转股价cb_revisedtriggerprice,…

股本*100%stockhsl_begtendt,个股指定日换手率%_支持高频,股票市值2*100cb_htrate,量平均值*100%cb_htrate3,量*100%cbonds_hslbondsarr,统计加权算法0合计1中位数2,5市值规模加权bk_hslbegt,股票i流通股本和1算术平均股票,…

title2数据更新情况title21数据开始,日参照标准1发行之日,修正期类型1存续期,赎回期类型1存续期,stockid:=sz128088setsysparampn_stockstockid,函数名函数别名cb_satisfybalanceredemption,有条件赎回余额限制条件cb_satisfyconditionalredemption,…

cloginprintclast_errortsl,code=functiongetcb_impliedvolatilitystockid,打印信息attentionsetsysparampn_stockstockid,pn_dateendt,:=cb_impliedvolatility,…

参数cycle设置相关famafrench_factorret_,因子tdtrtrtd1tdtd,含义tdtrtrtd1tdtd,tdtrtrtdcy_daytd,tdtrtrtdcy_weektd,tdtrtrtdcy_monthtd,%c8%a8%cb%b5,endt:=20221230tmodeltype:=1//三,…