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Ran 05 Oct 2017 10:24AM UTC

Files 60

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Committed 05 Oct 2017 10:18AM UTC coverage: 90.2% (-0.7%) from 90.873%

Job # 388.2

Build Type

push

travis-ci

Committed by

johnbywater

Commit Message

Factored out discount() function.

Changed hedge calculation to use average of all available simulated
prices, which allows model time step to more flexible (step through
monthly periodisation in steps of e.g. 7 days).

Also, tried to make Wait multi-inherit from Settlement and Fixing,
but it doesn't work for a reason that eluded me (simulation requirements
somehow get messed up). So there are some comments about that.

Also changed plots to use percentiles, because it looks more intuitive.

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