Strategies

DeltaHedgingStrategy	A Delta hedging strategy.
DynamicMultiOptionsStrategy	Strategy trading a basket of options from multiple groups.
DynamicMultiSwaptionsStrategy	Strategy trading a basket of swaptions from multiple groups.
DynamicOptionsStrategy	Strategy trading a custom basket of options.
DynamicSwaptionsStrategy	Strategy trading a custom basket of swaptions.
RatesSignalStrategy	Signal strategy suitable for trading interest rate products.
RatesStrategy	Strategy suitable for trading interest rate products.
RatesBasketStrategy	Basket strategy suitable for trading interest rate products
RatesStrategyMixin	A mixin for strategies trading interest rate products.
RollingOptionsStrategyBase	Base strategy class for rolling options strategies, that can be quickly implemented by defining their own roll_options method.
RollingOption	Deprecated class for Rolling option strategy.
RollingSwaption	Deprecated class for Rolling swaption strategy.
RollingVarianceSwap	Deprecated class for Rolling variance swap strategy.
RollingOptionStrategy	A rolling strategy that takes the same position in either a call or put option with the same expiration and strike price.
RollingSwaptionStrategy	A rolling strategy that takes the same position in either a receiver or a payer swaption with the same expiration and strike rate.
RollingVarianceSwapStrategy	A strategy that manages a rolling variance swap.
Straddle	Deprecated class for Straddle strategy.
RollingStraddleOptionStrategy	A rolling strategy that takes the same position in both a call option and a put option with the same expiration and strike price.
Strangle	Deprecated class for Strangle strategy.
RollingStrangleOptionStrategy	Takes the same position in both a call option and a put option with the same expiration but different strike price.
RollingButterflyOptionsStrategy	Is a three-part strategy that takes long and short positions in call or put options with the same expiration but different strike price.
RollingSpreadOptionsStrategy	Is a two-part strategy that takes long and short positions in call or put options with the same expiration but different strike price.
SwaptionStraddle	A rolling strategy that takes the same position in both a receiver and payer swaption with the same expiration and strike.
SwaptionStrangle	Takes the same position in both a receiver and a payer swaption with the same expiration but different strikes.