Теперь появилась возможность тестировать опционы, построеные от базового актива по модели Блека-Шоулза
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Backtest with Synthetic Options!
By constructing synthetic option contracts based on the underlying stock price and the Black-Scholes model, you can simulate and backtest options trading strategies. New WealthScript methods have been added to support this capability. For more information, see the Options Strategies topic in the WealthScript Programming Guide.
