Fixed typo in TODO for EquityOptionBlackMethod
Split EquityOptionBlackRhoCalculator into two - Black if hedging w Forward, BS if w Spot
Fixed bug - BaroneAdesiWhaley had been misreporting Gamma b/c of missing argument to getPriceDeltaGamma
More EquityOptionBlackRhoFunction clean up
Clean up of Rho and Theta functions for Equity and EquityIndex Optiona
BAWGreeks had been reporting Theta wrt (T-t). Now dV/dt, hence a long straddle typically has negative theta
Equity (Index) Options now have Theta with CalculationMethod=BlackMethod
HistoricalTimeSeriesFunctionUtils now permits null start and/or end dates in createHTSRequirement
New Function MarkToMarketPnLFunction and ValueRequirement MTM_PNL
Speed up: MarkToMarketPnLFunction now requires HISTORICAL_TIME_SERIES_LATEST, instead of a time series
Temporarily changed default extrapolator behaviour of SmileInterpolatorSpline to Flat
Draft of the WeightedVegaFunction and WEIGHTED_VEGA Val Req