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QuantConnect / Lean Public

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Implement indicator-based option price model#9237

Merged

jhonabreul merged 18 commits intoQuantConnect:masterQuantConnect/Lean:masterfrom

jhonabreul:feature-indicator-based-option-price-modeljhonabreul/Lean:feature-indicator-based-option-price-modelCopy head branch name to clipboard

Feb 19, 2026

Conversation Commits18 (18)Checks Files changed

Merged

Implement indicator-based option price model#9237
jhonabreul merged 18 commits intoQuantConnect:masterfrom
jhonabreul:feature-indicator-based-option-price-model

Commits

Commits on Feb 19, 2026

Implement indicator-based option price model
jhonabreul
committed
Minor fixes
jhonabreul
committed
Address peer review
jhonabreul
committed
Minor tests fixes
jhonabreul
committed
Make the indicator based price model the default for options
jhonabreul
committed
Address peer review
jhonabreul
committed
Cleanup and minor changes
jhonabreul
committed
Support indicators configuration for new pricing model
jhonabreul
committed
Some cleanup
jhonabreul
committed
Add QL option price model example algorithm
jhonabreul
committed
Return lean models from static helpers
jhonabreul
committed
Minor tests fixes
jhonabreul
committed
Minor test fixes
jhonabreul
committed
Address peer review
jhonabreul
committed
Cleanup
jhonabreul
committed
Fix unit tests
jhonabreul
committed
Move QL models to OptionPriceModels.QuantLib.*
jhonabreul
committed
Add forward tree helper method
jhonabreul
committed

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