// EXAMPLE STATE: const state = { front_months: { // front months, i.e. calendar expiry, at which the user has an opinion on where the underlying price may be "2022-03-11": { underlying_ranges: [ // underlying-price ranges, at which the user thinks the underlying price may be, at expiry (i.e. front-month) { from: 300, to: 400, back_months: { // back months, for which the user has an opinion on what the IV-smile will look like, given that the underying price is within range "2022-04-17": { iv_fn: someFn // signature: (underlying_price, strike_price, dte); the function internally stores the shape of the IV-smile as a function of percentage-diff-between-underlying-and-strike, so that the function can be run for any underlying value in the range, and of course any strike. } } } ] } } } export const calculateBestCombinationOfCalendars(){ }