Python black_scholes Beispiele

Beispiel #1

def bs_step(current, strike, maturity, rate, volatility):
    put, call = finance.black_scholes(current, strike, maturity, rate,
                                      volatility)
    call = call.optimized()
    call.evaluate()

Beispiel #2

Datei: test_finance.py Projekt: EasonLiao/spartan

 def test_put(self):
   put, call = finance.black_scholes(self.current, self.strike, maturity, rate, volatility)
   #util.log_info(put)
   #util.log_info(optimize(put))
   util.log_info(put.glom())

Beispiel #3

Datei: test_finance.py Projekt: EasonLiao/spartan

 def test_print_graph(self):
   put, call = finance.black_scholes(self.current, self.strike, maturity, rate, volatility)

Beispiel #4

Datei: test_finance.py Projekt: EasonLiao/spartan

 def test_call(self):
   put, call = finance.black_scholes(self.current, self.strike, maturity, rate, volatility)
   #util.log_info(call)
   util.log_info(call.glom())

Beispiel #5

 def test_print_graph(self):
     put, call = finance.black_scholes(self.current, self.strike, maturity,
                                       rate, volatility)

Beispiel #6

 def test_put(self):
     put, call = finance.black_scholes(self.current, self.strike, maturity,
                                       rate, volatility)
     #util.log_info(put)
     #util.log_info(optimize(put))
     util.log_info(put.glom())

Beispiel #7

 def test_call(self):
     put, call = finance.black_scholes(self.current, self.strike, maturity,
                                       rate, volatility)
     #util.log_info(call)
     util.log_info(call.glom())

Beispiel #8

Datei: benchmark_finance.py Projekt: GabrielWen/spartan

def bs_step(current, strike, maturity, rate, volatility):
  put, call = finance.black_scholes(current, strike, maturity, rate, volatility)
  call = call.optimized()
  call.evaluate()