def get_arithmetic_asian_option(request):
S0 = float(request.GET.get("spot_price"))
V = float(request.GET.get("volatility"))
R = float(request.GET.get("rate"))
T = float(request.GET.get("maturity"))
K = float(request.GET.get("strike_price"))
geo_K = K
option_type = request.GET.get("option_type")
N = float(request.GET.get("observation_num"))
path_num = int(request.GET.get("path_num"))
control_variate = request.GET.get("control_variate")
price, std, confcv = project.arithmetic_asian_option(K, geo_K, T, R, V, S0, N, option_type, path_num,
control_variate)
return HttpResponse(str(price) + ':' + str(confcv))
s = time.time()
S = S0 = S1 = S2 = 100.0
T = 3.0
R = 0.05
V = V1 = V2 = 0.3
K = 100.0
n = 50.0
rou = 0.5
m = 10000
print GPU_arithmetic_asian_option(K, K, T, R, V, S0, n, 1.0, path_num=100, control_variate=STANDARD, Quasi=True)
import project
print project.arithmetic_asian_option(K, K, T, R, V, S0, n, 'call', path_num=100, control_variate=STANDARD)
e = time.time()
print "use", e - s
s = time.time()
print standardMC_european_option(K, T, R, V, S0, n, 'call', path_num=100000)
e = time.time()
print "use", e - s
print project.bs(S0, K, T, V, R, 'call')
s = time.time()
print GPU_european_option(K, T, R, V, S0, n, 1.0, path_num=100000, Quasi=True)
e = time.time()
print "use", e - s
