Esempio n. 1
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def bs_step(current, strike, maturity, rate, volatility):
    put, call = finance.black_scholes(current, strike, maturity, rate,
                                      volatility)
    call = call.optimized()
    call.evaluate()
Esempio n. 2
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 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())
Esempio n. 3
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 def test_print_graph(self):
   put, call = finance.black_scholes(self.current, self.strike, maturity, rate, volatility)
Esempio n. 4
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 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())
Esempio n. 5
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 def test_print_graph(self):
     put, call = finance.black_scholes(self.current, self.strike, maturity,
                                       rate, volatility)
Esempio n. 6
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 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())
Esempio n. 7
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 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())
Esempio n. 8
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def bs_step(current, strike, maturity, rate, volatility):
  put, call = finance.black_scholes(current, strike, maturity, rate, volatility)
  call = call.optimized()
  call.evaluate()