def nprice(self, fp, sig, dt=Time.today, r=0.0)->float: fy = self.fut.bond.price2bondCoupon(fp,fp) xy = self.fut.bond.price2bondCoupon(self.strike,fp) pv1 = self.fut.bond.pv01p(fp) return BsBase.niscall(not self.isCall, fy, xy, sig, r, self.expiry.texp(dt)/262.0)*pv1
def lprice(self, fp, v, dt=Time.today, r=0.0)->float: return BsBase.liscall(self.isCall, fp, self.strike, v, r, self.expiry.texp(dt)/262.0)