from enthought.tvtk.tools import mlab
from plotspace import PlotSpace
mayavi2.standalone(globals())
import eurooption
import basketoption
import scipy
import numpy
import threading
spot = scipy.arange(10.0, 100.0, 5.0)
vol = scipy.arange(0.1, 1.0, 0.1)
riskfree = scipy.arange(0.0, 5.0, 1.0)
u1 = scipy.arange(0.5, 15.0, 0.5)
u2 = scipy.arange(0.5, 15.0, 0.5)
if __name__ == '__main__':
bmin = basketoption.BasketOptionClass('min')
bmax = basketoption.BasketOptionClass('max')
bavg = basketoption.BasketOptionClass('avg')
mayavi.new_scene()
p = PlotSpace(mayavi.engine.current_scene, [1,1,1])
p.add_surface_data(u1, u2, bmin.npv)
p.add_surface_data(u1, u2, bmax.npv)
p.add_surface_data(u1, u2, bavg.npv)
# Example of option baskets
#
# Distributed under BSD License
from enthought.mayavi.scripts import mayavi2
from plotspace import PlotSpace
mayavi2.standalone(globals())
import basketoption
import scipy
spot = scipy.arange(10.0, 100.0, 5.0)
vol = scipy.arange(0.1, 1.0, 0.1)
riskfree = scipy.arange(0.0, 5.0, 1.0)
u1 = scipy.arange(0.5, 15.0, 0.5)
u2 = scipy.arange(0.5, 15.0, 0.5)
if __name__ == "__main__":
bmin = basketoption.BasketOptionClass("min")
bmax = basketoption.BasketOptionClass("max")
bavg = basketoption.BasketOptionClass("avg")
mayavi.new_scene()
p = PlotSpace(mayavi.engine.current_scene, [1, 1, 1])
p.add_surface_data(u1, u2, bmin.npv)
p.add_surface_data(u1, u2, bmax.npv)
p.add_surface_data(u1, u2, bavg.npv)
