def bs_euro(request):
spot_price = request.GET.get("spot_price")
volatility = request.GET.get("volatility")
rate = request.GET.get("rate")
maturity = request.GET.get("maturity")
strike_price = request.GET.get("strike_price")
option_type = request.GET.get("option_type")
price = project.bs(spot_price, strike_price, maturity, volatility, rate, option_type)
return HttpResponse(price)
s = time.time()
S = S0 = S1 = S2 = 100.0
T = 3.0
R = 0.05
V = V1 = V2 = 0.3
geo_K = 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=False)
#
import project
#
# # print project.arithmetic_asian_option(K, K, T, R, V, S0, n, 'call', path_num=100, control_variate=GEO_MEAN)
#
# e = time.time()
# print "use", e - s
#
# print GPU_arithmetic_basket_option(S1, S2, V1, V2, R, T, K, geo_K, rou, 1.0, path_num=10000,
# control_variate=GEO_MEAN_STRIKE, Quasi=False)
print standardMC_european_option(K, T, R, V, S0, n, 1.0, path_num=10000)
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=False)
# e = time.time()
# print "use", e - s