def spot(self,date):
maturity = ( date - today() ) / 365.
v=V(self.model.Spot(maturity))
print today(), "-->", date, "(", maturity, "y)", v
return v
class GexaModel():
def __init__(self,equity):
self.model = EquityModel(equity = equity)
def spot(self,date):
maturity = ( date - today() ) / 365.
v=V(self.model.Spot(maturity))
print today(), "-->", date, "(", maturity, "y)", v
return v
equity = Equity( spot=100, sigma = 0.2 )
d = DateTime(2015,1,1)
fn = lambda: equity.Variance(d)
cliquet = Cliquet(start_date = today() + 1, periods = 4)
gexamodel = GexaModel(equity)
#System.Diagnostics.Debugger.Launch()
#print cliquet.Paths(gexamodel)
tableau = cliquet.raw_tableau()
columns = tableau[0]
for (i,row) in enumerate(tableau[0:]):
for (j,col) in enumerate(columns):
print "Column " + col + " / row=" + str(i)
print "================================"
print "Formula = ", row[j]
value = cliquet.tableau_cell(i-1,col,model=gexamodel)
print "\nReturn value=", value
print "\n\n"
