def get_value(self):
return (
self.notional * (self.tau / self.basis) / (1 + (self.f * self.tau) / self.basis)) * math.exp(
-self.r * self.t * ((self.x * cnd(-self.d2)) - (self.f * -self.d1)))
def get_value(self):
result=None
if self.flag == 'c':
result = ((1 - (1 / (math.pow(1 + (self.f / self.m), self.t1 * self.m)))) / self.f) * math.exp(-self.r * self.t) * ((self.f * cnd(self.d1)) - (self.x * cnd(self.d2)))
elif self.flag == 'p':
result = ((1 - (1 / (math.pow(1 + (self.f / self.m), self.t1 * self.m)))) / self.f) * math.exp(-self.r * self.t) * ((self.x * cnd(-self.d2)) - (self.f * cnd(-self.d1)))
return result
