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__":
mayavi.new_scene()
p = PlotSpace(mayavi.engine.current_scene, [1, 100, 1])
p.add_points([[1, 2, 1], [1, 3, 1], [2, 4, 2]])
p.add_lines([[2, 2, 1], [3, 3, 1], [3, 3, 1], [3, 4, 1], [4, 4, 2]])
mayavi.new_scene()
p = PlotSpace(mayavi.engine.current_scene, [1, 100, 1])
for r in riskfree:
eurooption.setQuote(r)
p.add_surface_data_immediate(spot, vol, eurooption.f)
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)
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__':
mayavi.new_scene()
p = PlotSpace(mayavi.engine.current_scene,
[1,100,1])
p.add_points([[1,2,1],
[1,3,1],
[2,4,2]])
p.add_lines([[2,2,1],
[3,3,1],
[3,3,1],
[3,4,1],
[4,4,2]])
mayavi.new_scene()
p = PlotSpace(mayavi.engine.current_scene,
[1,100,1])
for r in riskfree:
eurooption.setQuote(r)
# 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)