Question

我不确定我是否错过了导入功能，但我没有办法在pyql中找到任何选项的希望：

from quantlib.instruments.api import AmericanExercise, VanillaOption, Put, Call
from quantlib.instruments.payoffs import PlainVanillaPayoff

from quantlib.pricingengines.api import BaroneAdesiWhaleyApproximationEngine
from quantlib.pricingengines.api import FDAmericanEngine
from quantlib.processes.black_scholes_process import BlackScholesMertonProcess
from quantlib.quotes import SimpleQuote
from quantlib.settings import Settings
from quantlib.time.api import Actual365Fixed, Date, May, Mar, TARGET
from quantlib.termstructures.volatility.equityfx.black_vol_term_structure \
    import BlackConstantVol
from quantlib.termstructures.yields.api import FlatForward

option = VanillaOption(payoff, exercise)

如何获得此选项的增量？

Answer 1

看起来希腊人只在某些情况下提供。我不知道为什么内置引擎不会像本视频中所解释的那样提供希腊文：

https://www.youtube.com/watch?v=MgUlBB59Ll0

pyql中的Vanilla选项的希腊人

1 个答案: