我想以特定方式处理py_vollib / py_lets_be_rational中的以下异常。
py_lets_be_rational.exceptions.BelowIntrinsicException: The volatility is below the intrinsic value.
尝试不成功:
from py_vollib.black.implied_volatility import implied_volatility as impl_vol_b
from py_lets_be_rational.exceptions import BelowIntrinsicException
try:
call_vol = impl_vol_b(discounted_option_price, F, K, r, t, type)
except BelowIntrinsicException as e:
if str(e) != 'The volatility is below the intrinsic value':
raise
else:
call_vol = 0
我在做什么错?任何帮助将不胜感激。