@@ -36,18 +36,18 @@ def initialize(self):
3636 option .set_filter (- 3 , + 3 , 0 , 31 )
3737
3838 # Define the Option Price Model
39- option .price_model = OptionPriceModels .crank_nicolson_fd ()
40- #option.price_model = OptionPriceModels.black_scholes()
41- #option.price_model = OptionPriceModels.additive_equiprobabilities()
42- #option.price_model = OptionPriceModels.barone_adesi_whaley()
43- #option.price_model = OptionPriceModels.binomial_cox_ross_rubinstein()
44- #option.price_model = OptionPriceModels.binomial_jarrow_rudd()
45- #option.price_model = OptionPriceModels.binomial_joshi()
46- #option.price_model = OptionPriceModels.binomial_leisen_reimer()
47- #option.price_model = OptionPriceModels.binomial_tian()
48- #option.price_model = OptionPriceModels.binomial_trigeorgis()
49- #option.price_model = OptionPriceModels.bjerksund_stensland()
50- #option.price_model = OptionPriceModels.integral()
39+ option .price_model = OptionPriceModels .QuantLib . crank_nicolson_fd ()
40+ #option.price_model = OptionPriceModels.QuantLib. black_scholes()
41+ #option.price_model = OptionPriceModels.QuantLib. additive_equiprobabilities()
42+ #option.price_model = OptionPriceModels.QuantLib. barone_adesi_whaley()
43+ #option.price_model = OptionPriceModels.QuantLib. binomial_cox_ross_rubinstein()
44+ #option.price_model = OptionPriceModels.QuantLib. binomial_jarrow_rudd()
45+ #option.price_model = OptionPriceModels.QuantLib. binomial_joshi()
46+ #option.price_model = OptionPriceModels.QuantLib. binomial_leisen_reimer()
47+ #option.price_model = OptionPriceModels.QuantLib. binomial_tian()
48+ #option.price_model = OptionPriceModels.QuantLib. binomial_trigeorgis()
49+ #option.price_model = OptionPriceModels.QuantLib. bjerksund_stensland()
50+ #option.price_model = OptionPriceModels.QuantLib. integral()
5151
5252 # Set warm up with 30 trading days to warm up the underlying volatility model
5353 self .set_warm_up (30 , Resolution .DAILY )
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