[docs]class PricingResult:
""" General container class containing computation result.
Parameters
----------
price : float
The price of the option.
underlying_level : float
The underlying level that was used to compute the price
atm_vol : float
The at-the-money volatility used when pricing.
bs_vol : float
The effective volatility used when calling the Black-Scholes pricer
"""
def __init__(self, price: float, underlying_level : float, atm_vol : float, bs_vol :float):
self.__price = price
self.__underlying_level = underlying_level
self.__atm_vol = atm_vol
self.__bs_vol = bs_vol
@property
def price(self):
return self.__price
@property
def underlying_level(self):
return self.__underlying_level
@property
def atm_vol(self):
return self.__atm_vol
@property
def bs_vol(self):
return self.__bs_vol