Common.PricingResult¶

Classes

PricingResult(price: float, ...) General container class containing computation result.

class Common.PricingResult.PricingResult(price: float, underlying_level: float, atm_vol: float, bs_vol: float)[source]¶

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

Attributes