Pricing.PV.IAmericanOptionPricer¶
Classes
AmericanOption(strike: float, ...) |
Class to represent the notion of an american option. |
IAmericanOptionPricer |
General interface to describe an american option pricer. |
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class
Pricing.PV.IAmericanOptionPricer.IAmericanOptionPricer[source]¶ General interface to describe an american option pricer.
See also
AmericanOptionPricerAmericanOptionPricer
Methods
price(...)Compute the present value of the american option -
price(market: MarketQuotations.Market.Market, american_option: Products.AmericanOption.AmericanOption) → float[source]¶ Compute the present value of the american option
Parameters: market :
MarketThe market that will be used to price the option.
american_option :
AmericanOptionThe description of the american option that will be priced
Returns: price: float
The present value of the american option.