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| author | Shivesh Mandalia <shivesh.mandalia@outlook.com> | 2020-04-20 00:03:47 +0100 |
|---|---|---|
| committer | Shivesh Mandalia <shivesh.mandalia@outlook.com> | 2020-04-20 00:03:47 +0100 |
| commit | 1c8649fdcd9f56cca5b191ae3cbaec4977569380 (patch) | |
| tree | 14299d85de895df774a5c2b5b44ee3d10e0f5f7f /run.py | |
| parent | 92375e2d232538c72e9dfe7d6f067dfcc7e5979f (diff) | |
| download | MCOptionPricing-1c8649fdcd9f56cca5b191ae3cbaec4977569380.tar.gz MCOptionPricing-1c8649fdcd9f56cca5b191ae3cbaec4977569380.zip | |
Linting, type checking
Diffstat (limited to 'run.py')
| -rwxr-xr-x | run.py | 3 |
1 files changed, 1 insertions, 2 deletions
@@ -210,11 +210,10 @@ options, and thus this is priced in.''') def main() -> None: - """Main function.""" random.seed(1) # Define number of trials to run - ntrials_arr = [1E4, 1E5, 1E6] + ntrials_arr = list(map(int, [1e4, 1e5, 1e6])) # Pricing Asian options asian_options(ntrials_arr) |
