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| author | Shivesh Mandalia <shivesh.mandalia@outlook.com> | 2020-03-22 17:02:29 +0000 |
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| committer | Shivesh Mandalia <shivesh.mandalia@outlook.com> | 2020-03-22 17:02:29 +0000 |
| commit | 92375e2d232538c72e9dfe7d6f067dfcc7e5979f (patch) | |
| tree | 4bea2694d7dc509b4f85c323639683f4734a0b37 /utils/engine.py | |
| parent | 954f69610607a06d5b2c9c5a7719260a26d7cf44 (diff) | |
| download | MCOptionPricing-92375e2d232538c72e9dfe7d6f067dfcc7e5979f.tar.gz MCOptionPricing-92375e2d232538c72e9dfe7d6f067dfcc7e5979f.zip | |
update examples
Diffstat (limited to 'utils/engine.py')
| -rw-r--r-- | utils/engine.py | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/utils/engine.py b/utils/engine.py index e8d2b1f..e64d599 100644 --- a/utils/engine.py +++ b/utils/engine.py @@ -51,7 +51,7 @@ class PricingEngine: >>> payoff = AsianArithmeticPayOff(option_right='Call', K=110) >>> engine = PricingEngine(payoff=payoff, path=path) >>> print(engine.price(T=range(4))) - 2.1462567745518335 + MCResult(price=12.003704847790525, stderr=0.2327352760696234) """ payoff: BasePayoff |