1 files changed, 47 insertions, 15 deletions

diff --git a/utils/engine.py b/utils/engine.py
index e64d599..f4169ec 100644
--- a/utils/engine.py
+++ b/utils/engine.py
@@ -10,8 +10,9 @@ Pricing engine for exotic options.
 import math
 from statistics import mean, stdev
 from dataclasses import dataclass
-from typing import List
+from typing import List, Sequence
 
+from utils.misc import Number
 from utils.path import PathGenerator
 from utils.payoff import BasePayoff
 
@@ -23,6 +24,14 @@ __all__ = ['MCResult', 'PricingEngine']
 class MCResult:
     """
     Price of option along with its MC error.
+
+    Attributes
+    ----------
+    price : float
+        Spot Price.
+    path : float
+        MC standard error.
+
     """
     price: float
     stderr: float
@@ -35,42 +44,65 @@ class PricingEngine:
 
     Attributes
     ----------
-    payoff : Payoff object for calculating the options payoff.
-    path : PathGenerator object for generating the evolution of the underlying.
+    payoff : BasePayoff
+        Payoff object for calculating the options payoff.
+    path : PathGenerator
+        PathGenerator object for generating the evolution of the underlying.
 
     Methods
-    ----------
+    -------
     price()
+        Price the option using MC techniques.
 
     Examples
-    ----------
+    --------
     >>> from utils.engine import PricingEngine
     >>> from utils.path import PathGenerator
     >>> from utils.payoff import AsianArithmeticPayOff
     >>> path = PathGenerator(S=100., r=0.1, div=0.01, vol=0.3)
     >>> payoff = AsianArithmeticPayOff(option_right='Call', K=110)
     >>> engine = PricingEngine(payoff=payoff, path=path)
-    >>> print(engine.price(T=range(4)))
-    MCResult(price=12.003704847790525, stderr=0.2327352760696234)
+    >>> print(engine)
+    PricingEngine(payoff=AsianArithmeticPayOff(K=110, option_right=Call),
+                  path=PathGenerator(S=100.0, r=0.1, div=0.01, vol=0.3))
 
     """
     payoff: BasePayoff
     path: PathGenerator
 
-    def price(self, T: List[float], ntrials: int = 1E4,
-              antithetic: bool = True) -> MCResult:
+    def price(
+            self,
+            T: Sequence[Number],
+            ntrials: int = 10_000,
+            antithetic: bool = True
+    ) -> MCResult:
         """
         Price the option using MC techniques.
 
         Parameters
         ----------
-        T : Set of times {t1, t2, ..., tn} in years.
-        ntrials : Number of trials to simulate.
-        antithetic : Use antithetic variates technique.
+        T : Sequence of Numbers
+            Set of times {t1, t2, ..., tn} in years.
+        ntrials : int
+            Number of trials to simulate.
+        antithetic : bool
+            Use antithetic variates technique.
 
         Returns
-        ----------
-        MCResult : Price of the option.
+        -------
+        MCResult
+            Price of the option.
+
+        Examples
+        --------
+        >>> from utils.engine import PricingEngine
+        >>> from utils.path import PathGenerator
+        >>> from utils.payoff import AsianArithmeticPayOff
+        >>> path = PathGenerator(S=100., r=0.1, div=0.01, vol=0.3)
+        >>> payoff = AsianArithmeticPayOff(option_right='Call', K=110)
+        >>> engine = PricingEngine(payoff=payoff, path=path)
+        >>> print(engine.price(T=range(4)))
+        MCResult(price=12.003704847790525, stderr=0.2327352760696234)
 
         """
         if ntrials < len(T):
@@ -79,7 +111,7 @@ class PricingEngine:
 
         # Generation start
         ntrials = int(ntrials // len(T))
-        payoffs = [0] * ntrials
+        payoffs: List[float] = [0] * ntrials
         for idx in range(ntrials):
             # Generate a random path
             if not antithetic: