Python SetPricinGenEngine导入pyql
给出了错误Python SetPricinGenEngine导入pyql,python,quantlib,Python,Quantlib,给出了错误 european_option = VanillaOption(payoff, exercise) spot_handle = SimpleQuote(spot_price) flat_ts = FlatForward(calculation_date, risk_free_rate, day_count) dividend_yield = FlatForward(calculation_date, dividend_rate, day_count) flat_vol_ts =
european_option = VanillaOption(payoff, exercise)
spot_handle = SimpleQuote(spot_price)
flat_ts = FlatForward(calculation_date, risk_free_rate, day_count)
dividend_yield = FlatForward(calculation_date, dividend_rate, day_count)
flat_vol_ts = BlackConstantVol(calculation_date, cal, volatility, day_count)
bsm_process = BlackScholesMertonProcess(spot_handle,
dividend_yield,
flat_ts,
flat_vol_ts)
european_option.setPricingEngine(AnalyticEuropeanEngine(bsm_process))
文件“qlsexam.py”,第63行,在
european_option.SetPricinGene发动机(分析european发动机(bsm_过程))
AttributeError:'quantlib.instruments.option.VanillaOption'对象没有属性'SetPricinGenEngine'
我需要什么导入?您不需要额外导入。出现错误的原因是pyql开发人员已经导出了一些具有不同名称的QuantLib,以便在Python中遵循并更加惯用。正确的电话是
File "qlexam.py", line 63, in <module>
european_option.setPricingEngine(AnalyticEuropeanEngine(bsm_process))
AttributeError: 'quantlib.instruments.option.VanillaOption' object has no attribute 'setPricingEngine'
正如您可以从中看到的。您不需要额外的导入。出现错误的原因是pyql开发人员已经导出了一些具有不同名称的QuantLib,以便在Python中遵循并更加惯用。正确的电话是
File "qlexam.py", line 63, in <module>
european_option.setPricingEngine(AnalyticEuropeanEngine(bsm_process))
AttributeError: 'quantlib.instruments.option.VanillaOption' object has no attribute 'setPricingEngine'
正如你从中看到的