mafipy
0.0.1
mafipy package
Submodules
mafipy.calibrator module
mafipy.function module
function (
mafipy.function
)
mafipy.replication module
mafipy.util module
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mafipy
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mafipy package
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mafipy.function module
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mafipy.function.payoff_call
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mafipy.function.payoff_call
¶
mafipy.function.
payoff_call
(
underlying
,
strike
,
gearing=1.0
)
[source]
¶
Payoff of call option.
Parameters:
underlying
(
float
) –
strike
(
float
) –
gearing
(
float
) – Coefficient of this option. Default value is 1.
Returns:
payoff call option.
Return type:
float