Changeset 17588 for lang/python
- Timestamp:
- 08/13/08 17:24:53 (3 months ago)
- Files:
-
- 1 modified
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lang/python/option_tools/alpha.py (modified) (3 diffs)
Legend:
- Unmodified
- Added
- Removed
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lang/python/option_tools/alpha.py
r17566 r17588 22 22 newtonNum:ニュートン法を行なう回数 23 23 seed:シード 24 25 戻り値: 26 コールオプションのウェイト、対数期待予想成長比率、予想成長比率のタプルを返します。 24 27 """ 25 28 #各自初期化 … … 36 39 37 40 best_alpha = _newtonsMethod(newtonNum,0,cache) 38 return (alpha,_m(best_alpha,cache)) 41 best_m = _m(best_alpha,cache) 42 return (best_alpha,best_m,math.exp(best_m)) 39 43 40 44 … … 45 49 return init_alpha 46 50 else: 47 print init_alpha,_m_alpha(init_alpha,cache)51 #print init_alpha,_m_alpha(init_alpha,cache) 48 52 delta = _m_alpha(init_alpha, cache)/_m2_alpha2(init_alpha, cache) 49 53 new_alpha = init_alpha - delta
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