python障碍式期权定价公式

早期写的python障碍式期权的定价脚本，供大家参考，具体内容如下 #coding:utf-8 ''' 障碍期权 q=x/s H = h/x H 障碍价格 [1] Down-and-in call cdi [2] Up-and-in call cui [3] Down-and-in put pdi [4] Up-and-in put pui [5] Down-and-out call cdo [6] Up-and-out call cuo [7] Down-and-out put pdo [8] Up-and-out put puo ''' from math import log,sqrt