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Testing Table2
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jong0077 committed Nov 27, 2024
1 parent f1183a5 commit cbfc261
Showing 1 changed file with 15 additions and 13 deletions.
28 changes: 15 additions & 13 deletions Testing.ipynb
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},
{
"cell_type": "code",
"execution_count": 30,
"execution_count": 34,
"metadata": {},
"outputs": [],
"source": [
"test1 = AmericanOptionPricing(100, 0.04, 0.04, 0.20, 3, 10, 3, 7, 200, option_type=OptionType.Put,eta=0.8)"
"test1 = AmericanOptionPricing(100, 0.05, 0.05, 0.25, 1, 25, 4, 9, 51, option_type=OptionType.Put,eta=0.8)"
]
},
{
"cell_type": "code",
"execution_count": 31,
"execution_count": 35,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Starting iteration 1/3\n",
"Iteration 1/3 completed.\n",
"Starting iteration 2/3\n",
"Iteration 2/3 completed.\n",
"Starting iteration 3/3\n",
"Iteration 3/3 completed.\n",
"Starting iteration 1/4\n",
"Iteration 1/4 completed.\n",
"Starting iteration 2/4\n",
"Iteration 2/4 completed.\n",
"Starting iteration 3/4\n",
"Iteration 3/4 completed.\n",
"Starting iteration 4/4\n",
"Iteration 4/4 completed.\n",
"Jacobi-Newton iterations completed.\n"
]
}
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},
{
"cell_type": "code",
"execution_count": 32,
"execution_count": 36,
"metadata": {},
"outputs": [],
"source": [
Expand All @@ -82,16 +84,16 @@
},
{
"cell_type": "code",
"execution_count": 33,
"execution_count": 37,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"(12.196022514072425, 0.40929466849989227)"
"(9.462492596167081, 0.10696407630320409)"
]
},
"execution_count": 33,
"execution_count": 37,
"metadata": {},
"output_type": "execute_result"
}
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