diff --git a/docs/examples/kernel/mcdriver.py b/docs/examples/kernel/mcdriver.py index 69b9b80..d85fac9 100644 --- a/docs/examples/kernel/mcdriver.py +++ b/docs/examples/kernel/mcdriver.py @@ -13,7 +13,8 @@ rc = client.MultiEngineClient() # Initialize the common code on the engines rc.run('mcpricer.py') -# Push the variables that won't change (stock print, interest rate, days and MC paths) +# Push the variables that won't change +#(stock print, interest rate, days and MC paths) rc.push(dict(S=100.0, r=0.05, days=260, paths=10000)) task_string = """\ @@ -23,8 +24,8 @@ vp, ap, vc, ac = op.vanilla_put, op.asian_put, op.vanilla_call, op.asian_call """ # Create arrays of strike prices and volatilities -K_vals = N.arange(90.0,110.0,2.0) -sigma_vals = N.arange(0.02, 0.3, 0.02) +K_vals = N.linspace(90.0,100.0,5) +sigma_vals = N.linspace(0.0, 0.2,5) # Submit tasks taskids = []