##// END OF EJS Templates
Minor changes to the mcdriver.py example.
Brian E Granger -
Show More
@@ -13,7 +13,8 b' rc = client.MultiEngineClient()'
13 13 # Initialize the common code on the engines
14 14 rc.run('mcpricer.py')
15 15
16 # Push the variables that won't change (stock print, interest rate, days and MC paths)
16 # Push the variables that won't change
17 #(stock print, interest rate, days and MC paths)
17 18 rc.push(dict(S=100.0, r=0.05, days=260, paths=10000))
18 19
19 20 task_string = """\
@@ -23,8 +24,8 b' vp, ap, vc, ac = op.vanilla_put, op.asian_put, op.vanilla_call, op.asian_call'
23 24 """
24 25
25 26 # Create arrays of strike prices and volatilities
26 K_vals = N.arange(90.0,110.0,2.0)
27 sigma_vals = N.arange(0.02, 0.3, 0.02)
27 K_vals = N.linspace(90.0,100.0,5)
28 sigma_vals = N.linspace(0.0, 0.2,5)
28 29
29 30 # Submit tasks
30 31 taskids = []
General Comments 0
You need to be logged in to leave comments. Login now