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@@ -13,7 +13,8 b' rc = client.MultiEngineClient()' | |||
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13 | 13 | # Initialize the common code on the engines |
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14 | 14 | rc.run('mcpricer.py') |
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15 | 15 | |
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16 |
# Push the variables that won't change |
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16 | # Push the variables that won't change | |
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17 | #(stock print, interest rate, days and MC paths) | |
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17 | 18 | rc.push(dict(S=100.0, r=0.05, days=260, paths=10000)) |
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18 | 19 | |
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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' | |||
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23 | 24 | """ |
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24 | 25 | |
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25 | 26 | # Create arrays of strike prices and volatilities |
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26 |
K_vals = N. |
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27 |
sigma_vals = N. |
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27 | K_vals = N.linspace(90.0,100.0,5) | |
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28 | sigma_vals = N.linspace(0.0, 0.2,5) | |
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28 | 29 | |
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29 | 30 | # Submit tasks |
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30 | 31 | taskids = [] |
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