ó
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   stockPricet   striket
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 |
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   optionTypeR	   R
   R   R   R   R   R   R   t   premium(    (    sB   /var/www/OptionsCentralService/app/model/BlackScholesCalculator.pyt   getValue   s    %,&*c   
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   R   R   R	   R
   R   R   R   R   R   t   delta(    (    sB   /var/www/OptionsCentralService/app/model/BlackScholesCalculator.pyt   getDelta   s
    ')c   	      C   s[   |  j  | | | | | | ƒ } t j d | | ƒ t j | ƒ | | t j | ƒ } | S(   Ng      ð¿(   R   R   R   R    t   pdfR   (	   R   R	   R
   R   R   R   R   R   t   gamma(    (    sB   /var/www/OptionsCentralService/app/model/BlackScholesCalculator.pyt   getGamma(   s    !c   	      C   sW   |  j  | | | | | | ƒ } | t j d | | ƒ t j | ƒ t j | ƒ } | S(   Ng      ð¿(   R   R   R   R    R   R   (	   R   R	   R
   R   R   R   R   R   t   vega(    (    sB   /var/www/OptionsCentralService/app/model/BlackScholesCalculator.pyt   getVega.   s    5c         C   sZ  |  j  | | | | | | ƒ } |  j | | | ƒ }	 | t j d | | ƒ | t j | ƒ d t j | ƒ }
 | t j k ré | | t j d | | ƒ t j	 |	 ƒ } | | t j d | | ƒ t j	 | ƒ } |
 | | } ni | | t j d | | ƒ t j	 |	 ƒ } | | t j d | | ƒ t j	 | ƒ } |
 | | } | d S(   Ng      ð¿g       @g     Ðv@(
   R   R   R   R   R    R   R   R   R   R   (   R   R   R	   R
   R   R   R   R   R   R   t   phase1t   phase2t   phase3t   theta(    (    sB   /var/www/OptionsCentralService/app/model/BlackScholesCalculator.pyt   getTheta3   s    ),,--c         C   s   |  j  | | | | | | ƒ } |  j | | | ƒ }	 | d k rk | | t j | | ƒ t j |	 ƒ }
 n. d | | t j | | ƒ t j |	 ƒ }
 |
 S(   Nt   callg      ð¿(   R   R   R   R   R    R   (   R   t   typeR	   R
   R   R   R   R   R   R   t   rho(    (    sB   /var/www/OptionsCentralService/app/model/BlackScholesCalculator.pyt   getRhoF   s    ,.(
   t   __name__t
   __module__R   R   R   R   R   R   R$   R(   (    (    (    sB   /var/www/OptionsCentralService/app/model/BlackScholesCalculator.pyR      s   								(    (   R   t   scipy.statsR    t   app.entity.ConstantValueR   R   (    (    (    sB   /var/www/OptionsCentralService/app/model/BlackScholesCalculator.pyt   <module>   s   