EuropeanCallPricingObjective#
- class EuropeanCallPricingObjective(num_state_qubits, strike_price, rescaling_factor, bounds)[fuente]#
Bases:
QuantumCircuit
The European Call Option Expected Value. Evaluates the expected payoff for a European call option given an uncertainty model. The payoff function is f(S, K) = max(0, S - K) for a spot price S and strike price K.
- Parámetros:
num_state_qubits (int) – The number of qubits used to represent the random variable.
strike_price (float) – strike price of the European option
rescaling_factor (float) – approximation factor for linear payoff
bounds (Tuple[float, float]) – The tuple of the bounds, (min, max), of the discretized random variable.
Attributes
Methods