EuropeanCallPricing#

class EuropeanCallPricing(num_state_qubits, strike_price, rescaling_factor, bounds, uncertainty_model)[source]#

Bases: EstimationApplication

Estimation application for 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.

Parameters:

  • 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.

  • uncertainty_model (QuantumCircuit) – A circuit for encoding a problem distribution

Methods

interpret(result)[source]#

Convert the calculation result of the problem (qiskit_algorithms.AmplitudeEstimatorResult) to the answer of the problem.

Parameters:

result (AmplitudeEstimatorResult) – The calculated result of the problem

Returns:

The estimation value after the post_processing.

Return type:

float

to_estimation_problem()[source]#

Convert a problem instance into a qiskit_algorithms.EstimationProblem

Returns:

The qiskit_algorithms.EstimationProblem created from the European call pricing problem instance.

Return type:

EstimationProblem