EuropeanCallPricingObjective#

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

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.

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.

Attributes

Methods

post_processing(scaled_value)[source]#

Map the scaled value back to the original domain. :param scaled_value: The scaled value.

Returns:

The scaled value mapped back to the original domain.

Return type:

float