绘制隐含波动率(IV)/波动率微笑曲线叠加图
import numpy as npimport matplotlib.pyplot as pltimport pandas as pdfrom math import log, sqrt, expfrom scipy import statsdef draw_vola_smile(df,title):# 定义X轴,在值程度,原数据中没有 df['Moneyness'] = df.apply(lambda x: x['StrikePrice'] / x['Underlyi...
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2022-03-19 15:04:42 ·
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