diff --git a/vnpy/pricing/crr.py b/vnpy/pricing/crr.py index 0f80591e..ccb0b8e8 100644 --- a/vnpy/pricing/crr.py +++ b/vnpy/pricing/crr.py @@ -78,7 +78,7 @@ def generateTree(f, k, r, t, v, cp, n): #---------------------------------------------------------------------- def calculatePrice(f, k, r, t, v, cp, n=15): """计算期权价格""" - oTree, uTree = calculatePrice(f, k, r, t, v, cp) + oTree, uTree = generateTree(f, k, r, t, v, cp, n) return oTree[0, 0] #----------------------------------------------------------------------