From 010bd71dd402c171205fe48937e0d7a57aa956b8 Mon Sep 17 00:00:00 2001 From: "vn.py" Date: Sat, 13 Jan 2018 17:31:30 +0800 Subject: [PATCH] =?UTF-8?q?[Fix]=E4=BF=AE=E5=A4=8DCRR=E5=AE=9A=E4=BB=B7?= =?UTF-8?q?=E5=85=AC=E5=BC=8F=E7=9A=84=E9=94=99=E8=AF=AF?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vnpy/pricing/crr.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) 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] #----------------------------------------------------------------------