Update crr.py
import语句重复了
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@ -26,8 +26,6 @@ theta:当t变动1天时,price的变动(国内交易日每年240天)
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vega:当v涨跌1个点时,price的变动(如从16%涨到17%)
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vega:当v涨跌1个点时,price的变动(如从16%涨到17%)
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'''
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'''
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from __future__ import division
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import numpy as np
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import numpy as np
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from math import (isnan, exp, sqrt, pow)
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from math import (isnan, exp, sqrt, pow)
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@ -180,4 +178,4 @@ def calculateImpv(price, f, k, r, t, cp, n=15):
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# 保留4位小数
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# 保留4位小数
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v = round(v, 4)
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v = round(v, 4)
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return v
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return v
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