blackandscholes.py 文件源码

def _fprime(self, sigma):
        logSoverK = log(self.S/self.K)
        n12 = ((self.r + sigma**2/2)*self.T)
        numerd1 = logSoverK + n12
        d1 = numerd1/(sigma*sqrt(self.T))
        return self.S*sqrt(self.T)*norm.pdf(d1)*exp(-self.r*self.T)