blackandscholes.py 文件源码

def riskfree():
    r = requests.get(TREASURY_URL)
    soup = BeautifulSoup(r.text, 'html.parser')

    table = soup.find("table", attrs={'class' : 't-chart'})
    rows= table.find_all('tr')
    lastrow = len(rows)-1
    cells = rows[lastrow].find_all("td")
    date = cells[0].get_text()
    m1 = float(cells[1].get_text())
    m3 = float(cells[2].get_text())
    m6 = float(cells[3].get_text())
    y1 = float(cells[4].get_text())
    y2 = float(cells[5].get_text())
    y3 = float(cells[6].get_text())
    y5 = float(cells[7].get_text())
    y7 = float(cells[8].get_text())
    y10 = float(cells[9].get_text())
    y20 = float(cells[10].get_text())
    y30 = float(cells[11].get_text())

    years = (0, 1/12, 3/12, 6/12, 12/12, 24/12, 36/12, 60/12, 84/12, 120/12, 240/12, 360/12)
    rates = (OVERNIGHT_RATE, m1/100, m3/100, m6/100, y1/100, y2/100, y3/100, y5/100, y7/100, y10/100, y20/100, y30/100)
    return interp1d(years, rates)