python - pyql 中的普通期权的希腊人

Question

我不确定是否缺少导入，但我没有找到在 pyql 中获取选项的任何希腊语的方法:

from quantlib.instruments.api import AmericanExercise, VanillaOption, Put, Call
from quantlib.instruments.payoffs import PlainVanillaPayoff

from quantlib.pricingengines.api import BaroneAdesiWhaleyApproximationEngine
from quantlib.pricingengines.api import FDAmericanEngine
from quantlib.processes.black_scholes_process import BlackScholesMertonProcess
from quantlib.quotes import SimpleQuote
from quantlib.settings import Settings
from quantlib.time.api import Actual365Fixed, Date, May, Mar, TARGET
from quantlib.termstructures.volatility.equityfx.black_vol_term_structure \
    import BlackConstantVol
from quantlib.termstructures.yields.api import FlatForward

option = VanillaOption(payoff, exercise)

如何获得该选项的增量？

Answer 1

看起来希腊语仅在某些情况下提供。我不确定为什么内置引擎不只提供希腊语，如本视频中所述:

https://www.youtube.com/watch?v=MgUlBB59Ll0