增加交易策略、交易指标、量化库代码等文件夹

5.课程代码/2.Option_spread_strategy/使用文档/8/8_demo.ipynb

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+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "from black_76 import *"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# 数据截取自\n",
+    "f = 3559.2    # IF2311价格\n",
+    "k = 3600\n",
+    "r = 0.02\n",
+    "t = 15/365\n",
+    "v = 0.148     # 隐含波动率14.8%\n",
+    "cp = 1\n",
+    "price = 25.4  # 期权价格"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# 从波动率计算价格和希腊值\n",
+    "calculate_greeks(f, k, r, t, v, cp)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# 从价格计算波动率\n",
+    "calculate_impv(price, f, k, r, t, cp)"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3 (ipykernel)",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.10.2"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 4
+}