# !/usr/bin/env python3 # Copyright (c) 2020 Institute for Quantum Computing, Baidu Inc. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import argparse import os import warnings from typing import Dict warnings.filterwarnings('ignore') os.environ['PROTOCOL_BUFFERS_PYTHON_IMPLEMENTATION'] = 'python' import toml from paddle_quantum.finance import EuroOptionEstimator def main(args): parsed_configs: Dict = toml.load(args.config) # input option settings initial_price = parsed_configs["initial_price"] strike_price = parsed_configs["strike_price"] interest_rate = parsed_configs["interest_rate"] volatility = parsed_configs["volatility"] maturity_date = parsed_configs["maturity_date"] degree_of_estimation = parsed_configs["degree_of_estimation"] estimator = EuroOptionEstimator(initial_price, strike_price, interest_rate, volatility, maturity_date, degree_of_estimation) print("The risk-neutral price of this option is", estimator.estimate()) print("Below is the circuit realization of this quantum solution.") estimator.plot() if __name__ == '__main__': parser = argparse.ArgumentParser(description="European option pricing with paddle quantum.") parser.add_argument("--config", type=str, help="Input the config file with toml format.") main(parser.parse_args())