python - Show absolute value in binomial graph -
recombining binomial price lattice
hi, want show absolute values (numbers) in each node of graph. have tried plot values each node there errors occurred. can 1 me tackle problem. appreciate help. forward kind help.
from math import * import pylab z; import numpy np; def pricemovements(s0, down, up, totalsteps, upsteps): s = s0*(pow(up, upsteps))*(pow(down, totalsteps-upsteps)) return s def binomial(d, u, p): g = np.random.binomial(1,p) if g == 1: return u else: return d #use following numbers console setting binomial graph nodes = 8 #nodes s = 1080.0 #initial spot price u = 1.1346 #up factor d = 0.8814 #down factor p = 0.7844 # probability r = 1.08 #1+interest rate n = 3 #steps numberofpaths = 2**nodes valuelist = [] #emptylist z.figure(0) #generating figure temp = s #temporary variable in range(0, numberofpaths, 1): valuelist =[] s = temp; c in range(0, nodes + 1, 1): valuelist.append(s) s = s*binomial(d, u, p) z.plot(range(0, nodes + 1, 1), valuelist) z.title("price movements") z.xlabel("nodes") z.ylabel("s(n)") z.show()
use text :
# after z.plot(range(0, nodes + 1, 1), valuelist) in range(nodes): z.text(i+.2,valuelist[i]-25,'{:4.1f}'.format(valuelist[i])) for
just tune offsets best apparence.


Comments
Post a Comment