FixedIncomeExpectedValue

class FixedIncomeExpectedValue(uncertainty_model, A, b, cash_flow, c_approx, i_state=None, i_objective=None)[source]

The Fixed Income Expected Value.

Evaluates a fixed income asset with uncertain interest rates.

Constructor.

Parameters

  • uncertainty_model (UncertaintyModel) – multivariate distribution

  • A (ndarray) – PCA matrix for delta_r (changes in interest rates)

  • b (int) – offset for interest rates (= initial interest rates)

  • cash_flow (List[float]) – cash flow time series

  • c_approx (float) – approximation scaling factor

  • i_state (Union[List[int], ndarray, None]) – indices of qubits that represent the state

  • i_objective (Optional[int]) – index of target qubit to apply the rotation to

Attributes

FixedIncomeExpectedValue.num_target_qubits

Returns the number of target qubits

Methods

FixedIncomeExpectedValue.build(qc, q[, …])

Adds corresponding sub-circuit to given circuit

FixedIncomeExpectedValue.build_controlled(qc, …)

Adds corresponding controlled sub-circuit to given circuit

FixedIncomeExpectedValue.build_controlled_inverse(qc, …)

Adds controlled inverse of corresponding sub-circuit to given circuit

FixedIncomeExpectedValue.build_controlled_inverse_power(qc, …)

Adds controlled, inverse, power of corresponding circuit.

FixedIncomeExpectedValue.build_controlled_power(qc, …)

Adds controlled power of corresponding circuit.

FixedIncomeExpectedValue.build_inverse(qc, q)

Adds inverse of corresponding sub-circuit to given circuit

FixedIncomeExpectedValue.build_inverse_power(qc, …)

Adds inverse power of corresponding circuit.

FixedIncomeExpectedValue.build_power(qc, q, …)

Adds power of corresponding circuit.

FixedIncomeExpectedValue.get_num_qubits()

returns number of qubits

FixedIncomeExpectedValue.get_num_qubits_controlled()

returns number of qubits controlled

FixedIncomeExpectedValue.required_ancillas()

returns required ancillas

FixedIncomeExpectedValue.required_ancillas_controlled()

returns required ancillas controlled

FixedIncomeExpectedValue.value_to_estimation(value)

value to estimate