qiskit.finance.components.uncertainty_problems.EuropeanCallExpectedValue

class EuropeanCallExpectedValue(uncertainty_model, strike_price, c_approx, i_state=None, i_compare=None, i_objective=None)

The European Call Option Expected Value.

Evaluates the expected payoff for a European call option given an uncertainty model. The payoff function is f(S, K) = max(0, S - K) for a spot price S and strike price K.

Constructor.

Parameters

• uncertainty_model (UnivariateDistribution) – uncertainty model for spot price

• strike_price (float) – strike price of the European option

• c_approx (float) – approximation factor for linear payoff

• i_state (Union[List[int], ndarray, None]) – indices of qubits representing the uncertainty

• i_compare (Optional[int]) – index of qubit for comparing spot price to strike price (enabling payoff or not)

• i_objective (Optional[int]) – index of qubit for objective function

__init__(uncertainty_model, strike_price, c_approx, i_state=None, i_compare=None, i_objective=None)

Constructor.

Parameters

• uncertainty_model (UnivariateDistribution) – uncertainty model for spot price

• strike_price (float) – strike price of the European option

• c_approx (float) – approximation factor for linear payoff

• i_state (Union[List[int], ndarray, None]) – indices of qubits representing the uncertainty

• i_compare (Optional[int]) – index of qubit for comparing spot price to strike price (enabling payoff or not)

• i_objective (Optional[int]) – index of qubit for objective function

Methods

__init__(uncertainty_model, strike_price, …)	Constructor.
build(qc, q[, q_ancillas, params])	Adds corresponding sub-circuit to given circuit
build_controlled(qc, q, q_control[, …])	Adds corresponding controlled sub-circuit to given circuit
build_controlled_inverse(qc, q, q_control[, …])	Adds controlled inverse of corresponding sub-circuit to given circuit
build_controlled_inverse_power(qc, q, …[, …])	Adds controlled, inverse, power of corresponding circuit.
build_controlled_power(qc, q, q_control, power)	Adds controlled power of corresponding circuit.
build_inverse(qc, q[, q_ancillas])	Adds inverse of corresponding sub-circuit to given circuit
build_inverse_power(qc, q, power[, q_ancillas])	Adds inverse power of corresponding circuit.
build_power(qc, q, power[, q_ancillas])	Adds power of corresponding circuit.
get_num_qubits()	returns number of qubits
get_num_qubits_controlled()	returns number of qubits controlled
required_ancillas()	returns required ancillas
required_ancillas_controlled()	returns required ancillas controlled
value_to_estimation(value)	value to estimate

Attributes

num_target_qubits

Returns the number of target qubits

build(qc, q, q_ancillas=None, params=None)

Adds corresponding sub-circuit to given circuit

Parameters

• qc (QuantumCircuit) – quantum circuit

• q (list) – list of qubits (has to be same length as self._num_qubits)

• q_ancillas (list) – list of ancilla qubits (or None if none needed)

• params (list) – parameters for circuit

build_controlled(qc, q, q_control, q_ancillas=None, use_basis_gates=True)

Adds corresponding controlled sub-circuit to given circuit

Parameters

• qc (QuantumCircuit) – quantum circuit

• q (list) – list of qubits (has to be same length as self._num_qubits)

• q_control (Qubit) – control qubit

• q_ancillas (list) – list of ancilla qubits (or None if none needed)

• use_basis_gates (bool) – use basis gates for expansion of controlled circuit

build_controlled_inverse(qc, q, q_control, q_ancillas=None, use_basis_gates=True)

Adds controlled inverse of corresponding sub-circuit to given circuit

Parameters

• qc (QuantumCircuit) – quantum circuit

• q (list) – list of qubits (has to be same length as self._num_qubits)

• q_control (Qubit) – control qubit

• q_ancillas (list) – list of ancilla qubits (or None if none needed)

• use_basis_gates (bool) – use basis gates for expansion of controlled circuit

build_controlled_inverse_power(qc, q, q_control, power, q_ancillas=None, use_basis_gates=True)

Adds controlled, inverse, power of corresponding circuit. May be overridden if a more efficient implementation is possible

build_controlled_power(qc, q, q_control, power, q_ancillas=None, use_basis_gates=True)

Adds controlled power of corresponding circuit. May be overridden if a more efficient implementation is possible

build_inverse(qc, q, q_ancillas=None)

Adds inverse of corresponding sub-circuit to given circuit

Parameters

• qc (QuantumCircuit) – quantum circuit

• q (list) – list of qubits (has to be same length as self._num_qubits)

• q_ancillas (list) – list of ancilla qubits (or None if none needed)

build_inverse_power(qc, q, power, q_ancillas=None)

Adds inverse power of corresponding circuit. May be overridden if a more efficient implementation is possible

build_power(qc, q, power, q_ancillas=None)

Adds power of corresponding circuit. May be overridden if a more efficient implementation is possible

get_num_qubits()

returns number of qubits

get_num_qubits_controlled()

returns number of qubits controlled

property num_target_qubits

Returns the number of target qubits

required_ancillas()

returns required ancillas

required_ancillas_controlled()

returns required ancillas controlled

value_to_estimation(value)

value to estimate