EuropeanCallDelta

class EuropeanCallDelta(uncertainty_model, strike_price, i_state=None, i_objective=None)

Bases: qiskit.aqua.components.uncertainty_problems.uncertainty_problem.UncertaintyProblem

The European Call Option Delta.

Evaluates the variance 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

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

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

Methods

build	Adds corresponding sub-circuit to given circuit
build_controlled	Adds corresponding controlled sub-circuit to given circuit
build_controlled_inverse	Adds controlled inverse of corresponding sub-circuit to given circuit
build_controlled_inverse_power	Adds controlled, inverse, power of corresponding circuit.
build_controlled_power	Adds controlled power of corresponding circuit.
build_inverse	Adds inverse of corresponding sub-circuit to given circuit
build_inverse_power	Adds inverse power of corresponding circuit.
build_power	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 to estimate

Attributes

num_target_qubits

Returns the number of target qubits