EuropeanCallExpectedValue¶

class EuropeanCallExpectedValue(uncertainty_model, strike_price, c_approx, i_state=None, i_compare=None, i_objective=None)[source]¶

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

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

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