FixedIncomeExpectedValue¶

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

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

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 (List[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

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