From 9903c9b31bcb442e0e250fe5f5642714737dd865 Mon Sep 17 00:00:00 2001
From: jhyoocoder <jhyoocoder@gmail.com>
Date: Fri, 18 Dec 2015 19:22:40 +0900
Subject: [PATCH 1/2] linked the undeclared functions and imported libraries

---
 bfc/binomial.py |  3 +++
 hw2.py          | 10 ++++++----
 2 files changed, 9 insertions(+), 4 deletions(-)

diff --git a/bfc/binomial.py b/bfc/binomial.py
index b0ab209..a63c98a 100644
--- a/bfc/binomial.py
+++ b/bfc/binomial.py
@@ -5,6 +5,9 @@
 ---------------------
 
 '''
+import numpy as np
+from pfv import  * # onePeriodPrice
+from math import exp, sqrt
 
 class Binomial:
     '''
diff --git a/hw2.py b/hw2.py
index e524081..1cd3c8a 100644
--- a/hw2.py
+++ b/hw2.py
@@ -3,6 +3,9 @@
 ==========
 '''
 from bfc import *
+from bfc.binomial import Binomial
+from bfc.pfv import onePeriodPrice
+import numpy as np
 
 def calcAmericanCall(sel):
         for i in range(sel.n,0,-1):
@@ -23,19 +26,19 @@ def calcAmericanCall(sel):
 
 if __name__ == '__main__':
     q = Binomial()
-    
+
     q.setFromBS(0.25,0.02,15,0.01,0.3,100,110,'american','call')
     #print "Q1: option price: {0:4}".format(q.calcOptionPrice())
 
     q2 = q
     q2.type[1]='put'
     print "Q2: option price: {0:4}".format(q2.calcOptionPrice())
-    
+
     q6 = q
     q6.setFromBS(0.25,0.02,15,0.01,0.3,100,110,'american','call')
     q6.n = 10
     print "Q6: option price: {0:4}".format(calcAmericanCall(q6))
-    
+
     q8a = Binomial()
     q8a.setFromBS(0.25,0.02,15,0.01,0.3,100,100,'european','call')
     q8b = Binomial()
@@ -59,4 +62,3 @@ def calcAmericanCall(sel):
             Cf = [onePeriodPrice(Cf[j],Cf[j+1],q8a.q,(q8a.R-1)) \
                        for j in range(0,i)]
     print Cf
-    

From f7c40206628830ce2dff7afcdaedbbf7ffdeeb3b Mon Sep 17 00:00:00 2001
From: jhyoocoder <jhyoocoder@gmail.com>
Date: Fri, 18 Dec 2015 19:26:12 +0900
Subject: [PATCH 2/2] Readme

---
 Readme.md | 12 ++++++++++++
 1 file changed, 12 insertions(+)
 create mode 100644 Readme.md

diff --git a/Readme.md b/Readme.md
new file mode 100644
index 0000000..5a14bd4
--- /dev/null
+++ b/Readme.md
@@ -0,0 +1,12 @@
+# Requirements
+
+This solutions are implemented in python 2.7 with the following libraries
+
+numpy, IPython, bfc(in this repo.)
+
+...> sudo apt-get instal numpy ipython
+
+# Some minor changes
+
+hw2.py cant open class Binomial. so i added import line for this class.
+Also, onePeriodPrice is not recognized well in hw2.py and in bfc/binomial.py, i declared explicitly in those files.