Scipy is already installed in the python3 virtualenv-
(py33) root@www:~/nifty/quantandfinancial# apt-get install python-numpy python-scipy python-matplotlib ipython ipython-notebook python-pandas python-sympy python-nose
Reading package lists... Done
Building dependency tree
Reading state information... Done
python-nose is already the newest version.
python-numpy is already the newest version.
ipython is already the newest version.
ipython-notebook is already the newest version.
python-matplotlib is already the newest version.
python-pandas is already the newest version.
python-scipy is already the newest version.
python-sympy is already the newest version.
0 upgraded, 0 newly installed, 0 to remove and 0 not upgraded.
but I still get
(py33) root@www:~/nifty/quantandfinancial# python3 black_scholes.py
Mibian requires scipy to work properly
Traceback (most recent call last):
File "black_scholes.py", line 36, in
c = mibian.BS([ 6051.55 , 6000, .0007, tte], volatility=volat)
File "/root/py33/lib/python3.3/site-packages/mibian/init.py", line 278, in init
[self.callPrice, self.putPrice] = self._price()
File "/root/py33/lib/python3.3/site-packages/mibian/init.py", line 307, in _price
call = self.underlyingPrice * norm.cdf(self.d1) - \
NameError: global name 'norm' is not defined
sidnet033
commented
1 year ago
Scipy is already installed in the python3 virtualenv- (py33) root@www:~/nifty/quantandfinancial# apt-get install python-numpy python-scipy python-matplotlib ipython ipython-notebook python-pandas python-sympy python-nose Reading package lists... Done Building dependency tree Reading state information... Done python-nose is already the newest version. python-numpy is already the newest version. ipython is already the newest version. ipython-notebook is already the newest version. python-matplotlib is already the newest version. python-pandas is already the newest version. python-scipy is already the newest version. python-sympy is already the newest version. 0 upgraded, 0 newly installed, 0 to remove and 0 not upgraded.
but I still get (py33) root@www:~/nifty/quantandfinancial# python3 black_scholes.py Mibian requires scipy to work properly Traceback (most recent call last): File "black_scholes.py", line 36, in
c = mibian.BS([ 6051.55 , 6000, .0007, tte], volatility=volat)
File "/root/py33/lib/python3.3/site-packages/mibian/init.py", line 278, in init
[self.callPrice, self.putPrice] = self._price()
File "/root/py33/lib/python3.3/site-packages/mibian/init.py", line 307, in _price
call = self.underlyingPrice * norm.cdf(self.d1) - \
NameError: global name 'norm' is not defined