EuropeanCallExpectedValue
class EuropeanCallExpectedValue(uncertainty_model, strike_price, c_approx, i_state=None, i_compare=None, i_objective=None)
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
Attributes
num_target_qubits
Returns the number of target qubits
Methods
build
EuropeanCallExpectedValue.build(qc, q, q_ancillas=None, params=None)
Adds corresponding sub-circuit to given circuit
Parameters
- qc (QuantumCircuit) – quantum circuit
- q (list) – list of qubits (has to be same length as self._num_qubits)
- q_ancillas (list) – list of ancilla qubits (or None if none needed)
- params (list) – parameters for circuit
build_controlled
EuropeanCallExpectedValue.build_controlled(qc, q, q_control, q_ancillas=None, use_basis_gates=True)
Adds corresponding controlled sub-circuit to given circuit
Parameters
- qc (QuantumCircuit) – quantum circuit
- q (list) – list of qubits (has to be same length as self._num_qubits)
- q_control (Qubit) – control qubit
- q_ancillas (list) – list of ancilla qubits (or None if none needed)
- use_basis_gates (bool) – use basis gates for expansion of controlled circuit
build_controlled_inverse
EuropeanCallExpectedValue.build_controlled_inverse(qc, q, q_control, q_ancillas=None, use_basis_gates=True)
Adds controlled inverse of corresponding sub-circuit to given circuit
Parameters
- qc (QuantumCircuit) – quantum circuit
- q (list) – list of qubits (has to be same length as self._num_qubits)
- q_control (Qubit) – control qubit
- q_ancillas (list) – list of ancilla qubits (or None if none needed)
- use_basis_gates (bool) – use basis gates for expansion of controlled circuit
build_controlled_inverse_power
EuropeanCallExpectedValue.build_controlled_inverse_power(qc, q, q_control, power, q_ancillas=None, use_basis_gates=True)
Adds controlled, inverse, power of corresponding circuit. May be overridden if a more efficient implementation is possible
build_controlled_power
EuropeanCallExpectedValue.build_controlled_power(qc, q, q_control, power, q_ancillas=None, use_basis_gates=True)
Adds controlled power of corresponding circuit. May be overridden if a more efficient implementation is possible
build_inverse
EuropeanCallExpectedValue.build_inverse(qc, q, q_ancillas=None)
Adds inverse of corresponding sub-circuit to given circuit
Parameters
- qc (QuantumCircuit) – quantum circuit
- q (list) – list of qubits (has to be same length as self._num_qubits)
- q_ancillas (list) – list of ancilla qubits (or None if none needed)
build_inverse_power
EuropeanCallExpectedValue.build_inverse_power(qc, q, power, q_ancillas=None)
Adds inverse power of corresponding circuit. May be overridden if a more efficient implementation is possible
build_power
EuropeanCallExpectedValue.build_power(qc, q, power, q_ancillas=None)
Adds power of corresponding circuit. May be overridden if a more efficient implementation is possible
get_num_qubits
EuropeanCallExpectedValue.get_num_qubits()
returns number of qubits
get_num_qubits_controlled
EuropeanCallExpectedValue.get_num_qubits_controlled()
returns number of qubits controlled
required_ancillas
EuropeanCallExpectedValue.required_ancillas()
returns required ancillas
required_ancillas_controlled
EuropeanCallExpectedValue.required_ancillas_controlled()
returns required ancillas controlled
value_to_estimation
EuropeanCallExpectedValue.value_to_estimation(value)
value to estimate