FixedIncomeExpectedValue
class FixedIncomeExpectedValue(uncertainty_model, A, b, cash_flow, c_approx, i_state=None, i_objective=None)
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 (
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
Attributes
num_target_qubits
Returns the number of target qubits
Methods
build
FixedIncomeExpectedValue.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
FixedIncomeExpectedValue.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
FixedIncomeExpectedValue.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
FixedIncomeExpectedValue.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
FixedIncomeExpectedValue.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
FixedIncomeExpectedValue.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
FixedIncomeExpectedValue.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
FixedIncomeExpectedValue.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
FixedIncomeExpectedValue.get_num_qubits()
returns number of qubits
get_num_qubits_controlled
FixedIncomeExpectedValue.get_num_qubits_controlled()
returns number of qubits controlled
required_ancillas
FixedIncomeExpectedValue.required_ancillas()
returns required ancillas
required_ancillas_controlled
FixedIncomeExpectedValue.required_ancillas_controlled()
returns required ancillas controlled
value_to_estimation
FixedIncomeExpectedValue.value_to_estimation(value)
value to estimate