Created
May 3, 2015 09:04
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calcuate futures&options implied interest rate
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| from sympy import * | |
| c, p, K, F, T1, T2, r = symbols('c, p, K, F, T1, T2, r') | |
| eq = c - p - F / (1 + r * T2) + K / (1 + r * T1) | |
| ans = solve(eq,r) |
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