代码如下:
- for price in ['mark_price','mid_price','ask_price','bid_price']:
- if price == 'mark_price':
- prc = 'mark'
- elif price == 'mid_price':
- prc = 'mid'
- elif price == 'ask_price':
- prc = 'ask'
- else:
- prc = 'bid'
- try:
- df['IV_%s' %prc] = df.apply(lambda x: euro_implied_vol_76(x['call_put'],
- x['underlying_price'],
- x['k'],
- x['ttm'],
- 0,
- x[price]),axis=1)
- except GBS_CalculationError:
- continue


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