samedi 28 mars 2020

Add a condition to the if statement in my code?

is there a way to add at the end of the formula of mc_callAsia an else 0??

for j in range (1,10):
  for k in range (len(K)) :  
    mc_callAsia = np.asarray([(i-K[k]) for i in dictimoyennes["moyenneAsia" + str (j)] if (i-K[k])>0])
    payoffAsia = (1/(1+r[k])**T)*sum(mc_callAsia)/10000
    payoffsAsia = np.append(payoffsAsia, [payoffAsia])

The goal would be to keep all the values so either it's positive or 0. I've tried to do it like this

for j in range (1 ,10):
  for k in range (len(K)) : 
    for i in range (1, 10000):
        payoffss= max(dictimoyennes["moyenneAsia" + str (j)][i] - K[k],0) 
        payoffssAsia = np.append(payoffssAsia, [payoffss])

but it loops forever...

Thank you in advance

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