Finance, Economics, Mathematics, Physics, Quantitative Finance.
0.02 # Risk-free rate for USD risk_free_rate_eur = 0.01 # Risk-free rate for EUR # QuantLib setup for date and calendar calculation_date = ql.Date(16, 10, 2023) ql.Settings.instance().evaluationDate = calculation_date calendar = ql.NullCalendar() # Day count and business day conventions day_count =