.. DO NOT EDIT.
.. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY.
.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "auto_ch9\ch9_greeks.py"
.. LINE NUMBERS ARE GIVEN BELOW.

.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        :ref:`Go to the end <sphx_glr_download_auto_ch9_ch9_greeks.py>`
        to download the full example code.

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_auto_ch9_ch9_greeks.py:


=============================================
9.13 Greeks output after correction
=============================================
We reproduce here the figure 9.16 of the book.
Utilitary functions can be found next to this file.

.. GENERATED FROM PYTHON SOURCE LINES 10-12

Necessary Imports
------------------------

.. GENERATED FROM PYTHON SOURCE LINES 12-31

.. code-block:: Python


    import os 
    import sys 

    from matplotlib import pyplot as plt

    try:
        CURRENT_DIR = os.path.dirname(os.path.abspath(__file__))
    except NameError:
        CURRENT_DIR = os.getcwd()
    data_path = os.path.join(CURRENT_DIR, "data")
    PARENT_DIR = os.path.abspath(os.path.join(CURRENT_DIR, ".."))
    sys.path.insert(0, PARENT_DIR)

    from utils.ch9.heston import *

    params = predict_greeks()
    params["graphic"](nabla=codpy_nabla_corrected, **params)
    plt.show()



.. image-sg:: /auto_ch9/images/sphx_glr_ch9_greeks_001.png
   :alt: Theta, Delta-AAPL, Delta-GOOGL, Delta-AMZN
   :srcset: /auto_ch9/images/sphx_glr_ch9_greeks_001.png
   :class: sphx-glr-single-img






.. rst-class:: sphx-glr-timing

   **Total running time of the script:** (0 minutes 0.820 seconds)


.. _sphx_glr_download_auto_ch9_ch9_greeks.py:

.. only:: html

  .. container:: sphx-glr-footer sphx-glr-footer-example

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download Jupyter notebook: ch9_greeks.ipynb <ch9_greeks.ipynb>`

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download Python source code: ch9_greeks.py <ch9_greeks.py>`

    .. container:: sphx-glr-download sphx-glr-download-zip

      :download:`Download zipped: ch9_greeks.zip <ch9_greeks.zip>`


.. only:: html

 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.github.io>`_