Conventions

In this book, you will find a number of text styles that distinguish between different kinds of information. Here are some examples of these styles and an explanation of their meaning.

Code words in text, database table names, folder names, filenames, file extensions, pathnames, dummy URLs, user input, and Twitter handles are shown as follows: "The price function of the BinomialEuropeanOption class is a public method that is the entry point for all the instances of this class."

A block of code is set as follows:

    def _traverse_tree_(self, payoffs):
        # Starting from the time the option expires, traverse
        # backwards and calculate discounted payoffs at each node
        for i in range(self.N):
            payoffs = (payoffs[:-1] * self.qu +
                       payoffs[1:] * self.qd) * self.df

When we wish to draw your attention to a particular part of a code block, the relevant lines or items are set in bold:

    Set BinCRRTree = CreateObject("BinomialCRRCOMServer.Pricer")
    answer = BinCRRTree.pricer(S0, K, r, T, N, sigma, isCall, _
        dividend, True)

Any command-line input or output is written as follows:

>>> from FDCnEu import FDCnEu
>>> option = FDCnEu(50, 50, 0.1, 5./12., 0.4, 100, 100,
...                 100, False)
>>> print option.price()

New terms and important words are shown in bold. Words that you see on the screen, for example, in menus or dialog boxes, appear in the text like this: "We can compile the code by selecting Debug from the toolbar menu and clicking on Compile VBAProject:"