期權價格 quantlib

我正在查看https://github.com/lballabio/QuantLib/blob/master/Examples/EquityOption/EquityOption.cpp。我想繪製不同基礎價格的期權價格圖表。除了更改Real underlying = 36;我要計算的每個不同標的價格之外，還有什麼方法可以減少此計算所需的時間。我想繪製不同底層價格的期權價格圖表。

在 python 中執行它足夠快，所以不確定為什麼在 c++ 中需要很長時間。

import QuantLib as ql
import matplotlib.pyplot as plt

today = ql.Date().todaysDate()
strike = 100.0
maturity= ql.Date(15,6,2021)
option_type = ql.Option.Call
payoff = ql.PlainVanillaPayoff(option_type, strike)

europeanExercise = ql.EuropeanExercise(maturity)
europeanOption = ql.VanillaOption(payoff, europeanExercise)

spot = ql.SimpleQuote(100)
riskFreeTS = ql.YieldTermStructureHandle(ql.FlatForward(today, 0.01, ql.Actual365Fixed()))
volTS = ql.BlackVolTermStructureHandle(ql.BlackConstantVol(today, ql.NullCalendar(), 0.2, ql.Actual365Fixed()))
process = ql.BlackScholesProcess(ql.QuoteHandle(spot), riskFreeTS, volTS)
engine = ql.AnalyticEuropeanEngine(process)
europeanOption.setPricingEngine(engine)
europeanOption.NPV()

prices = []
for n in range(50,200):
   spot.setValue(n)
   prices.append(europeanOption.NPV())
   
plt.plot(range(50,200), prices);

引用自：https://quant.stackexchange.com/questions/57099