Plot not showing in python

Question

Looking at some code I grabbed from https://www.quantopian.com/posts/python-black-and-scholes-pde-finite-difference-method - Only thing is I'm not sure why the graph isn't showing up. I'm using Canopy. Code:

import math
import numpy as np
import pandas as pd
from scipy import stats
import matplotlib as plt

T = 1  #Time to Expiry in Years
E = 100  #Strike
r = .05  #Risk Free Rate
SIGMA = .20  #Volatility
Type = True   #Type of Option True=Call False=Put
NAS = 40  #Number of Asset Steps - Higher is more accurate, but more time consuming

ds = 2 * E / NAS  #Asset Value Step Size
dt = (0.9/NAS/NAS/SIGMA/SIGMA)  #Time Step Size
NTS = int(T / dt) + 1  #Number of 

value_matrix = np.zeros((int(NAS+1), int(NTS)))
asset_price = np.arange(NAS*ds,-1,-ds)
value_matrix[:,-1]= np.maximum(asset_price - E,0)

for x in range(1,NTS):
    value_matrix[-1,-x-1] = value_matrix[-1,-x]* math.exp(-r*dt)
for x in range(1,int(NTS)):
    for y in range(1,int(NAS)):
        #Evaluate Option Greeks
        Delta = (value_matrix[y-1,-x] - value_matrix[y+1,-x]) / 2 / ds
        value_matrix[y+1,-x]
        Gamma = (value_matrix[y-1,-x] - (2 * value_matrix[y,-x]) + value_matrix[y+1,-x]) / ds / ds
        Theta = (-.5 * SIGMA**2 * asset_price[y]**2 * Gamma) - (r * asset_price[y] * Delta) + (r * value_matrix[y,-x])
        value_matrix[y,-x-1] = value_matrix[y,-x] - Theta * dt
        value_matrix[0,-x-1] = 2 * value_matrix[1,-x-1] - value_matrix[2,-x-1]
value_df = pd.DataFrame(value_matrix)
value_df = value_df.set_index(asset_price)
print(value_df[0])

plot_df = value_df.sort_index(ascending=True)
plot_df[0].plot()
plot_df[NTS-1].plot()

works for me in ipython. maybe tried adding a plt.show()?

Simon
– Simon

2018-04-24 20:17:11 +00:00
Commented Apr 24, 2018 at 20:17 — Simon
– Simon, Commented Apr 24, 2018 at 20:17

DavidG · Accepted Answer · 2018-04-24 21:06:52Z

3

You have imported matplotlib itself as plt. This is not commonly done. Instead you want to import matplotlib.pyplot. This then allows you to do all the conventional plotting in matplotlib such as plt.plot() etc., in addition to showing any figures that have been generated using pandas plotting functionality which is what seems to be being used in the question

The solution to your problem is to add plt.show() at the end of your code using the correct module imports at the top of the code:

import matplotlib
import matplotlib.pyplot as plt

# the rest of your code

plt.show()

edited Apr 24, 2018 at 21:06

answered Apr 24, 2018 at 20:21

DavidG

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Comments

W Stokvis · Accepted Answer · 2018-04-24 20:17:21Z

1

%matplotlib inline

If you're using jupyter notebook, you need to add the code above.

answered Apr 24, 2018 at 20:17

W Stokvis

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2 Comments

undergrad Over a year ago

I'm not using iPython

W Stokvis Over a year ago

Missed the Canopy part. My apologies.

N. Chalifour · Accepted Answer · 2018-04-24 20:24:29Z

1

When importing matplotlib in python you want to use the pyplot submodule. So you're going to want to change your import statement to

import matplotlib.pyplot as plt

and then to view what is plotted you have to add

plt.show()

to the bottom of your code

edited Apr 24, 2018 at 20:24

answered Apr 24, 2018 at 20:16

N. Chalifour

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2 Comments

undergrad Over a year ago

If I do that I get an error - 'module' object has no attribute 'show'

N. Chalifour Over a year ago

@undergrad Your import is also wrong... replace it with import matplotlib.pyplot as plt

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