Writing the StockOption base class

Before going any further and implementing the various pricing models that we are about to discuss, let's create a StockOption class to store and calculate the common attributes of the stock option that will be reused throughout this chapter:

In [ ]:
    import math

    """ 
    Stores common attributes of a stock option 
    """
    class StockOption(object):
        def __init__(
            self, S0, K, r=0.05, T=1, N=2, pu=0, pd=0, 
            div=0, sigma=0, is_put=False, is_am=False):
            """
            Initialize the stock option base class.
            Defaults to European call unless specified.
            
            :param S0: initial stock price
            :param K: strike price
            :param r: risk-free interest rate
            :param T: time to maturity
            :param N:...