Empty¶

class pfhedge.features.Empty[source]¶

A feature filled with uninitialized data.

Name:: 'empty'

Examples

>>> from pfhedge.features import Empty
>>> from pfhedge.instruments import BrownianStock
>>> from pfhedge.instruments import EuropeanOption
...
>>> derivative = EuropeanOption(BrownianStock(), maturity=5/250, strike=2.0)
>>> derivative.simulate()
>>> f = Empty().of(derivative)
>>> f.get()
tensor([[[...],
         [...],
         [...],
         [...],
         [...],
         [...]]])