def value(self):
        """Compute option value according to BSM model."""
        return self._sign[1] * self.S0 * norm.cdf(
            self._sign[1] * self.d1, 0.0, 1.0
        ) - self._sign[1] * self.K * np.exp(-self.r * self.T) * norm.cdf(
            self._sign[1] * self.d2, 0.0, 1.0
        )
def value ( self ) : return self . _sign [ 1 ] * self . S0 * norm . cdf ( self . _sign [ 1 ] * self . d1 , 0.0 , 1.0 ) - self . _sign [ 1 ] * self . K * np . exp ( - self . r * self . T ) * norm . cdf ( self . _sign [ 1 ] * self . d2 , 0.0 , 1.0 )
Compute option value according to BSM model.