%load_ext cythonmagic

a = 10
b = 20

%%cython_inline
return a+b

%%cython_pyximport foo
def f(x):
    return 4.0*x

f(10)

%%cython
cimport cython
from libc.math cimport exp, sqrt, pow, log, erf

@cython.cdivision(True)
cdef double std_norm_cdf(double x) nogil:
    return 0.5*(1+erf(x/sqrt(2.0)))

@cython.cdivision(True)
def black_scholes(double s, double k, double t, double v,
                 double rf, double div, double cp):
    """Price an option using the Black-Scholes model.
    
    s : initial stock price
    k : strike price
    t : expiration time
    v : volatility
    rf : risk-free rate
    div : dividend
    cp : +1/-1 for call/put
    """
    cdef double d1, d2, optprice
    with nogil:
        d1 = (log(s/k)+(rf-div+0.5*pow(v,2))*t)/(v*sqrt(t))
        d2 = d1 - v*sqrt(t)
        optprice = cp*s*exp(-div*t)*std_norm_cdf(cp*d1) - \
            cp*k*exp(-rf*t)*std_norm_cdf(cp*d2)
    return optprice

black_scholes(100.0, 100.0, 1.0, 0.3, 0.03, 0.0, -1)

%timeit black_scholes(100.0, 100.0, 1.0, 0.3, 0.03, 0.0, -1)

%%cython -lm
from libc.math cimport sin
print 'sin(1)=', sin(1)