antoscha

Teach Engine to compute greeks

5

Hello! I found that calling `option.delta()` having `BjerksundStenslandApproximationEngine` used as the pricing engine causing `RuntimeError: delta not provided` although the main code in `bjerksundstenslandengine.cpp` is seemed to provide this result....

Interpolators unavailable

2

Hi, I found that interpolation cannot be done for a BlackVarianceCurve object using the Python interface - a suitable method is missing. Could you please enable it in the next...

Testing issue

1

``` gcc -dynamic -o atomics obj/atomics-c.o -Wl,--as-needed -Wl,--rpath=/home/user/.config/trizen/sources/libxsmm/src/libxsmm-1.17/lib/ -L/home/user/.config/trizen/sources/libxsmm/src/libxsmm-1.17/lib/ -lxsmmnoblas -Wl,--no-as-needed -Wl,--rpath=/usr/lib/ -L/usr/lib/ -lblas -Wl,--rpath=/usr/lib/ -Wl,--gc-sections -Wl,-z,relro,-z,now -Wl,--rpath=/usr/lib/ -Wl,--gc-sections -Wl,-z,relro,-z,now -Wl,-O1,--sort-common,--as-needed,-z,relro,-z,now -Wl,--as-needed -lm -lrt -ldl -Wl,--no-as-needed -fopenmp -Wl,--as-needed -lstdc++ -Wl,--no-as-needed...

Hi, Could you please add an option to build COSMA using COSTA as an external library? Anton K.

Extend usability of KPOINTS

5

Dear developers, I'd like to ask you to add some important features which currently cannot be employed during k-points calculations: * [ ] OT * [ ] LS_SCF * [...

Example of SVI fitting

2

Dear developers, I need some help. Could you please create an example of fitting the SVI curve given that we have volatility of bids and asks of a certain vector...

Test failures

1

``` PYOPENCL_COMPILER_OUTPUT=1 python test_cl_routines.py [11:15:11] /usr/lib/python3.9/site-packages/pyopencl/__init__.py:264: CompilerWarning: Built kernel retrieved from cache. Original from-source build had warnings: Build on succeeded, but said: Compilation started Compilation done Linking started Linking done...

test_gmc failures

1

Hello, I found that 2 tests in the testsuite are failing. Details are here: [copulae_failures.txt](https://github.com/DanielBok/copulae/files/10108333/copulae_failures.txt) My environment is following: ``` appdirs==1.4.4 attrs==22.1.0 autocommand==2.2.2 cffi==1.15.1 cryptography==38.0.3 Cython==0.29.32 exceptiongroup==1.0.4 inflect==6.0.2 iniconfig==1.1.1 jaraco.context==4.2.0...

Hello, I found that the keyboard lacks in Arabic diacritics that makes it hardly useful. Could you please add them to the SHIFT layout? Anton K.

Hi, This is the only error occurring while I'm running tests: `python runtests.py` ``` /usr/lib/python3.8/site-packages/pandas/util/__init__.py:12: FutureWarning: pandas.util.testing is deprecated. Use the functions in the public API at pandas.testing instead. import...