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Finite-difference pricer tests failing.

Open avhz opened this issue 1 year ago • 2 comments

The following tests are now failing:

    instruments::options::finite_difference_pricer::tests_finite_difference_pricer_at_the_money::american_put_crank_nicolson
    instruments::options::finite_difference_pricer::tests_finite_difference_pricer_at_the_money::american_put_explicit
    instruments::options::finite_difference_pricer::tests_finite_difference_pricer_at_the_money::american_put_implicit
    instruments::options::finite_difference_pricer::tests_finite_difference_pricer_in_the_money::american_put_crank_nicolson
    instruments::options::finite_difference_pricer::tests_finite_difference_pricer_in_the_money::american_put_explicit
    instruments::options::finite_difference_pricer::tests_finite_difference_pricer_in_the_money::american_put_implicit

avhz avatar Oct 16 '24 17:10 avhz

Hello, can I pick this up as I implemented this pricer?

yfnaji avatar Oct 22 '24 13:10 yfnaji

of course @yfnaji

avhz avatar Oct 26 '24 21:10 avhz