Dominic O'Kane

Results 68 comments of Dominic O'Kane

Duration & Metrics for IRS in FinancePy: Validation Against Bond Math by DONALD J. SMITH

Hi - Can you just have one function. Use the class member fixed_leg_type to determine whether someone is a payer or receiver. if fixed_leg_type == SwapTypes.PAY or if fixed_leg_type ==...

cliquet option with global floor and local cap + VolSwap valuation

Hi - OK. I will look at this. Can you provide me with the full details.

sha hash values

I am not sure what that means. What do I need to do ?

sha hash values

Did you fix this? What OS are you on ?

EquityVolSurfaceConstructionSVI.ipynb EquityVolSurface.check_calibration() too many arguments

Hi - I will be back on this in a 3-4 weeks. If you need it sooner, consider implementing it yourself with a pull request. Thanks

feat: `mkdocs` support

Hi - I am seeing a conflict in financepy/utils/date.py. Why ?

side panel is opened by default

How can I close the structure window pane ? Very annoying.

side panel is opened by default

Thanks ! I found it by chance just after my rant.