noa

noa copied to clipboard

https://github.com/grinisrit/noa/blob/65bcd49da9f083c028eb0a518de1b8d17512e0c3/docs/quant/pyquant/heston.py#L313 Function `self._jac_hes()` should take `grid` variable of type `StrikesMaturitiesGrid`, instead of `market_chain` variable of type `VolSurfaceChainSpace`. This bug probably doesn't cause incorrect computations because `StrikesMaturitiesGrid` object is constructed from...

mmssss