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barrierOpt.value issue

Open iourdev opened this issue 1 year ago • 2 comments

Hello,

Just to let you know. I was curious about your package and run without problems the plain vanilla pricing notebook. But when I tried as is: EQUITY BARRIER OPTIONS - VALUATION ANALYSIS the very first plot generated: ValueError: x and y must have same first dimension, but have shapes (100,) and (1,)

A quick check showed that values = barrierOpt.value(valuation_date, stock_prices, discount_curve, dividend_curve, model) values returns 0.0 instead of an array.

Cheers, Ivan

iourdev avatar Oct 30 '23 02:10 iourdev

OK. I will look into this asap. Thanks D

domokane avatar Nov 02 '23 09:11 domokane

Hi - I have pushed a new version that fixes this. I will push a new pip installation this weekend.

domokane avatar Nov 03 '23 16:11 domokane