FinancePy
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barrierOpt.value issue
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
OK. I will look into this asap. Thanks D
Hi - I have pushed a new version that fixes this. I will push a new pip installation this weekend.