Dominic O'Kane

Ok. Please go for it. Best D

Ok. Go ahead. Best D > On 5 Mar 2023, at 12:13, shunmaruko ***@***.***> wrote: > >  > Hi @domokane, > It seems that FinEquityIndexOption class is not implemented...

Hi - I am not against refactoring the code to have a bond base class. I prefered to keep it separate for the specific case of a zero coupon bond....

Hi - I have not looked at this for a while. Please look into it and if you have a good solution then I would be happy if you could...

Hi - this looks pretty good. The differences are probably due to small details in the price-yield formula. Maybe try implementing it as a function. Please think about where it...

Hi @jtamas18 - It was never done. You are welcome to take it on if you wish.

Hi - no this has not been done yet. I will look into it. I don't have a good reference. best D

I am not sure this is still needed. Look in utils at solver_cg.py and solver_nm.py to see the functions that were added and where they are used to see if...

Yes. My main focus was on the FX surface solver. If you see a need to work on it let me know. I am jammed on other things right now...

Hi - Thanks for your suggestion and willingness to participate. You are right. A properly implemented FRN would take a vector of forward rates. Discount margin is a crude approximation...