Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Finite-difference pricer tests failing. #272

Open
avhz opened this issue Oct 16, 2024 · 2 comments
Open

Finite-difference pricer tests failing. #272

avhz opened this issue Oct 16, 2024 · 2 comments

Comments

@avhz
Copy link
Owner

avhz commented Oct 16, 2024

The following tests are now failing:

    instruments::options::finite_difference_pricer::tests_finite_difference_pricer_at_the_money::american_put_crank_nicolson
    instruments::options::finite_difference_pricer::tests_finite_difference_pricer_at_the_money::american_put_explicit
    instruments::options::finite_difference_pricer::tests_finite_difference_pricer_at_the_money::american_put_implicit
    instruments::options::finite_difference_pricer::tests_finite_difference_pricer_in_the_money::american_put_crank_nicolson
    instruments::options::finite_difference_pricer::tests_finite_difference_pricer_in_the_money::american_put_explicit
    instruments::options::finite_difference_pricer::tests_finite_difference_pricer_in_the_money::american_put_implicit
@yfnaji
Copy link
Contributor

yfnaji commented Oct 22, 2024

Hello, can I pick this up as I implemented this pricer?

@avhz
Copy link
Owner Author

avhz commented Oct 26, 2024

of course @yfnaji

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
2 participants
@yfnaji @avhz