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Merge pull request #29 from SebastienEveno/bump_version_to_0.6.0
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Bump version to 0.6.0
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SebastienEveno authored Jan 22, 2023
2 parents b834251 + bb7625d commit e2202bf
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Showing 2 changed files with 2 additions and 2 deletions.
2 changes: 1 addition & 1 deletion exotx/_version.py
Original file line number Diff line number Diff line change
@@ -1 +1 @@
__version__ = "0.5.9"
__version__ = "0.6.0"
2 changes: 1 addition & 1 deletion exotx/tests/instruments/test_vanilla_option.py
Original file line number Diff line number Diff line change
Expand Up @@ -90,7 +90,7 @@ def test_price(my_vanilla_option: VanillaOption,
result = price(my_vanilla_option, my_market_data, my_static_data, my_pricing_config, seed=125)

# Assert
assert result['price'] == pytest.approx(expected_price, abs=1e-4)
assert result['price'] == pytest.approx(expected_price, abs=1e-4)
if my_pricing_config.compute_greeks:
assert result['delta'] == pytest.approx(expected_delta, abs=1e-8)
assert result['gamma'] == pytest.approx(expected_gamma, abs=1e-8)
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