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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
The text was updated successfully, but these errors were encountered:
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
The text was updated successfully, but these errors were encountered: