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barrierOpt.value issue #199

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iourdev opened this issue Oct 30, 2023 · 2 comments
Open

barrierOpt.value issue #199

iourdev opened this issue Oct 30, 2023 · 2 comments

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@iourdev
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iourdev commented Oct 30, 2023

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

@domokane
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domokane commented Nov 2, 2023

OK. I will look into this asap. Thanks
D

@domokane
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domokane commented Nov 3, 2023

Hi - I have pushed a new version that fixes this. I will push a new pip installation this weekend.

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