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ENH: Support BSAmericanBinaryOption put #104

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ghost opened this issue Jun 19, 2021 · 0 comments
Open

ENH: Support BSAmericanBinaryOption put #104

ghost opened this issue Jun 19, 2021 · 0 comments
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arithmetic Needs work on arithmetic black-scholes Related to Black-Scholes model enhancement New feature or request good first issue Good for newcomers

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@ghost
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ghost commented Jun 19, 2021

from pfhedge.nn import BSAmericanBinaryOption

m = BSAmericanBinaryOption(call=False)
Traceback (most recent call last):     
  File "/private/tmp/tmp.py", line 3, in <module>
    m = BSAmericanBinaryOption(call=False)
  File "/usr/local/lib/python3.9/site-packages/pfhedge/nn/modules/bs/american_binary.py", line 50, in __init__
    raise ValueError(
ValueError: BSAmericanBinaryOption for a put option is not yet supported.
@ghost ghost added good first issue Good for newcomers enhancement New feature or request labels Jun 19, 2021
@ghost ghost added black-scholes Related to Black-Scholes model arithmetic Needs work on arithmetic labels Mar 3, 2022
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Labels
arithmetic Needs work on arithmetic black-scholes Related to Black-Scholes model enhancement New feature or request good first issue Good for newcomers
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