vectorized_black gives the undiscounted option price #13 #19
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vectorized_black takes r as input (as expected in black76) however provides an undiscounted rate. this is unintuitive. attempted to fix that in this PR
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This would be nice to see merged |
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@marcdemers i believe as the maintainer, you are the only one who has permissions to merge this PR |
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vectorized_black takes r as input (as expected in black76) however provides an undiscounted rate. this is unintuitive. attempted to fix that in this PR