Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Fixes at-expiration values being nan #92

Merged
merged 1 commit into from
Mar 20, 2023

Conversation

alembcke
Copy link
Contributor

Fixes #89. Fixes at-expiration values being nan for certain option models.

Tests were run to ensure that values prior to expiration are not affected. Tests were also run to ensure that execution time was not impacted materially. Bazel tests also passed for all modified functions.

@cyrilchim
Copy link
Contributor

Could you please sync your version to head as well to fix current merge failure?

@alembcke
Copy link
Contributor Author

I synced my fork and I see there is a new commit here, but it looks like copybara is still failing. Is there anything else I need to do?

@cyrilchim
Copy link
Contributor

I just had to rerun copybara manually, so it's all good. Could you please add a test to show that the code does what is intended as well as squash the commits? I will then merge in with the main branch. Thanks!

@cyrilchim
Copy link
Contributor

Thank you, Alex! Could you please run git squash?

@alembcke
Copy link
Contributor Author

I haven't added in the test yet, I only synced my fork with master. I will have the tests done soon and then I will squash the commits and force push.

@alembcke
Copy link
Contributor Author

OK, test added and squashed commits, I hope I did it right.

@copybara-service copybara-service bot merged commit b9c8b8b into google:master Mar 20, 2023
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

Options at-expiration return nan
2 participants