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Feature/barriers - #4

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jsidhu06 merged 10 commits into
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feature/barriers
Apr 12, 2026
Merged

Feature/barriers#4
jsidhu06 merged 10 commits into
mainfrom
feature/barriers

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@jsidhu06

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Clarify anchor_spot behavior in the PDE barrier solver, tighten American barrier Greek tolerances, fix the control-variate guard to allow barrier use where intended, add for_barriers class methods to binomial and PDE params, update README, add -n auto to dev locked CI job

- Scenarios except reverse barrier KOs now have rtol of 0.015
…iate

- Replace UnsupportedFeatureError with ValidationError for incompatible pricing engine/greek calc method
- Also add checks for int type attrs
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codecov Bot commented Apr 12, 2026

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Codecov Report

❌ Patch coverage is 96.55172% with 1 line in your changes missing coverage. Please review.

Files with missing lines Patch % Lines
src/derivatives_pricing/valuation/core.py 75.00% 0 Missing and 1 partial ⚠️

📢 Thoughts on this report? Let us know!

- Passing in a float now raises
…lidation

  - MC barrier: inception-hit (continuous + discrete), discrete/continuous rebate paths, and non-barrier-aware LSM basis
  - Binomial barrier: explicit monitoring_dates, Boyle-Lau cap-bind warning, KI/KO triggered-at-inception PV
 - BarrierSpec: enum type guards and strike-none validation
 - Params: for_barriers classmethod smoke tests (defaults, overrides, invalid override rejection)
@jsidhu06
jsidhu06 merged commit dd3b0e9 into main Apr 12, 2026
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