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Feature/barriers
- #4
#4
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jsidhu06
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jsidhu06/derivatives-pricing-dev:feature/barriers
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Apr 12, 2026
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Feature/barriers
#4
jsidhu06
merged 10 commits into
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jsidhu06/derivatives-pricing-dev:main
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feature/barriers
jsidhu06/derivatives-pricing-dev:feature/barriers
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Commits on Apr 12, 2026
Clarify anchor_spot comments
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Tighten American barrier greek rtols
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Fix guard in _apply_control_variate >> now allows barrier control variate
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Add for_barriers class methods to (Binomial/PDE)Params
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Update README
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Add -n auto to dev locked job
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mypy adherence
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Pass in asian_tree_averages int rather than float
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Add coverage tests for MC barrier, binomial barrier, and contract validation
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Consolidate _mc_gbm def
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