8000 fixed correlation input in spread option · Issue #3 · xqguo/CommodQuant · GitHub
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fixed correlation input in spread option #3

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xqguo opened this issue Oct 9, 2019 · 0 comments
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fixed correlation input in spread option #3

xqguo opened this issue Oct 9, 2019 · 0 comments

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@xqguo
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xqguo commented Oct 9, 2019

it wasn't used originally. fixed.

however, I still got some issues to refactor the moments' computation. In addition, I need to add some tests for the spread option to check correlation and vol is used properly.
@xqguo xqguo pinned this issue Oct 9, 2019
@xqguo xqguo closed this as completed Jan 12, 2024
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