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price_dataframe non-default source index breaks results #4
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Good call! Will include in next version of the library. Thank you! |
I was going to report a similar issue. Mine was for the case of implied volatility calculation for line:
Thanks for writing this code!
|
Thanks very much for making the library available @marcdemers. You've saved me a ton of time!
One issue I noticed straight away in my own code is that my source dataframe for the
price_dataframe
api function has a non-standard index and this breaks the results.Three examples below show what I mean. The first two (failing) examples can be fixed by using the
to_numpy()
method on theprice
,sigma
andgreek[]
returns. The third example (your original in the docs) is not impacted by this change.The fix is to apply
to_numpy()
like this inprice_dataframe
:The text was updated successfully, but these errors were encountered: