Closed mvanzulli closed 1 month ago
Attention: Patch coverage is 96.77419%
with 1 line
in your changes missing coverage. Please review.
Project coverage is 86.55%. Comparing base (
844ec7d
) to head (aa10b08
). Report is 11 commits behind head on master.
Files | Patch % | Lines |
---|---|---|
src/models/heston.jl | 96.77% | 1 Missing :warning: |
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@iblislin this is ready for review πΌπΌ
@iblislin this is ready for review πΌπΌ
@iblislin let me know if I can help with the review :)
ah, sorry, I'm swamped with work recently... I don't check the algorithm detail, but I think the coding style or syntax are fine for me. let's just merge it first. :rocket:
ah, sorry, I'm swamped with work recently...
I don't check the algorithm detail, but I think the coding style or syntax are fine for me.
let's just merge it first. :rocket:
No worries used to happen, thanks for the review ππ»π«ΆπΌππΌ
Closes #21
The implemenation has been validated against QuantLib: