Add support for many points in starting_price

andreevnick / robust-financial-portfolio-management-framework

Robust framework for derivative pricing and portfolio evaluation

Apache License 2.0

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Add support for many points in starting_price #20

Open doctormee opened 3 years ago

doctormee commented 3 years ago

Now, starting price is always one point. It would be useful to have a possibility to initialise it with a set of points, possibly on the same Lattice.