Not Vectorized in parameter S

erkandem / calcbsimpvol

Calculate Black Scholes Implied Volatility - Vectorwise

https://erkandem.github.io/calcbsimpvol/

MIT License

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Not Vectorized in parameter S #7

Open kjanyani opened 4 years ago

kjanyani commented 4 years ago

You can simply change S in line 236 to S[cp==-1] and similarly where it occurs for [cp==1]

erkandem commented 3 years ago

I have looked into it a while ago. But couldn't figure out what's wrong. If anybody else has an idea on what @kjanyani points to, feel free to post it here. I will close this otherwise after a certain time