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waifod / quant_finance_models

Project containing the implementations of quantitative finance models
MIT License
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Pass correct asset to `GetAssetSpotPrice`, i.e. underlying instead of option #19

Closed david-alvarez-rosa closed 1 year ago

david-alvarez-rosa commented 1 year ago

We the correct asset to GetAssetSpotPrice (code ref). Right now we are passing the action itself, instead of passing the underlying.

waifod commented 1 year ago

Addressed by PR https://github.com/Waifod/quant_finance_models/pull/46.

david-alvarez-rosa commented 1 year ago

Closing per above comment.

CC: @Waifod