Use example c = mibian.BS([1.4565, 1.45, 1, 30], volatility=20) output sussessful result, but c = mibian.GK([100, 100, 5, 30], volatility=25) is error. Why?
Traceback (most recent call last):
File "xxx/opserver/option_calculator/app.py", line 16, in <module>
c = mibian.GK([100, 100, 5, 30], volatility=25)
File "xxx\opserver\lib\site-packages\mibian\__init__.py", line 78, in __init__
self.daysToExpiration = float(args[4]) / 365
IndexError: list index out of range
Use example c = mibian.BS([1.4565, 1.45, 1, 30], volatility=20) output sussessful result, but c = mibian.GK([100, 100, 5, 30], volatility=25) is error. Why?