yassinemaaroufi / MibianLib

Python Options Pricing Library
http://code.mibian.net
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Mibian 0.1.3 is taking unusual time to calculate #15

Open mmbaskr opened 1 year ago

mmbaskr commented 1 year ago

All are facing issues with Mibian - one calculation alone takes 5 to 15 secs. In previous version this issue was not there, could not find any solution for this..

Same issue posted by sombody else also in https://stackoverflow.com/questions/73348961/mibian-taking-very-long-time-to-calculate

Any solutions?

connerlambden commented 1 year ago

My guess: Getting stuck at line 32 here: https://github.com/yassinemaaroufi/MibianLib/blob/master/mibian/__init__.py Not sure why they coded it this way, but makes sense to break out of that loop is estimate is the same as the last iteration