wassname/optlib
1
0
Fork 0
mirror of https://github.com/wassname/optlib.git synced 2026-06-27 16:10:18 +08:00
Code Issues Packages Projects Releases Wiki Activity

Update optlib/gbs.py

Browse Source
This commit is contained in:
dbrojas
2021-05-21 14:00:10 -05:00
parent 2b7376fabd
commit 8973b69848
1 changed files with 4 additions and 4 deletions
Download Patch File Download Diff File Expand all files Collapse all files
optlib/gbs.py
+4 -4
View File
@@ -46,15 +46,15 @@ class _GBS_Limits:
MIN_TA = 0
# This model will work with higher values for b, r, and V. However, such values are extremely uncommon.
# To catch some common errors, interest rates and volatility is capped to 100%
# This reason for 1 (100%) is mostly to cause the library to throw an exceptions
# To catch some common errors, interest rates and volatility is capped to 200%
# This reason for 2 (200%) is mostly to cause the library to throw an exceptions
# if a value like 15% is entered as 15 rather than 0.15)
MIN_b = -1
MIN_r = -1
MAX_b = 1
MAX_r = 1
MAX_V = 1
MAX_r = 2
MAX_V = 2
# This class defines the Exception that gets thrown when invalid input is placed into the GBS function