diff --git a/optlib/gbs.py b/optlib/gbs.py index b8e08df..0f4c601 100644 --- a/optlib/gbs.py +++ b/optlib/gbs.py @@ -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