May-27-2020, 10:14 AM
(May-27-2020, 07:58 AM)pwt Wrote: OK, if I understand it correctly, I should add error handling to capture for incorrect input. Is that right?It depend what you want - as it is now, you will get the same result if volatility is 0 or you don't supply argument for volatility at all. So, unless you change the code there will be no error, just be aware that volatility=0 will yield None for greeks.
If you can't explain it to a six year old, you don't understand it yourself, Albert Einstein
How to Ask Questions The Smart Way: link and another link
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How to Ask Questions The Smart Way: link and another link
Create MCV example
Debug small programs