The existing docs only contain basic usage guide for Opti(). It will be nice if more docs are provided for Opti stack, especially for to_function and options.

RatesFiniteDifferenceSensitivityCalculator computes sensitivities by finite difference. The current mechanism bumps all curves in the RatesProvider.
A method to bump only a given set of curves (described by their currency or index) should be created.
When this is the case, the method ImpliedTrinomialTreeFxSingleBarrierOptionProductPricer#presentValueCurveParameterSensitivity can be simplify to a

I know I have opened rather a lot of issues in the last 24 hours (and have a few more to go), but I just wanted to comment that I think you have some of the nicest documentation I have ever read for any C++ project. It's well put together and builds on itself very nicely so it is easy(ish) to see how to build up from simple hello world examples to something a bit more involved.

There are a number of reasons we might want this:

To track older contracts that are static with newer source code
A number of our source contracts have changed to keep them inline with the latest developments and yet they haven't been redeployed (usually because we can't - such as for eternal state contracts). E.g. SynthetixEscrow (nee HavvenEscrow) and SynthetixState. We'd like to h

The code in readme for B-S model has mismatched kwargs names between the function definition and function call inside main.

Приложение является полезным для анализа доходности портфелей и оценки правильности сделок как для новичков, так и для профессионалов. Однако для новичков кроме технических сложностей, есть еще и нехватка понятийной базы, поэтому будет полезно пояснить чем, например, отличается цена и премия на срочном рынке. Кроме того в приложение добавляется новый функционал: по оценке налогооблажения, учету по