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MertonJumpDiffusion loses positive option values when the initial Poisson weight underflows

Status: Open.

#273 In domokane/FinancePy;

· kadyrbekovhamit-cyber opened on Sep 23, 2026

Floating lookback calls overflow for finite low-volatility inputs

Status: Open.

#272 In domokane/FinancePy;

· kadyrbekovhamit-cyber opened on Sep 20, 2026

Vasicek zero_price loses the small-positive-mean-reversion limit

Status: Open.

#269 In domokane/FinancePy;

· kadyrbekovhamit-cyber opened on Sep 16, 2026

BondAnnuity price and payment amounts depend on prior face requests

Status: Open.

#268 In domokane/FinancePy;

· kadyrbekovhamit-cyber opened on Sep 16, 2026

Adjusted-binomial support rounding produces negative probabilities and changes the mean

Status: Open.

#265 In domokane/FinancePy;

· kadyrbekovhamit-cyber opened on Sep 15, 2026

CIR zero_price: tiny volatility produces 2.24e96 instead of 0.68827

Status: Open.

#264 In domokane/FinancePy;

· kadyrbekovhamit-cyber opened on Sep 15, 2026

MertonFirmMkt calibration changes when monetary inputs use different units

Status: Open.

#263 In domokane/FinancePy;

· kadyrbekovhamit-cyber opened on Sep 15, 2026

EquityVolSurfaceConstructionSVI.ipynb EquityVolSurface.check_calibration() too many arguments

Status: Open.

#226 In domokane/FinancePy;

· JustiP3 opened on May 8, 2025

cliquet option with global floor and local cap + VolSwap valuation

Status: Open.

#221 In domokane/FinancePy;

· florianAIM opened on Feb 20, 2025

Build SOFR curve - suggestions

Status: Open.

#202 In domokane/FinancePy;

· thanhuwe8 opened on Nov 17, 2023

choose to apply a Black'76 in Fx Vanilla option

Status: Open.

#200 In domokane/FinancePy;

· CNiemans opened on Nov 2, 2023

Inconsistency in Day Count in Index Curve?

Status: Open.

#191 In domokane/FinancePy;

· YimingZhang07 opened on Jul 24, 2023