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When I try to calculate Black deltas using vectorized_delta, it returns an error that numerical_delta_black was passed an unexpected bs argument. I've patched this in my versions of the file by just adding "bs" as an argument to the numerical function, though it probably would have been better to stop greeks.delta from passing the bs argument in the first place.
The text was updated successfully, but these errors were encountered:
Hi @m1jkf00 , thanks for the bug report. I will fix this in a new version. I kept the delta functions' signatures standardized, which is why I still pass the "bs" arguments to black model.
Thank you for this package!
When I try to calculate Black deltas using vectorized_delta, it returns an error that numerical_delta_black was passed an unexpected bs argument. I've patched this in my versions of the file by just adding "bs" as an argument to the numerical function, though it probably would have been better to stop greeks.delta from passing the bs argument in the first place.
The text was updated successfully, but these errors were encountered: