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erkandem avatar erkandem commented on September 22, 2024

Hey @gregdesu ,

Glad to hear the Python version is used! Thank you for using it.
On the issue: I think you're right. if size(q): and if size(cp): do not make much sense. It never error-ed because I always supplied everything in vector format. ... and there is "no" test coverage :$.
Please open a New Issue for that (copy paste your message above into a new thread - ok I found a way to use your initial comment).

kind regards
Erkan

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gregdesu avatar gregdesu commented on September 22, 2024

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erkandem avatar erkandem commented on September 22, 2024

+1 awesome. Thank you for taking a look at it.

your welcome. everybody profits from reporting smells, issues and bugs.

To allow passing single maturities when vector is 2 dims with shape (1, n), I modified line 167 with: if *(*len(shape(arg_dict[key])) == 1 or 1 in shape(arg_dict[key])) and key is not 'S':

In my own words: Script should account for row-vectors just like column vectors?

Could you share an example ..or two? I'd also assume now we are talking about sth. else than futures.

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