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Lewis and Cos pricing and log-strike moneyness fixes#47

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lsbardel merged 1 commit into
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ls-cos
May 3, 2026
Merged

Lewis and Cos pricing and log-strike moneyness fixes#47
lsbardel merged 1 commit into
mainfrom
ls-cos

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@lsbardel lsbardel commented May 3, 2026

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Codecov Report

❌ Patch coverage is 78.61272% with 37 lines in your changes missing coverage. Please review.
✅ Project coverage is 84.92%. Comparing base (2524b4a) to head (a9d8f19).

Files with missing lines Patch % Lines
quantflow/utils/marginal.py 68.69% 36 Missing ⚠️
quantflow/options/pricer.py 96.66% 1 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##             main      #47      +/-   ##
==========================================
- Coverage   85.53%   84.92%   -0.62%     
==========================================
  Files          61       61              
  Lines        3401     3462      +61     
==========================================
+ Hits         2909     2940      +31     
- Misses        492      522      +30     

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@lsbardel lsbardel merged commit 79e45ee into main May 3, 2026
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@lsbardel lsbardel deleted the ls-cos branch May 3, 2026 15:26
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2 participants