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Description

  • Increase option strike digits precision to 6. Adding unit test

Related Issue

Correctly model strikes with many digits

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

Existing and new tests

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

- Increase option strike digits precision to 6. Adding unit test
@Martin-Molinero Martin-Molinero force-pushed the bug-option-strike-digits-precision branch from 69c2a5a to 0a136aa Compare November 14, 2025 21:32
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1 participant