Fix unused tol variable in SVI notebook (issue #226)#235
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Bortlesboat wants to merge 1 commit intodomokane:masterfrom
Open
Fix unused tol variable in SVI notebook (issue #226)#235Bortlesboat wants to merge 1 commit intodomokane:masterfrom
Bortlesboat wants to merge 1 commit intodomokane:masterfrom
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The EquityVolSurface.check_calibration() method only accepts a single argument (verbose: bool), but the notebook previously called it with (False, tol). The call was fixed to check_calibration(False) but the unused tol = 1e-4 assignment was left behind. Remove it. Closes domokane#226
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Summary
tol = 1e-4assignment inEquityVolSurfaceConstructionSVI.ipynbcell 12EquityVolSurface.check_calibration()method signature ischeck_calibration(self, verbose: bool)— it does not accept atolparameter (unlike the FX/Swaption vol surface variants which do)equitySurface.check_calibration(False, tol)which raisedTypeError: EquityVolSurface.check_calibration() takes 2 positional arguments but 3 were givencheck_calibration(False)in a prior commit, but the deadtol = 1e-4variable definition was left behind — this PR cleans it upCloses #226
Test plan
EquityVolSurface.check_calibrationsignature accepts only(self, verbose: bool)equitySurface.check_calibration(False)with no unused variablescheck_calibrationcalls — they are all correct