WEBVTT

1
00:00:00.000 --> 00:00:04,391
One list contains three European call options with different expiries.

2
00:00:04.391 --> 00:00:09,659
Vector pricing should return the same three values as separate scalar calculations.

3
00:00:10.009 --> 00:00:24,279
But FinancePy 1.1.2 prices the six-month option at 17.5585. Its scalar value is 9.3021, also confirmed by an independent Black Scholes calculation.

4
00:00:24.629 --> 00:00:29,121
The loop calculates every expiry, but appends only once after finishing.

5
00:00:29.121 --> 00:00:33,612
The final two-year horizon is then broadcast across all three prices.

6
00:00:33.962 --> 00:00:37,760
Moving the append inside both loops restores every horizon.

7
00:00:37.760 --> 00:00:44,088
Vector prices then match scalar prices exactly, including vector strikes and mixed calls and puts.

8
00:00:44.438 --> 00:00:48,847
All 959 local unit tests and both upstream workflows pass.

9
00:00:48.847 --> 00:00:52,375
Restoring the old line fails the new regression.

10
00:00:52.375 --> 00:00:54,579
Pull request 258 remains open.

11
00:00:54.579 --> 00:00:57,224
Evidence at GERO dot U Z.

12
00:00:57.224 --> 00:00:58,988
Look at the mechanism.

13
00:00:58.988 --> 00:01:00,311
Check the evidence.

14
00:01:00.311 --> 00:01:01,192
Then decide.
