WEBVTT

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An FX digital can pay one unit of domestic currency, or one unit of foreign currency.

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In FinancePy one point zero point one, that switch exposes three separate formula errors.

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With synthetic Euro dollar inputs, the released foreign payout call returns zero point five four four nine five five.

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An independent Black Scholes calculation gives zero point six three nine seven one seven.

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A domestic cash payout uses the domestic discount factor and d two.

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A foreign payout converts to S T in domestic units, making it an asset or nothing payoff with spot, the foreign discount factor, and d one.

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The correction changes the foreign single digital to d one.

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For interval digitals, domestic uses the domestic discount factor with d two, while foreign uses spot, the foreign factor, and d one.

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Six focused tests, nine hundred sixty-four full tests, and both official workflows pass.

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Pull request two sixty is open, not merged.

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All market inputs are synthetic, and no customer loss is claimed.