Removed greek characters from nm_solver

thelyo · Jul 27, 2021 · 674fb18 · 674fb18
1 parent 287ce1e
commit 674fb18
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Showing 4 changed files with 20 additions and 19 deletions.
diff --git a/docs/FinancePyManual.pdf b/docs/FinancePyManual.pdf
diff --git a/docs/makeUserGuide.py b/docs/makeUserGuide.py
@@ -870,4 +870,4 @@ def parseType(pType):
 #    print("Moving ", pdfFileName1, " to ", pdfFileName2)
 #    shutil.move(pdfFileName1, pdfFileName2)
 #    print(pdfFileName2)
-#    open_file(pdfFileName2)
+    open_file(pdfFileName1)
diff --git a/financepy/utils/solver_nm.py b/financepy/utils/solver_nm.py
@@ -307,23 +307,23 @@ def _initialize_simplex(x0, bounds):
 ###############################################################################
 
 @njit(cache=True, fastmath=True)
-def _check_params(ρ, χ, γ, σ, bounds, n):
+def _check_params(rho, chi, v, sigma, bounds, n):
     """
     Checks whether the parameters for the Nelder-Mead algorithm are valid.
     JIT-compiled in `nopython` mode using Numba.
 
     Parameters
     ----------
-    ρ : scalar(float)
+    rho : scalar(float)
         Reflection parameter. Must be strictly greater than 0.
 
-    χ : scalar(float)
+    chi : scalar(float)
         Expansion parameter. Must be strictly greater than max(1, roh).
 
-    γ : scalar(float)
+    v : scalar(float)
         Contraction parameter. Must be stricly between 0 and 1.
 
-    σ : scalar(float)
+    sigma : scalar(float)
         Shrinkage parameter. Must be strictly between 0 and 1.
 
     bounds: ndarray(float, ndim=2)
@@ -333,15 +333,15 @@ def _check_params(ρ, χ, γ, σ, bounds, n):
         Number of independent variables.
 
     """
-    if ρ < 0:
+    if rho < 0:
         raise ValueError("roh must be strictly greater than 0.")
-    if χ < 1:
+    if chi < 1:
         raise ValueError("chi must be strictly greater than 1.")
-    if χ < ρ:
+    if chi < rho:
         raise ValueError("chi must be strictly greater than roh.")
-    if γ < 0 or γ > 1:
+    if v < 0 or v > 1:
         raise ValueError("v must be strictly between 0 and 1.")
-    if σ < 0 or σ > 1:
+    if sigma < 0 or sigma > 1:
         raise ValueError("sigma must be strictly between 0 and 1.")
 
     if not (bounds.shape == (0, 2) or bounds.shape == (n, 2)):

diff --git a/tests_golden/TestFinEquityAsianOption.py b/tests_golden/TestFinEquityAsianOption.py
@@ -2,17 +2,18 @@
 # Copyright (C) 2018, 2019, 2020 Dominic O'Kane
 ###############################################################################
 
+import time
+from financepy.utils.global_types import OptionTypes
+from financepy.products.equity.equity_asian_option import EquityAsianOption
+from financepy.products.equity.equity_asian_option import AsianOptionValuationMethods
+from financepy.market.curves.discount_curve_flat import DiscountCurveFlat
+from financepy.models.black_scholes import BlackScholes
+from financepy.utils.date import Date
+from FinTestCases import FinTestCases, globalTestCaseMode
+
 import sys
 sys.path.append("..")
 
-from FinTestCases import FinTestCases, globalTestCaseMode
-from financepy.utils.date import Date
-from financepy.models.black_scholes import BlackScholes
-from financepy.market.curves.discount_curve_flat import DiscountCurveFlat
-from financepy.products.equity.equity_asian_option import AsianOptionValuationMethods
-from financepy.products.equity.equity_asian_option import EquityAsianOption
-from financepy.utils.global_types import OptionTypes
-import time
 
 testCases = FinTestCases(__file__, globalTestCaseMode)