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Fix American equity option spot input handling - #329

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domokane merged 2 commits into
domokane:masterfrom
dajiaohuang:fix/equity-american-vector-value
Oct 2, 2026
Merged

domokane merged 2 commits into
domokane:masterfrom
dajiaohuang:fix/equity-american-vector-value

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@dajiaohuang

@dajiaohuang dajiaohuang commented Oct 2, 2026 •

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Closes #328. Normalize scalar stock representations and evaluate vector stocks elementwise so American option valuation returns every price rather than indexing a scalar or dropping vector elements.

Added five Python/NumPy scalar representations and two American call/put vector cases against the actual tree model, including the contract multiplier. These seven additions and four existing pricing tests pass (11 tests). The CRLF-aware Git whitespace check passes.

@domokane
domokane merged commit 580b411 into domokane:master Oct 2, 2026
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Fix scalar and vector stock price handling in EquityAmericanOption.value

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