Skip to content

Fixed the .bump method#231

Closed
samichaignonmejai wants to merge 1 commit intodomokane:masterfrom
samichaignonmejai:fix-bump-method
Closed

Fixed the .bump method#231
samichaignonmejai wants to merge 1 commit intodomokane:masterfrom
samichaignonmejai:fix-bump-method

Conversation

@samichaignonmejai
Copy link
Copy Markdown

Hi Dominic,

While working on the Advanced Derivatives coursework with M. Kerkhof, I noticed that the .bump method in discount_curve.py was not behaving as expected.

This PR proposes a fix to ensure that the method correctly bumps the curve values, allowing users to adjust the curve reliably.

Changes made:

  • Corrected the calculation logic in .bump
  • Updated helper functions as needed for consistency

Example usage after fix can be found in the FINDISCOUNTCURVE_Introduction.ipynb notebook.
I would be happy to receive feedback or suggestions on this implementation.

Thank you,
Sami

@domokane
Copy link
Copy Markdown
Owner

Hi - Sami. Thanks for finding this. I reviewed the code but fixed it differently.

@domokane domokane closed this Mar 10, 2026
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

2 participants