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allow negative solvency after short derivative; add fuzz test #206

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merged 8 commits into from
Dec 18, 2024

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@dpaiton dpaiton commented Dec 4, 2024

allow negative gradients & add a test.

@dpaiton dpaiton marked this pull request as ready for review December 4, 2024 01:41
@dpaiton dpaiton changed the title adds a fuzz test for solvency after short derivative allow negative solvency after short derivative; add fuzz test Dec 5, 2024
@dpaiton dpaiton force-pushed the dpaiton/solvency-derivative-test branch from fc925b9 to 6ff4cf3 Compare December 16, 2024 16:52
@dpaiton dpaiton changed the base branch from main to dpaiton/calc-abs-max-short December 16, 2024 17:40
@dpaiton dpaiton force-pushed the dpaiton/solvency-derivative-test branch 2 times, most recently from 1ecf447 to c6ce09d Compare December 17, 2024 19:47
Base automatically changed from dpaiton/calc-abs-max-short to main December 18, 2024 00:03
@dpaiton dpaiton force-pushed the dpaiton/solvency-derivative-test branch from c6ce09d to a606a36 Compare December 18, 2024 00:05
@dpaiton dpaiton merged commit d82b19f into main Dec 18, 2024
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@dpaiton dpaiton deleted the dpaiton/solvency-derivative-test branch December 18, 2024 00:44
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2 participants