Comments (5)
Hi @thatsjohnson, would submitting a PR be an option for you? I'd be glad to merge it, but can't promise I'll be able to find time for a fix in the nearest future...
Thanks,
Natallie
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Labeling as "enhancement", as current behavior meets the stated goal of matching excel behavior. However, I can see how it would be useful to additionally cover this situation.
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@thatsjohnson , Hi I know it's been a long time since you filed this. If you're still interested, would you mind trying out the issue-13 branch? https://github.com/fsprojects/ExcelFinancialFunctions/tree/feature/issue-13 . I created a new API "PriceAllowNegativeYield" which is just the old "Price" API with the yield > 0 check removed. It would be interesting to see if this gives the results you expect.
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Update: I did manage to create a 10,000-item data set in Excel, following the spirit of the other tests. Spot checks of that data set passed, so I believe this change is correct. Still to do, need to create a test like the other large data set tests to be sure.
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