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rebase and lint fix
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rhandal-pfn committed Aug 28, 2024
1 parent 818bcb2 commit d0def47
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion pfhedge/stochastic/kou_jump.py
Original file line number Diff line number Diff line change
Expand Up @@ -101,7 +101,7 @@ def generate_kou_jump(
"""
# change means to rate of exponential distributions
jump_eta_up = 1 / jump_mean_up
jump_eta_down = 1/ jump_mean_down
jump_eta_down = 1 / jump_mean_down

if jump_eta_up <= 1:
raise ValueError("jump_mean_up must be postive and smaller than 1")
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