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Remove normalized_time_remaining from calculate_close_long_flat_plus_curve and calculate_close_short_flat_plus_curve #48

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DannyDelott opened this issue Mar 20, 2024 · 0 comments
Open

Remove normalized_time_remaining from calculate_close_long_flat_plus_curve and calculate_close_short_flat_plus_curve #48

DannyDelott opened this issue Mar 20, 2024 · 0 comments

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@DannyDelott
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The normalized_time_remaining is used to calculate fees paid to close longs or shorts. Callers should just pass current_time and maturity_time instead.

Started here delvtech/hyperdrive#842
@ryangoree ryangoree transferred this issue from delvtech/hyperdrive May 1, 2024
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@DannyDelott