Consistent argument names for dividends across option pricing models about tf-quant-finance HOT 3 CLOSED

Hi Alex,

Thanks for noticing that. This is indeed an oversight. Would you like to send a PR ensuring that dividend_rates is used across the library instead of continuous_dividends. This is more aligned with discount_rates. For discrete dividends we would use something like dividend_dates and dividends.

A gracious way to rename the parameter is to use a deprecation warning for continuous_dividends, e.g., see here

Here is a simple concrete example:

from tensorflow.python.util import deprecation 

@deprecation.deprecated_args(None, "z is deprecated. Use y instead", "z")
def fn(x, y=None, z=None):
  p = deprecation.deprecated_argument_lookup("y", y, "z", z)
  return x + p

User can either use y or z but a deprecation warning is thrown for z. In the future version we remove z

Please let me know if you would like to send a PR which would be very much appreciated.

Thanks!
Cyril

from tf-quant-finance.

Hi Cyril,

Sure, I will work on this PR. I agree with using dividend_rates across the option pricing models. I also agree that including a deprecation decorator is the right way to go about such a change, so will include that in my PR. I will let you know if I have any questions.

Regards,
Alex

from tf-quant-finance.

Thank you Alex! This is now merged.

from tf-quant-finance.