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fix: correct swaption pay/receive value mapping - #252

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fix: correct swaption pay/receive value mapping#252
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@DominicHong

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fix the swapped return value order in HWTree and adjust the swaption pricing logic to match the corrected mapping.

  • hw_tree.py:1080 — european_bond_option_jamshidian now returns (call_value, put_value), consistent with option_on_zcb, european_bond_option_expiry_only, option_on_zero_cpn_bond_tree, and bond_option()'s unpacking (hw_tree.py:1303).
  • ibor_swaption.py:221 — the one caller written against the old (put, call) order now indexes [1] for PAY (put) and [0] for RECEIVE (call).

fix the swapped return value order in HWTree and adjust the swaption pricing logic to match the corrected mapping
@domokane

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Hi - did I break this in the recent update or is this a new issue/fix ?

@DominicHong

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Hi - did I break this in the recent update or is this a new issue/fix ?

Not sure. I didn't use the HW Tree until the latest update. I think it's a new issue.

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