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VALIDATION.md
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VALIDATION.md
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Validation checklist (C# vs Python)
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Goal: verify output parity for the same ISIN and inputs.
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1) Build inputs
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- Use the same ISIN and the same prompts in both apps.
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- Set the same number of simulations.
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- Use the same dividend flag (s/n).
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- Optional: set the same RNG seed in Python.
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2) Compare core outputs
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- Correlation matrix and volatility values.
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- Fair value output line (value and date).
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- Percent "Sopra/Sotto" and average gain/loss.
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- Valore atteso.
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3) Edge cases
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- Ask = 0 and Bid > 0 (reference price changes to Bid).
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- Ex-date warning when DaysToExDate > DaysToObs and last ExDate > last ObsDate.
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Notes
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- Monte Carlo output is stochastic; use a seed to reduce variance.
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- If parity differs, compare intermediate inputs printed in the tables.
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