Pricer/VALIDATION.md

Validation checklist (C# vs Python)

Goal: verify output parity for the same ISIN and inputs.

1. Build inputs

   • Use the same ISIN and the same prompts in both apps.
   • Set the same number of simulations.
   • Use the same dividend flag (s/n).
   • Optional: set the same RNG seed in Python.

2. Compare core outputs

   • Correlation matrix and volatility values.
   • Fair value output line (value and date).
   • Percent "Sopra/Sotto" and average gain/loss.
   • Valore atteso.

3. Edge cases

   • Ask = 0 and Bid > 0 (reference price changes to Bid).
   • Ex-date warning when DaysToExDate > DaysToObs and last ExDate > last ObsDate.

Notes

• Monte Carlo output is stochastic; use a seed to reduce variance.
• If parity differs, compare intermediate inputs printed in the tables.