Really appreciate the work you are doing for the community . Thank you .Have also followed you GIT a.c . Not sure if you would want to explore other models , if you are looking for ideas . it would be great of you could include Barone- Adhesi , Heston - Equities . Thanks so much for code on BS76 and Bachelior , very helpful . i am just trying to learn as you release the code . Many Thanks .