FinancePy: premature series truncation produces an invalid option price

Reproducible numerical audit of FinancePy cash-at-expiry double-barrier pricing. The public API returns a negative double-touch price (-0.1733515747) and a no-touch price above discounted cash, despite preserving their complementary sum. An independent 60-decimal method-of-images reference gives +0.0001987557 for the touch price.

In 480 synthetic scenarios, original / partial correction / final candidate / restored / official 1.1.2 produce 360 / 48 / 0 / 360 / 360 oracle discrepancies. The patch removes an invalid single-small-term exit and corrects a halved damping threshold. The cap of 2000 terms remains. The exact PR and neighboring FX tests pass 103 local tests.

Original report: 15 September 2026; current-source and portable replay: 17 September. Current source: 4c7cd50bdadd6efc9ac74fa81e93374397d18e3e. The maintainer independently reproduced the issue. PR270 is proposed, not merged: https://github.com/domokane/FinancePy/pull/270 . Original discussion: https://github.com/domokane/FinancePy/issues/266 .

The archive bundles pinned current source, official release wheel, candidate, independent oracle, tests and recorded evidence. No customer records, trading-loss measurement, performance study, Greeks or universal convergence claim. FinancePy code retains GPL-3.0; original report is CC BY 4.0. AI-assisted preparation; independent GERO research by Xamit Kadirbekov.

English video (31 seconds): https://youtube.com/shorts/DbnhzRiMV1s . The video uses original GERO graphics and synthetic Jenny narration via edge-tts. Video files are not included in this deposit.