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feat: SABR model volatility and fitting
Build the library. #153: Commit 0851a88 pushed by avhz
November 24, 2024 23:26 9m 25s main
November 24, 2024 23:26 9m 25s
Merge pull request #290 from avhz/release-plz-2024-11-19T19-49-18Z
Build the library. #152: Commit 9fec79f pushed by avhz
November 23, 2024 00:01 9m 39s main
November 23, 2024 00:01 9m 39s
docs: fix ISO 10383 constants docs
Build the library. #151: Commit 00d8213 pushed by avhz
November 22, 2024 23:54 9m 24s main
November 22, 2024 23:54 9m 24s
chore: clippy lints
Build the library. #150: Commit c9ae943 pushed by avhz
November 19, 2024 20:04 1m 24s main
November 19, 2024 20:04 1m 24s
chore: switch to matches macro
Build the library. #149: Commit 16a8bd7 pushed by avhz
November 19, 2024 19:59 1m 31s main
November 19, 2024 19:59 1m 31s
Merge pull request #289 from nadav7679/israel-calander
Build the library. #148: Commit 94d96cd pushed by avhz
November 19, 2024 19:48 9m 55s main
November 19, 2024 19:48 9m 55s
Basic support for Israel (Jewish) Calander
Build the library. #147: Pull request #289 synchronize by nadav7679
November 19, 2024 19:14 10m 17s nadav7679:israel-calander
November 19, 2024 19:14 10m 17s
Merge branch 'main' of github.com:avhz/RustQuant
Build the library. #143: Commit e2ffef0 pushed by avhz
November 10, 2024 15:27 39s main
November 10, 2024 15:27 39s
Merge pull request #288 from avhz/release-plz-2024-11-10T15-12-04Z
Build the library. #142: Commit 63c4784 pushed by avhz
November 10, 2024 15:23 52s main
November 10, 2024 15:23 52s
test: fix failing doc-tests (add RustQuant dev-dep)
Build the library. #141: Commit e52f010 pushed by avhz
November 10, 2024 15:04 8m 27s main
November 10, 2024 15:04 8m 27s
Merge pull request #285 from avhz/release-plz-2024-10-29T21-05-09Z
Build the library. #140: Commit cfd00aa pushed by avhz
November 7, 2024 22:41 38s main
November 7, 2024 22:41 38s
Merge pull request #286 from matormentor/feature/mexico-calendar
Build the library. #139: Commit 38aea9c pushed by avhz
November 7, 2024 22:26 9m 32s main
November 7, 2024 22:26 9m 32s
added Mexico calendar and tests
Build the library. #138: Pull request #286 opened by matormentor
November 4, 2024 21:24 9m 50s matormentor:feature/mexico-calendar
November 4, 2024 21:24 9m 50s
feat: add Heston and Bachelier models to AnalyticOptionPricer
Build the library. #137: Commit 4340258 pushed by avhz
October 30, 2024 22:09 4m 27s main
October 30, 2024 22:09 4m 27s
chore: some small lints
Build the library. #136: Commit 8c12909 pushed by avhz
October 29, 2024 22:35 4m 36s main
October 29, 2024 22:35 4m 36s
chore: cleanup autodiff
Build the library. #135: Commit 5f83816 pushed by avhz
October 29, 2024 21:00 4m 38s main
October 29, 2024 21:00 4m 38s
Merge pull request #284 from avhz/release-plz-2024-10-28T23-46-33Z
Build the library. #134: Commit 04d5cbc pushed by avhz
October 29, 2024 07:29 10m 29s main
October 29, 2024 07:29 10m 29s
feat: Heston93 model impl
Build the library. #133: Commit 831a882 pushed by avhz
October 28, 2024 23:56 4m 55s main
October 28, 2024 23:56 4m 55s
fix: failing tests in instruments::options::black_scholes_merton
Build the library. #132: Commit aa53640 pushed by avhz
October 28, 2024 23:12 5m 11s main
October 28, 2024 23:12 5m 11s
fix: failing tests in data::io
Build the library. #131: Commit 82ae674 pushed by avhz
October 28, 2024 23:09 5m 7s main
October 28, 2024 23:09 5m 7s
Merge pull request #282 from avhz/subcrates
Build the library. #130: Commit 8c6bcc1 pushed by avhz
October 28, 2024 22:24 4m 44s main
October 28, 2024 22:24 4m 44s
Merge subcrates branch into main.
Build the library. #129: Pull request #282 opened by avhz
October 28, 2024 22:21 5m 13s subcrates
October 28, 2024 22:21 5m 13s
update readme
Build the library. #128: Commit 8a7e367 pushed by avhz
October 28, 2024 08:47 8m 51s main
October 28, 2024 08:47 8m 51s
build(deps): update polars requirement from 0.43.1 to 0.44.0
Build the library. #127: Pull request #275 opened by dependabot bot
October 28, 2024 05:40 5m 8s dependabot/cargo/polars-0.44.0
October 28, 2024 05:40 5m 8s
Merge pull request #274 from avhz/release-plz-2024-10-27T20-07-03Z
Build the library. #126: Commit 27fa470 pushed by avhz
October 27, 2024 20:28 8m 39s main
October 27, 2024 20:28 8m 39s