Skip to content

Actions: avhz/RustQuant

Actions

Build the library.

Actions

Loading...
Loading

Show workflow options

Create status badge

Loading
cargo_build.yml
130 workflow runs
130 workflow runs

Filter by Event

Filter by Status

Filter by Branch

Filter by Actor

feat: All variants of Generalised BSM model impl'd for vanilla option. Build the library. #125: Commit 5481bd4 pushed by avhz
October 27, 2024 20:01 8m 38s main
main
October 27, 2024 20:01 8m 38s
build(deps): update hashbrown requirement from =0.14.5 to =0.15.0 Build the library. #124: Pull request #273 opened by dependabot bot
October 17, 2024 05:36 28s dependabot/cargo/hashbrown-eq-0.15.0
dependabot/cargo/hashbrown-eq-0.15.0
October 17, 2024 05:36 28s
Merge pull request #269 from avhz/release-plz-2024-09-30T20-32-56Z Build the library. #123: Commit 1a76dcd pushed by avhz
October 16, 2024 18:44 39s main
main
October 16, 2024 18:44 39s
#271: temp fix for Polars/hashbrown issue Build the library. #122: Commit 287946a pushed by avhz
October 16, 2024 17:29 9m 1s main
main
October 16, 2024 17:29 9m 1s
Monte-Carlo Engine, seed parameter implementation and new numerical schemes for SDEs Build the library. #121: Pull request #270 opened by yfnaji
October 2, 2024 15:42 2m 40s yfnaji:monte-carlo
yfnaji:monte-carlo
October 2, 2024 15:42 2m 40s
fix: fix discount factor for Bachelier backend Build the library. #120: Commit 1c66875 pushed by avhz
October 1, 2024 20:55 8m 55s main
main
October 1, 2024 20:55 8m 55s
Merge pull request #268 from broadhed/267-bachelier-options-pricer-issue Build the library. #119: Commit c6e7d7f pushed by avhz
October 1, 2024 20:52 8m 37s main
main
October 1, 2024 20:52 8m 37s
Merge pull request #266 from avhz/dependabot/cargo/plotly-0.10.0 Build the library. #118: Commit 352e42e pushed by avhz
September 30, 2024 20:31 8m 51s main
main
September 30, 2024 20:31 8m 51s
Merge pull request #265 from avhz/dependabot/cargo/polars-0.43.1 Build the library. #117: Commit a0c39e1 pushed by avhz
September 30, 2024 20:31 8m 41s main
main
September 30, 2024 20:31 8m 41s
Merge pull request #261 from avhz/dependabot/cargo/ndarray-0.16.1 Build the library. #116: Commit 1919d4c pushed by avhz
September 30, 2024 20:30 8m 51s main
main
September 30, 2024 20:30 8m 51s
Fix for Modified Bachelier pricing. Closes #267 Build the library. #115: Pull request #268 opened by broadhed
September 25, 2024 20:34 9m 8s broadhed:267-bachelier-options-pricer-issue
broadhed:267-bachelier-options-pricer-issue
September 25, 2024 20:34 9m 8s
build(deps): update plotly requirement from 0.9.0 to 0.10.0 Build the library. #114: Pull request #266 opened by dependabot bot
September 17, 2024 05:09 9m 6s dependabot/cargo/plotly-0.10.0
dependabot/cargo/plotly-0.10.0
September 17, 2024 05:09 9m 6s
build(deps): update polars requirement from 0.41.1 to 0.43.1 Build the library. #113: Pull request #265 opened by dependabot bot
September 13, 2024 05:23 8m 38s dependabot/cargo/polars-0.43.1
dependabot/cargo/polars-0.43.1
September 13, 2024 05:23 8m 38s
build(deps): update polars requirement from 0.41.1 to 0.43.0 Build the library. #112: Pull request #264 opened by dependabot bot
September 12, 2024 05:16 8m 37s dependabot/cargo/polars-0.43.0
dependabot/cargo/polars-0.43.0
September 12, 2024 05:16 8m 37s
Merge pull request #263 from van-sprundel/nl-calendar Build the library. #111: Commit 07a019d pushed by avhz
September 5, 2024 20:15 9m 25s main
main
September 5, 2024 20:15 9m 25s
Add Netherlands calendar Build the library. #110: Pull request #263 synchronize by van-sprundel
September 1, 2024 12:51 9m 12s van-sprundel:nl-calendar
van-sprundel:nl-calendar
September 1, 2024 12:51 9m 12s
build(deps): update ndrustfft requirement from 0.4.0 to 0.5.0 Build the library. #108: Pull request #262 opened by dependabot bot
August 19, 2024 05:41 8m 56s dependabot/cargo/ndrustfft-0.5.0
dependabot/cargo/ndrustfft-0.5.0
August 19, 2024 05:41 8m 56s
build(deps): update ndarray requirement from 0.15.0 to 0.16.1 Build the library. #107: Pull request #261 opened by dependabot bot
August 15, 2024 06:00 8m 52s dependabot/cargo/ndarray-0.16.1
dependabot/cargo/ndarray-0.16.1
August 15, 2024 06:00 8m 52s
build(deps): update polars requirement from 0.41.1 to 0.42.0 Build the library. #106: Pull request #260 opened by dependabot bot
August 15, 2024 06:00 9m 9s dependabot/cargo/polars-0.42.0
dependabot/cargo/polars-0.42.0
August 15, 2024 06:00 9m 9s
monte-carlo example Build the library. #105: Commit af08845 pushed by avhz
August 11, 2024 20:46 8m 9s main
main
August 11, 2024 20:46 8m 9s
feat: BarrierOption Payoff and Monte-Carlo Build the library. #104: Commit f8b8253 pushed by avhz
August 10, 2024 22:35 42s main
main
August 10, 2024 22:35 42s
Merge pull request #258 from avhz/market-data Build the library. #103: Commit 9c6fa43 pushed by avhz
August 10, 2024 20:12 8m 20s main
main
August 10, 2024 20:12 8m 20s
Market data Build the library. #102: Pull request #258 opened by avhz
August 10, 2024 20:12 8m 10s market-data
market-data
August 10, 2024 20:12 8m 10s
Merge pull request #256 from pkucode/main Build the library. #101: Commit cbd8f87 pushed by avhz
August 7, 2024 21:14 7m 30s main
main
August 7, 2024 21:14 7m 30s
Merge pull request #253 from avhz/release-plz-2024-08-02T08-02-02Z Build the library. #99: Commit a8dc2f4 pushed by avhz
August 5, 2024 20:32 40s main
main
August 5, 2024 20:32 40s