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feat: SABR model volatility and fitting
Test the library (doc tests). #130: Commit 0851a88 pushed by avhz
November 24, 2024 23:26 26s main
November 24, 2024 23:26 26s
Merge pull request #290 from avhz/release-plz-2024-11-19T19-49-18Z
Test the library (doc tests). #129: Commit 9fec79f pushed by avhz
November 23, 2024 00:01 21s main
November 23, 2024 00:01 21s
docs: fix ISO 10383 constants docs
Test the library (doc tests). #128: Commit 00d8213 pushed by avhz
November 22, 2024 23:54 23s main
November 22, 2024 23:54 23s
chore: clippy lints
Test the library (doc tests). #127: Commit c9ae943 pushed by avhz
November 19, 2024 20:04 24s main
November 19, 2024 20:04 24s
chore: switch to matches macro
Test the library (doc tests). #126: Commit 16a8bd7 pushed by avhz
November 19, 2024 19:59 27s main
November 19, 2024 19:59 27s
Merge pull request #289 from nadav7679/israel-calander
Test the library (doc tests). #125: Commit 94d96cd pushed by avhz
November 19, 2024 19:48 9m 11s main
November 19, 2024 19:48 9m 11s
Basic support for Israel (Jewish) Calander
Test the library (doc tests). #124: Pull request #289 synchronize by nadav7679
November 19, 2024 19:14 9m 3s nadav7679:israel-calander
November 19, 2024 19:14 9m 3s
Merge branch 'main' of github.com:avhz/RustQuant
Test the library (doc tests). #120: Commit e2ffef0 pushed by avhz
November 10, 2024 15:27 6m 41s main
November 10, 2024 15:27 6m 41s
Merge pull request #288 from avhz/release-plz-2024-11-10T15-12-04Z
Test the library (doc tests). #119: Commit 63c4784 pushed by avhz
November 10, 2024 15:23 7m 2s main
November 10, 2024 15:23 7m 2s
test: fix failing doc-tests (add RustQuant dev-dep)
Test the library (doc tests). #118: Commit e52f010 pushed by avhz
November 10, 2024 15:04 8m 14s main
November 10, 2024 15:04 8m 14s
Merge pull request #285 from avhz/release-plz-2024-10-29T21-05-09Z
Test the library (doc tests). #117: Commit cfd00aa pushed by avhz
November 7, 2024 22:41 31s main
November 7, 2024 22:41 31s
Merge pull request #286 from matormentor/feature/mexico-calendar
Test the library (doc tests). #116: Commit 38aea9c pushed by avhz
November 7, 2024 22:26 2m 36s main
November 7, 2024 22:26 2m 36s
added Mexico calendar and tests
Test the library (doc tests). #115: Pull request #286 opened by matormentor
November 4, 2024 21:24 2m 45s matormentor:feature/mexico-calendar
November 4, 2024 21:24 2m 45s
feat: add Heston and Bachelier models to AnalyticOptionPricer
Test the library (doc tests). #114: Commit 4340258 pushed by avhz
October 30, 2024 22:09 2m 31s main
October 30, 2024 22:09 2m 31s
chore: some small lints
Test the library (doc tests). #113: Commit 8c12909 pushed by avhz
October 29, 2024 22:35 1m 39s main
October 29, 2024 22:35 1m 39s
chore: cleanup autodiff
Test the library (doc tests). #112: Commit 5f83816 pushed by avhz
October 29, 2024 21:00 1m 55s main
October 29, 2024 21:00 1m 55s
Merge pull request #284 from avhz/release-plz-2024-10-28T23-46-33Z
Test the library (doc tests). #111: Commit 04d5cbc pushed by avhz
October 29, 2024 07:29 2m 0s main
October 29, 2024 07:29 2m 0s
feat: Heston93 model impl
Test the library (doc tests). #110: Commit 831a882 pushed by avhz
October 28, 2024 23:56 2m 14s main
October 28, 2024 23:56 2m 14s
fix: failing tests in instruments::options::black_scholes_merton
Test the library (doc tests). #109: Commit aa53640 pushed by avhz
October 28, 2024 23:12 2m 6s main
October 28, 2024 23:12 2m 6s
fix: failing tests in data::io
Test the library (doc tests). #108: Commit 82ae674 pushed by avhz
October 28, 2024 23:09 2m 4s main
October 28, 2024 23:09 2m 4s
Merge pull request #282 from avhz/subcrates
Test the library (doc tests). #107: Commit 8c6bcc1 pushed by avhz
October 28, 2024 22:24 1m 57s main
October 28, 2024 22:24 1m 57s
Merge subcrates branch into main.
Test the library (doc tests). #106: Pull request #282 opened by avhz
October 28, 2024 22:21 2m 6s subcrates
October 28, 2024 22:21 2m 6s
update readme
Test the library (doc tests). #105: Commit 8a7e367 pushed by avhz
October 28, 2024 08:47 2m 35s main
October 28, 2024 08:47 2m 35s
build(deps): update polars requirement from 0.43.1 to 0.44.0
Test the library (doc tests). #104: Pull request #275 opened by dependabot bot
October 28, 2024 05:40 2m 2s dependabot/cargo/polars-0.44.0
October 28, 2024 05:40 2m 2s
Merge pull request #274 from avhz/release-plz-2024-10-27T20-07-03Z
Test the library (doc tests). #103: Commit 27fa470 pushed by avhz
October 27, 2024 20:28 2m 36s main
October 27, 2024 20:28 2m 36s