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feat: SABR model volatility and fitting
Run the examples. #130: Commit 0851a88 pushed by avhz
November 24, 2024 23:26 5m 20s main
November 24, 2024 23:26 5m 20s
Merge pull request #290 from avhz/release-plz-2024-11-19T19-49-18Z
Run the examples. #129: Commit 9fec79f pushed by avhz
November 23, 2024 00:01 5m 1s main
November 23, 2024 00:01 5m 1s
docs: fix ISO 10383 constants docs
Run the examples. #128: Commit 00d8213 pushed by avhz
November 22, 2024 23:54 5m 54s main
November 22, 2024 23:54 5m 54s
chore: clippy lints
Run the examples. #127: Commit c9ae943 pushed by avhz
November 19, 2024 20:04 3m 30s main
November 19, 2024 20:04 3m 30s
chore: switch to matches macro
Run the examples. #126: Commit 16a8bd7 pushed by avhz
November 19, 2024 19:59 3m 18s main
November 19, 2024 19:59 3m 18s
Merge pull request #289 from nadav7679/israel-calander
Run the examples. #125: Commit 94d96cd pushed by avhz
November 19, 2024 19:48 3m 0s main
November 19, 2024 19:48 3m 0s
Basic support for Israel (Jewish) Calander
Run the examples. #124: Pull request #289 synchronize by nadav7679
November 19, 2024 19:14 3m 2s nadav7679:israel-calander
November 19, 2024 19:14 3m 2s
Merge branch 'main' of github.com:avhz/RustQuant
Run the examples. #120: Commit e2ffef0 pushed by avhz
November 10, 2024 15:27 37s main
November 10, 2024 15:27 37s
Merge pull request #288 from avhz/release-plz-2024-11-10T15-12-04Z
Run the examples. #119: Commit 63c4784 pushed by avhz
November 10, 2024 15:23 36s main
November 10, 2024 15:23 36s
test: fix failing doc-tests (add RustQuant dev-dep)
Run the examples. #118: Commit e52f010 pushed by avhz
November 10, 2024 15:04 2m 11s main
November 10, 2024 15:04 2m 11s
Merge pull request #285 from avhz/release-plz-2024-10-29T21-05-09Z
Run the examples. #117: Commit cfd00aa pushed by avhz
November 7, 2024 22:41 41s main
November 7, 2024 22:41 41s
Merge pull request #286 from matormentor/feature/mexico-calendar
Run the examples. #116: Commit 38aea9c pushed by avhz
November 7, 2024 22:26 2m 51s main
November 7, 2024 22:26 2m 51s
added Mexico calendar and tests
Run the examples. #115: Pull request #286 opened by matormentor
November 4, 2024 21:24 2m 59s matormentor:feature/mexico-calendar
November 4, 2024 21:24 2m 59s
feat: add Heston and Bachelier models to AnalyticOptionPricer
Run the examples. #114: Commit 4340258 pushed by avhz
October 30, 2024 22:09 1m 46s main
October 30, 2024 22:09 1m 46s
chore: some small lints
Run the examples. #113: Commit 8c12909 pushed by avhz
October 29, 2024 22:35 1m 40s main
October 29, 2024 22:35 1m 40s
chore: cleanup autodiff
Run the examples. #112: Commit 5f83816 pushed by avhz
October 29, 2024 21:00 1m 44s main
October 29, 2024 21:00 1m 44s
Merge pull request #284 from avhz/release-plz-2024-10-28T23-46-33Z
Run the examples. #111: Commit 04d5cbc pushed by avhz
October 29, 2024 07:29 2m 3s main
October 29, 2024 07:29 2m 3s
feat: Heston93 model impl
Run the examples. #110: Commit 831a882 pushed by avhz
October 28, 2024 23:56 2m 2s main
October 28, 2024 23:56 2m 2s
fix: failing tests in instruments::options::black_scholes_merton
Run the examples. #109: Commit aa53640 pushed by avhz
October 28, 2024 23:12 1m 54s main
October 28, 2024 23:12 1m 54s
fix: failing tests in data::io
Run the examples. #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
Run the examples. #107: Commit 8c6bcc1 pushed by avhz
October 28, 2024 22:24 1m 58s main
October 28, 2024 22:24 1m 58s
Merge subcrates branch into main.
Run the examples. #106: Pull request #282 opened by avhz
October 28, 2024 22:21 1m 52s subcrates
October 28, 2024 22:21 1m 52s
update readme
Run the examples. #105: Commit 8a7e367 pushed by avhz
October 28, 2024 08:47 2m 32s main
October 28, 2024 08:47 2m 32s
build(deps): update polars requirement from 0.43.1 to 0.44.0
Run the examples. #104: Pull request #275 opened by dependabot bot
October 28, 2024 05:40 1m 58s dependabot/cargo/polars-0.44.0
October 28, 2024 05:40 1m 58s
Merge pull request #274 from avhz/release-plz-2024-10-27T20-07-03Z
Run the examples. #103: Commit 27fa470 pushed by avhz
October 27, 2024 20:28 2m 19s main
October 27, 2024 20:28 2m 19s