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Merge pull request #269 from avhz/release-plz-2024-09-30T20-32-56Z
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avhz authored Oct 16, 2024
2 parents 287946a + fd0677b commit 1a76dcd
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22 changes: 22 additions & 0 deletions CHANGELOG.md
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Expand Up @@ -6,6 +6,28 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0

## [Unreleased]

## [0.2.8](https://github.com/avhz/RustQuant/compare/v0.2.7...v0.2.8) - 2024-10-16

### Added
- BarrierOption Payoff and Monte-Carlo

### Fixed
- fix discount factor for Bachelier backend

### Other
- *(https://github.com/avhz/RustQuant/pull/271)* temp fix for Polars/hashbrown issue
- Merge pull request [#268](https://github.com/avhz/RustQuant/pull/268) from broadhed/267-bachelier-options-pricer-issue
- Merge pull request [#266](https://github.com/avhz/RustQuant/pull/266) from avhz/dependabot/cargo/plotly-0.10.0
- Merge pull request [#265](https://github.com/avhz/RustQuant/pull/265) from avhz/dependabot/cargo/polars-0.43.1
- Merge pull request [#261](https://github.com/avhz/RustQuant/pull/261) from avhz/dependabot/cargo/ndarray-0.16.1
- add tests, fix impl
- Add Netherlands calendar
- monte-carlo example
- vanilla option monte-carlo
- vanilla option monte-carlo
- market data
- fix some comments

## [0.2.7](https://github.com/avhz/RustQuant/compare/v0.2.6...v0.2.7) - 2024-08-05

### Added
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2 changes: 1 addition & 1 deletion Cargo.toml
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name = "RustQuant"
authors = ["avhz <[email protected]>"]
description = "A Rust library for quantitative finance."
version = "0.2.7"
version = "0.2.8"
edition = "2021"
readme = "README.md"
repository = "https://github.com/avhz/RustQuant"
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