From 24e35380ea0e01650fb7b53a6f0a412ca05f3265 Mon Sep 17 00:00:00 2001 From: "github-actions[bot]" <41898282+github-actions[bot]@users.noreply.github.com> Date: Thu, 7 Nov 2024 22:35:45 +0000 Subject: [PATCH] chore: release v0.3.0 --- Cargo.toml | 28 +++++++++++------------ crates/RustQuant_autodiff/CHANGELOG.md | 7 ++++++ crates/RustQuant_instruments/CHANGELOG.md | 10 ++++++++ crates/RustQuant_math/CHANGELOG.md | 7 ++++++ crates/RustQuant_ml/CHANGELOG.md | 6 +++++ crates/RustQuant_stochastics/CHANGELOG.md | 6 +++++ crates/RustQuant_time/CHANGELOG.md | 6 +++++ 7 files changed, 56 insertions(+), 14 deletions(-) diff --git a/Cargo.toml b/Cargo.toml index 6902f5b..75af64a 100644 --- a/Cargo.toml +++ b/Cargo.toml @@ -10,7 +10,7 @@ [workspace.package] authors = ["avhz "] description = "A Rust library for quantitative finance." -version = "0.2.12" +version = "0.3.0" edition = "2021" readme = "README.md" repository = "https://github.com/avhz/RustQuant" @@ -64,19 +64,19 @@ rustdoc-args = ["--html-in-header", "katex.html", "--cfg", "docsrs"] [workspace.dependencies] ## RustQuant Crates -RustQuant_autodiff = { version = "0.2.12", path = "crates/RustQuant_autodiff" } -RustQuant_cashflows = { version = "0.2.12", path = "crates/RustQuant_cashflows" } -RustQuant_data = { version = "0.2.12", path = "crates/RustQuant_data" } -RustQuant_error = { version = "0.2.12", path = "crates/RustQuant_error" } -RustQuant_instruments = { version = "0.2.12", path = "crates/RustQuant_instruments" } -RustQuant_iso = { version = "0.2.12", path = "crates/RustQuant_iso" } -RustQuant_math = { version = "0.2.12", path = "crates/RustQuant_math" } -RustQuant_ml = { version = "0.2.12", path = "crates/RustQuant_ml" } -RustQuant_portfolios = { version = "0.2.12", path = "crates/RustQuant_portfolios" } -RustQuant_stochastics = { version = "0.2.12", path = "crates/RustQuant_stochastics" } -RustQuant_time = { version = "0.2.12", path = "crates/RustQuant_time" } -RustQuant_trading = { version = "0.2.12", path = "crates/RustQuant_trading" } -RustQuant_utils = { version = "0.2.12", path = "crates/RustQuant_utils" } +RustQuant_autodiff = { version = "0.3.0", path = "crates/RustQuant_autodiff" } +RustQuant_cashflows = { version = "0.3.0", path = "crates/RustQuant_cashflows" } +RustQuant_data = { version = "0.3.0", path = "crates/RustQuant_data" } +RustQuant_error = { version = "0.3.0", path = "crates/RustQuant_error" } +RustQuant_instruments = { version = "0.3.0", path = "crates/RustQuant_instruments" } +RustQuant_iso = { version = "0.3.0", path = "crates/RustQuant_iso" } +RustQuant_math = { version = "0.3.0", path = "crates/RustQuant_math" } +RustQuant_ml = { version = "0.3.0", path = "crates/RustQuant_ml" } +RustQuant_portfolios = { version = "0.3.0", path = "crates/RustQuant_portfolios" } +RustQuant_stochastics = { version = "0.3.0", path = "crates/RustQuant_stochastics" } +RustQuant_time = { version = "0.3.0", path = "crates/RustQuant_time" } +RustQuant_trading = { version = "0.3.0", path = "crates/RustQuant_trading" } +RustQuant_utils = { version = "0.3.0", path = "crates/RustQuant_utils" } ## External Crates argmin = "0.10.0" # https://docs.rs/argmin/latest/argmin/ diff --git a/crates/RustQuant_autodiff/CHANGELOG.md b/crates/RustQuant_autodiff/CHANGELOG.md index a1fa471..43d3902 100644 --- a/crates/RustQuant_autodiff/CHANGELOG.md +++ b/crates/RustQuant_autodiff/CHANGELOG.md @@ -6,6 +6,13 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.3.0](https://github.com/avhz/RustQuant/compare/RustQuant_autodiff-v0.2.12...RustQuant_autodiff-v0.3.0) - 2024-11-07 + +### Other + +- some small lints +- cleanup autodiff + ## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_autodiff-v0.2.11...RustQuant_autodiff-v0.2.12) - 2024-10-29 ### Other diff --git a/crates/RustQuant_instruments/CHANGELOG.md b/crates/RustQuant_instruments/CHANGELOG.md index 0980f4f..0572f6b 100644 --- a/crates/RustQuant_instruments/CHANGELOG.md +++ b/crates/RustQuant_instruments/CHANGELOG.md @@ -6,6 +6,16 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.3.0](https://github.com/avhz/RustQuant/compare/RustQuant_instruments-v0.2.12...RustQuant_instruments-v0.3.0) - 2024-11-07 + +### Added + +- add Heston and Bachelier models to AnalyticOptionPricer + +### Other + +- some small lints + ## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_instruments-v0.2.11...RustQuant_instruments-v0.2.12) - 2024-10-29 ### Added diff --git a/crates/RustQuant_math/CHANGELOG.md b/crates/RustQuant_math/CHANGELOG.md index 6a26ddc..d467fc0 100644 --- a/crates/RustQuant_math/CHANGELOG.md +++ b/crates/RustQuant_math/CHANGELOG.md @@ -6,6 +6,13 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.3.0](https://github.com/avhz/RustQuant/compare/RustQuant_math-v0.2.12...RustQuant_math-v0.3.0) - 2024-11-07 + +### Other + +- some small lints +- cleanup autodiff + ## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_math-v0.2.11...RustQuant_math-v0.2.12) - 2024-10-29 ### Other diff --git a/crates/RustQuant_ml/CHANGELOG.md b/crates/RustQuant_ml/CHANGELOG.md index 56af293..5150b78 100644 --- a/crates/RustQuant_ml/CHANGELOG.md +++ b/crates/RustQuant_ml/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.3.0](https://github.com/avhz/RustQuant/compare/RustQuant_ml-v0.2.12...RustQuant_ml-v0.3.0) - 2024-11-07 + +### Other + +- cleanup autodiff + ## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_ml-v0.2.11...RustQuant_ml-v0.2.12) - 2024-10-29 ### Other diff --git a/crates/RustQuant_stochastics/CHANGELOG.md b/crates/RustQuant_stochastics/CHANGELOG.md index 374c455..b1f32f6 100644 --- a/crates/RustQuant_stochastics/CHANGELOG.md +++ b/crates/RustQuant_stochastics/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.3.0](https://github.com/avhz/RustQuant/compare/RustQuant_stochastics-v0.2.12...RustQuant_stochastics-v0.3.0) - 2024-11-07 + +### Other + +- some small lints + ## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_stochastics-v0.2.11...RustQuant_stochastics-v0.2.12) - 2024-10-29 ### Other diff --git a/crates/RustQuant_time/CHANGELOG.md b/crates/RustQuant_time/CHANGELOG.md index 0155dc4..cded464 100644 --- a/crates/RustQuant_time/CHANGELOG.md +++ b/crates/RustQuant_time/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.3.0](https://github.com/avhz/RustQuant/compare/RustQuant_time-v0.2.12...RustQuant_time-v0.3.0) - 2024-11-07 + +### Other + +- added Mexico calendar and tests + ## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_time-v0.2.11...RustQuant_time-v0.2.12) - 2024-10-29 ### Other