Skip to content

Commit

Permalink
Merge branch 'subcrates' of github.com:avhz/RustQuant into subcrates
Browse files Browse the repository at this point in the history
  • Loading branch information
avhz authored and avhz committed Oct 28, 2024
2 parents f4d3120 + 0282598 commit 6532077
Show file tree
Hide file tree
Showing 9 changed files with 2,158 additions and 14 deletions.
28 changes: 14 additions & 14 deletions Cargo.toml
View file
Original file line number Diff line number Diff line change
Expand Up @@ -10,7 +10,7 @@
[workspace.package]
authors = ["avhz <[email protected]>"]
description = "A Rust library for quantitative finance."
version = "0.2.10"
version = "0.2.11"
edition = "2021"
readme = "README.md"
repository = "https://github.com/avhz/RustQuant"
Expand Down Expand Up @@ -64,19 +64,19 @@ rustdoc-args = ["--html-in-header", "katex.html", "--cfg", "docsrs"]

[workspace.dependencies]
## RustQuant Crates
RustQuant_autodiff = { version = "0.2.9", path = "crates/RustQuant_autodiff" }
RustQuant_cashflows = { version = "0.2.9", path = "crates/RustQuant_cashflows" }
RustQuant_data = { version = "0.2.10", path = "crates/RustQuant_data" }
RustQuant_error = { version = "0.2.9", path = "crates/RustQuant_error" }
RustQuant_instruments = { version = "0.2.10", path = "crates/RustQuant_instruments" }
RustQuant_iso = { version = "0.2.9", path = "crates/RustQuant_iso" }
RustQuant_math = { version = "0.2.10", path = "crates/RustQuant_math" }
RustQuant_ml = { version = "0.2.10", path = "crates/RustQuant_ml" }
RustQuant_portfolios = { version = "0.2.10", path = "crates/RustQuant_portfolios" }
RustQuant_stochastics = { version = "0.2.10", path = "crates/RustQuant_stochastics" }
RustQuant_time = { version = "0.2.10", path = "crates/RustQuant_time" }
RustQuant_trading = { version = "0.2.10", path = "crates/RustQuant_trading" }
RustQuant_utils = { version = "0.2.9", path = "crates/RustQuant_utils" }
RustQuant_autodiff = { version = "0.2.11", path = "crates/RustQuant_autodiff" }
RustQuant_cashflows = { version = "0.2.11", path = "crates/RustQuant_cashflows" }
RustQuant_data = { version = "0.2.11", path = "crates/RustQuant_data" }
RustQuant_error = { version = "0.2.11", path = "crates/RustQuant_error" }
RustQuant_instruments = { version = "0.2.11", path = "crates/RustQuant_instruments" }
RustQuant_iso = { version = "0.2.11", path = "crates/RustQuant_iso" }
RustQuant_math = { version = "0.2.11", path = "crates/RustQuant_math" }
RustQuant_ml = { version = "0.2.11", path = "crates/RustQuant_ml" }
RustQuant_portfolios = { version = "0.2.11", path = "crates/RustQuant_portfolios" }
RustQuant_stochastics = { version = "0.2.11", path = "crates/RustQuant_stochastics" }
RustQuant_time = { version = "0.2.11", path = "crates/RustQuant_time" }
RustQuant_trading = { version = "0.2.11", path = "crates/RustQuant_trading" }
RustQuant_utils = { version = "0.2.11", path = "crates/RustQuant_utils" }

## External Crates
argmin = "0.10.0" # https://docs.rs/argmin/latest/argmin/
Expand Down
329 changes: 329 additions & 0 deletions crates/RustQuant_data/CHANGELOG.md
View file
Original file line number Diff line number Diff line change
Expand Up @@ -6,6 +6,335 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0

## [Unreleased]

## [0.2.11](https://github.com/avhz/RustQuant/releases/tag/RustQuant_data-v0.2.11) - 2024-10-28

### Fixed

- underscored whitespace between badges
- restructure `Money` module into `Instruments` and `Cashflows`
- fixed gbm paths

### Other

- release v0.2.11
- release v0.2.10
- release
- examples crate
- MAJOR RE-STRUCTURE INTO SUB-CRATES
- update readme
- Update README.md
- Add license scan report and status
- update module table and fix badge whitespaces, resolves [#249](https://github.com/avhz/RustQuant/pull/249)
- Update README.md
- Update README.md (expired Discord link)
- remove more unused dependencies.
- moved references to separate .md file
- Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383)
- Pre-publish commit: v0.0.34
- Update README.md
- Update README.md
- Update README.md
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update README.md
- Target `v0.1.0` rather than `v1.0.0`
- spelling fixes with typos
- Pre-publish commit: v0.0.28
- Update README and CHANGELOG.
- Update README
- Update README
- Update README
- Update README
- Pre-publish commit: v0.0.27
- Shields update.
- Shields update.
- Shields update.
- Shields update.
- Slight re-structure (remove utilities mod), statistics for Vec<f64>
- Working on `Cashflow` and `Leg`.
- 150+ currencies added.
- Added 150+ ISO 4217 currencies.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update README
- Compute returns in Polars `DataFrame` ([#37](https://github.com/avhz/RustQuant/pull/37))
- Update readme.
- Update readme.
- Update README.md
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update README.
- Update README.
- Update README
- Closed [#55](https://github.com/avhz/RustQuant/pull/55) (`autodiff` Graphviz update); working on logistic regression.
- Update readme
- Pre-publish commit: v0.0.20
- Add CHANGELOG and update readme.
- Readme and simple linear regression example.
- Update readme.
- Added examples.
- update readme
- update readme
- update readme
- Gradient Descent. Needs work.
- Update readme badges.
- Update README (cleaning up the stochastic process notation).
- Update README (cleaning up the stochastic process notation).
- Update readme (dynamics for HW and EV models)
- Update readme badges
- Merge pull request [#45](https://github.com/avhz/RustQuant/pull/45) from aatmunbaxi/impl-ho-lee
- Update README
- Update README.md
- Closing [#27](https://github.com/avhz/RustQuant/pull/27): download price history from Yahoo! Finance.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update readmme
- Update readmme
- Update Readme
- Update Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Added gamma, chi-squared, exponential distributions.
- Currencies
- Update readme
- Update readme.
- Pre-publish commit.
- Pre-publish commit.
- Update Readme
- Update readme.
- Pre-publish commit v0.0.11
- Added tanh-sinh quadrature.
- Pre-publish commit v0.0.9
- Update readme
- ....
- ....
- ...
- Lookback floating strike Monte Carlo pricer
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- need to do some short rate models
- need to do some short rate models
- need to do some short rate models
- need to do some short rate models
- norm dist struct
- norm dist struct
- norm dist struct
- update readme
- update readme
- update readme
- update readme
- update readme
- GitHub re-up
- ...
- ...
- ...
- ...
- ...
- Added tests for Greeks (still need Theta)
- updated readme
- Update readme
- Updated readme, added normpdf tests
- Updated readme, added normpdf tests
- Updated readme, added normpdf tests
- updated readme
- updated readme
- Added CRR, wrote some docs.
- Completed barrier option pricer, all tests pass.
- Update LICENSE
- Added option pricer files (need to complete).
- Updated README

## [0.2.11](https://github.com/avhz/RustQuant/compare/RustQuant_data-v0.2.10...RustQuant_data-v0.2.11) - 2024-10-28

### Fixed

- underscored whitespace between badges
- restructure `Money` module into `Instruments` and `Cashflows`
- fixed gbm paths

### Other

- release v0.2.10
- release
- examples crate
- MAJOR RE-STRUCTURE INTO SUB-CRATES
- update readme
- Update README.md
- Add license scan report and status
- update module table and fix badge whitespaces, resolves [#249](https://github.com/avhz/RustQuant/pull/249)
- Update README.md
- Update README.md (expired Discord link)
- remove more unused dependencies.
- moved references to separate .md file
- Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383)
- Pre-publish commit: v0.0.34
- Update README.md
- Update README.md
- Update README.md
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update README.md
- Target `v0.1.0` rather than `v1.0.0`
- spelling fixes with typos
- Pre-publish commit: v0.0.28
- Update README and CHANGELOG.
- Update README
- Update README
- Update README
- Update README
- Pre-publish commit: v0.0.27
- Shields update.
- Shields update.
- Shields update.
- Shields update.
- Slight re-structure (remove utilities mod), statistics for Vec<f64>
- Working on `Cashflow` and `Leg`.
- 150+ currencies added.
- Added 150+ ISO 4217 currencies.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update README
- Compute returns in Polars `DataFrame` ([#37](https://github.com/avhz/RustQuant/pull/37))
- Update readme.
- Update readme.
- Update README.md
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update README.
- Update README.
- Update README
- Closed [#55](https://github.com/avhz/RustQuant/pull/55) (`autodiff` Graphviz update); working on logistic regression.
- Update readme
- Pre-publish commit: v0.0.20
- Add CHANGELOG and update readme.
- Readme and simple linear regression example.
- Update readme.
- Added examples.
- update readme
- update readme
- update readme
- Gradient Descent. Needs work.
- Update readme badges.
- Update README (cleaning up the stochastic process notation).
- Update README (cleaning up the stochastic process notation).
- Update readme (dynamics for HW and EV models)
- Update readme badges
- Merge pull request [#45](https://github.com/avhz/RustQuant/pull/45) from aatmunbaxi/impl-ho-lee
- Update README
- Update README.md
- Closing [#27](https://github.com/avhz/RustQuant/pull/27): download price history from Yahoo! Finance.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update readmme
- Update readmme
- Update Readme
- Update Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Added gamma, chi-squared, exponential distributions.
- Currencies
- Update readme
- Update readme.
- Pre-publish commit.
- Pre-publish commit.
- Update Readme
- Update readme.
- Pre-publish commit v0.0.11
- Added tanh-sinh quadrature.
- Pre-publish commit v0.0.9
- Update readme
- ....
- ....
- ...
- Lookback floating strike Monte Carlo pricer
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- need to do some short rate models
- need to do some short rate models
- need to do some short rate models
- need to do some short rate models
- norm dist struct
- norm dist struct
- norm dist struct
- update readme
- update readme
- update readme
- update readme
- update readme
- GitHub re-up
- ...
- ...
- ...
- ...
- ...
- Added tests for Greeks (still need Theta)
- updated readme
- Update readme
- Updated readme, added normpdf tests
- Updated readme, added normpdf tests
- Updated readme, added normpdf tests
- updated readme
- updated readme
- Added CRR, wrote some docs.
- Completed barrier option pricer, all tests pass.
- Update LICENSE
- Added option pricer files (need to complete).
- Updated README

## [0.2.10](https://github.com/avhz/RustQuant/releases/tag/RustQuant_data-v0.2.10) - 2024-10-28

### Fixed
Expand Down
Loading

0 comments on commit 6532077

Please sign in to comment.