v0.0.43

Added

• improve fft fbm generator

Fixed

• fix naming THRESHOLD
• fix Gaussian cdf test, values as sympy and mpmath fix
• missing docs
• build error
• resolve timedependent issues

Other

• Slight re-factor of IV module.
• Merge pull request #174 from lukaskiss222/feature/implied_volatility
• separators
• remove neg before comparator + new test case
• solve most clippy issues
• errorfunctions erfc for cdf
• small fixes
• must use
• apply clippy
• remove dbg
• Add middle box test
• documentation fix
• documentation
• extreme case precision 1e-13
• ITM + extreme case price ~ 1e-19
• OTM passed
• sync merton jump
• Merge pull request #171 from lukaskiss222/fix-inverse-gaussian-cdf
• Merge pull request #146 from dancixx/main
• Merge remote-tracking branch 'upstream'

v0.0.42

Fixed

• update barrier pricing

v0.0.41

Other

• implemented get quote for yahoo finance api

v0.0.40

Other

• Merge branch 'main' into interpolation

v0.0.39

Fixed

• denmark calender: general prayer day is no longer a public holiday from 2024

Other

• Merge pull request #159 from robertchristensen/docs/fix-warnings
• #142 - tests for denmark calendar
• #142 - tests for calendars & update Hong Kong calendar
• #142 - tests for calendars

v0.0.38

Other

• #142 - Add more calendars (Czech Rep., Denmark, Finland, France, Germany, Hong Kong)
• Fix some clippy lints.
• Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383)
• #142 - Add calendar boilerplate
• #142 - Add calendars (Argentina, Botswana, Brazil, Chile, China)

v0.0.37

Other

• (#150) Fix gitignore problem.
• (#150) Re-added correct logo.
• (#150) Added Release-plz workflow.
• (#150) Added Release-plz workflow.

v0.0.32

Pre-publish commit: v0.0.32

v0.0.24

Fixing #100 and #101.

v0.0.21

Pre-publish commit: v0.0.21