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Issues: avhz/RustQuant

Roadmap to v1
#187 opened Feb 25, 2024 by avhz
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30 Open 82 Closed
30 Open 82 Closed
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Issues list

x86_64-pc-windows-gnu vs x86_64-pc-windows-msvc
#215 opened Apr 17, 2024 by harry4939
8
Implement a Curve type.
#188 opened Feb 25, 2024 by avhz
7
Roadmap to v1 difficult Hard or lengthy task. documentation Improvements or additions to documentation enhancement New feature or request help wanted Extra attention is needed
#187 opened Feb 25, 2024 by avhz
11 tasks
@avhz
feat: Portfolio to have a get_weights() function or something similar
#169 opened Dec 21, 2023 by 0xJepsen
1
Implement Interest Rate Swap pricer.
#143 opened Oct 19, 2023 by avhz
2
Add more calendars. good first issue Good for newcomers help wanted Extra attention is needed
#142 opened Oct 19, 2023 by avhz
22 of 40 tasks
@avhz
7
Implement a Surface type.
#141 opened Oct 19, 2023 by avhz
7
Unify ml input data type to one interface enhancement New feature or request
#138 opened Oct 9, 2023 by aatmunbaxi
@aatmunbaxi
3
Implement num_traits::identities::{One, Zero} for Variable enhancement New feature or request help wanted Extra attention is needed
#133 opened Sep 24, 2023 by avhz
Implement finite-difference pricers. difficult Hard or lengthy task. enhancement New feature or request help wanted Extra attention is needed
#98 opened Aug 26, 2023 by avhz
@SimonG85
9
RustQuant::term_structures - yield curves. enhancement New feature or request
#96 opened Aug 26, 2023 by avhz
Re-work instruments::bonds pricing. enhancement New feature or request help wanted Extra attention is needed
#88 opened Aug 24, 2023 by avhz
autodiff: add support for Jacobian and Hessian matrices. difficult Hard or lengthy task. enhancement New feature or request help wanted Extra attention is needed
#87 opened Aug 24, 2023 by avhz
4
Migrate over to num crate
#80 opened Jul 23, 2023 by Uzaaft
6
autodiff: improve the Graphviz visualisations. bug Something isn't working good first issue Good for newcomers help wanted Extra attention is needed
#74 opened Jul 15, 2023 by avhz
2 tasks
4
autodiff: re-structure to avoid lifetimes. difficult Hard or lengthy task. rework Re-work, re-structure, etc. Larger project.
#72 opened Jul 11, 2023 by avhz
8
Autodiff Forward (Tangent) Mode
#69 opened Jul 7, 2023 by SimonG85
1
RustQuant::autodiff: add support for nalgebra matrices/vectors. difficult Hard or lengthy task. enhancement New feature or request
#64 opened Jul 3, 2023 by avhz
@avhz
10
RustQuant::data: Create a PostgreSQL interface. enhancement New feature or request
#60 opened Jun 29, 2023 by avhz
@KenCox94
12
RustQuant::statistics: finish Distribution trait impls. chore Tedious chore. documentation Improvements or additions to documentation good first issue Good for newcomers help wanted Extra attention is needed
#58 opened Jun 27, 2023 by avhz
6 of 8 tasks
@avhz
Increase test coverage to 90% +. chore Tedious chore. good first issue Good for newcomers help wanted Extra attention is needed
#57 opened Jun 27, 2023 by avhz
Create Python bindings using pyo3 and maturin. enhancement New feature or request
#39 opened Jun 2, 2023 by avhz
Implement Yahoo! Finance data download: option chains. enhancement New feature or request
#28 opened May 26, 2023 by avhz
@avhz
Decrease compile time. good first issue Good for newcomers help wanted Extra attention is needed
#26 opened May 25, 2023 by avhz
5
Implement copulas module. enhancement New feature or request
#24 opened May 24, 2023 by avhz
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