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v0.1.7
What's Changed
- ci(tests): add CI.yml by @carlobortolan in #1
- ci(tests): update ci and setup modules by @carlobortolan in #2
- docs(readme): update ci badge by @carlobortolan in #9
- ci(test/coverage): update workflows by @carlobortolan in #10
- style: update module name by @carlobortolan in #11
- style: update module name by @carlobortolan in #12
- docs(readme): add coverage, ci, crate.io and docs badges by @carlobortolan in #13
- docs(readme): update badges by @carlobortolan in #14
- feat(greeks): implement greeks for european options by @carlobortolan in #16
- style: update module structure by @carlobortolan in #17
- chore(deps): bump approx from 0.4.0 to 0.5.1 by @dependabot[bot] in #18
- feat(pricing): implement binomial tree model by @carlobortolan in #19
- feat(pricing): implement black scholes model by @carlobortolan in #20
- docs(readme): remove duplicate line by @carlobortolan in #21
- style(readme): fix indentation by @carlobortolan in #22
- feat(greeks): implement asset or nothing greeks by @carlobortolan in #23
- feat(pricing): implement monte carlo for asian and binary options by @carlobortolan in #24
- perf(benches): add performance benchmarks by @carlobortolan in #25
- perf(benches): add performance benchmarks by @carlobortolan in #26
- style(readme): fix indentation by @carlobortolan in #27
- feat(options): implement rainbow options by @carlobortolan in #28
- docs(readme): update example code by @carlobortolan in #30
- refactor: update options module structure and imports by @carlobortolan in #36
- test(options): fix black-scholes rainbow all_itm and all_otm by @carlobortolan in #37
- test(options): fix black-scholes rainbow all_itm and all_otm by @carlobortolan in #38
- test(options): add floating strike asian tests by @carlobortolan in #39
- feat(options): add support for non-directional strategies by @carlobortolan in #42
- docs(readme): update example code by @carlobortolan in #44
- docs(license): re-license to dual MIT and Apache 2.0 by @carlobortolan in #45
- docs(readme): update benches by @carlobortolan in #46
- fix(options): fix time spread and flaky strategies by @carlobortolan in #48
- feat(options): implement missing strategies by @carlobortolan in #49
- feat(pricing): add black-76 pricing model by @carlobortolan in #50
- fix(options): add mutable accessors and fix floating asian options by @carlobortolan in #51
- feat(options): implement lookback options by @carlobortolan in #52
- chore(deps): bump rand from 0.9.0 to 0.9.1 by @dependabot[bot] in #58
- chore(deps): bump chrono from 0.4.40 to 0.4.41 by @dependabot[bot] in #59
Full Changelog: https://github.com/carlobortolan/quantrs/commits/v0.1.7