Releases: cmdty/storage
Releases · cmdty/storage
v0.3.1 Excel Add-In Release
- Binaries not packed into the add-in xll file, due to xll getting flagged as malicious.
- Standard error included in results and sample spreadsheet.
v1.5.0 PyPI Package
- Update pythonnet dependency to <3.1.0. This allows reference to the latest version (3.0.3) which is compatible with Python up to version 3.12.
- Add standard error to results.
v0.3.0 Excel Add-In Release
- Async and blocking modes for calculation.
- Log-linear interpolation of discount factors.
- Forward curve interpolation.
- Upgrade Excel-DNA to version 1.7.0.
Version 1.1.0 of NuGet Package
- SimulationDataReturned enum defined and property of this type added to LsmcValuationParameters to allow the caller to control which simulation-level data is populated in the returned LsmcStorageValuationResults instance.
v1.4.0 PyPI Package
- sim_data_returned added to Monte Carlo valuation functions to allow the caller to control which simulation-level
data is returned.
v0.2.0 Excel Add-In Release
- Change to allowable values Terminal_inventory argument of cmdty.CreateStorage function and addition of
associated Terminal_val_param argument.
v1.3.0 PyPI Package
- .NET binaries included in Python package target .NET Standard, not .NET Framework, hence compatible with more .NET types.
- For non-Windows OS default to trying .NET (Core), rather than Mono as default runtime.
v1.0.0 C# NuGet Package
Update readme.md C# examples for newly published NuGet package versio… …n 1.0.0.
v0.1.0 Excel Add-In Release
- First cut of asynchronous object handle based LSMC valuation.
- Object handle based intrinsic valuation.
v1.2.0 PyPI Package
- Addition of
value_from sims
function which allows users to provide their own price simulation data. - Markovian factors included in returned type for both C# and Python.
- Error raised if CmdtyStorage instance created with step ratchets, but terminal_storage_npv not specified, as this virtually always results in an error during the valuation.