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Releases: cmdty/storage

v0.3.1 Excel Add-In Release

18 Feb 14:32
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  • 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

15 Feb 22:00
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  • 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

30 Jan 22:32
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  • 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

19 Dec 07:16
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  • 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

18 Dec 07:52
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  • 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

22 Jan 17:16
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  • Change to allowable values Terminal_inventory argument of cmdty.CreateStorage function and addition of
    associated Terminal_val_param argument.

v1.3.0 PyPI Package

14 Jan 15:34
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  • .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

14 Jan 13:52
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Update readme.md C# examples for newly published NuGet package versio…

…n 1.0.0.

v0.1.0 Excel Add-In Release

08 Jan 21:31
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  • First cut of asynchronous object handle based LSMC valuation.
  • Object handle based intrinsic valuation.

v1.2.0 PyPI Package

29 Dec 09:50
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  • 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.