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v0.16.3

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@joaquinbejar joaquinbejar released this 20 Apr 06:05
· 12 commits to main since this release
3ba1dcb

0.16.3 — example-runtime fixes

See CHANGELOG.md.

Fixed

  • #385 / #386 — Simulation-heavy demo binaries (`long_call_strategy_simulation`, `short_put_strategy_simulation`, `position_simulator`, `strategy_simulator`, `random_walk_chain`) now use an hourly grid over the week instead of a minute-level grid (10 080 × 100 steps, 43 200 for the chain walker). They finish in a few seconds in debug mode instead of timing out.
  • #386 — `examples_volatility::test` brute-force scan cut from 1 000 000 to 10 000 iterations — demo, not local benchmark.