Skip to content

Releases: rcalxrc08/FinancialMonteCarlo.jl

v0.3.2

20 Apr 16:00
Compare
Choose a tag to compare

FinancialMonteCarlo v0.3.2

Diff since v0.3.1

Merged pull requests:

  • CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#13) (@github-actions[bot])
  • CompatHelper: bump compat for Interpolations to 0.15, (keep existing compat) (#14) (@github-actions[bot])

Closed issues:

  • Use ifelse in payoff computation for AD friendly code (#10)
  • Make assertions to be ignored by AD packages (#11)

v0.3.1

11 Oct 18:56
Compare
Choose a tag to compare

FinancialMonteCarlo v0.3.1

Diff since v0.3.0

v0.3.0

05 Oct 16:10
Compare
Choose a tag to compare

FinancialMonteCarlo v0.3.0

Diff since v0.2.2

Merged pull requests:

  • CompatHelper: bump compat for Interpolations to 0.14, (keep existing compat) (#6) (@github-actions[bot])

Closed issues:

  • Simulate Geometric Brownian Motion (#4)
  • Most of the types should be immutable (#8)
  • Custom broadcasting is suboptimal (#9)

v0.2.2

20 Jun 10:53
Compare
Choose a tag to compare

FinancialMonteCarlo v0.2.2

Diff since v0.2.1

v0.2.1

27 May 15:16
Compare
Choose a tag to compare

FinancialMonteCarlo v0.2.1

Diff since v0.2.0

Merged pull requests:

  • CompatHelper: bump compat for StatsFuns to 1, (keep existing compat) (#5) (@github-actions[bot])

v0.2.0

18 Mar 13:32
Compare
Choose a tag to compare

FinancialMonteCarlo v0.2.0

Diff since v0.1.0

Closed issues:

  • when will this package be registered? (#1)

v0.1.0

07 Jan 12:23
Compare
Choose a tag to compare

FinancialMonteCarlo v0.1.0

Closed issues:

  • Registration (#2)