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v2.1.0

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@dancixx dancixx released this 16 May 17:03
· 131 commits to main since this release
v2.1.0
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dancixx Daniel Boros
GPG key ID: C078DE7DC160C6C4
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Learn about vigilant mode.
ea15f78
This commit was signed with the committer’s verified signature.
dancixx Daniel Boros
GPG key ID: C078DE7DC160C6C4
Verified
Learn about vigilant mode.

Highlights

  • Unified seeded sampling API (breaking) — the dedicated *_seeded family is removed across 144 files. All processes now use the unified ProcessExt::sample / sample_with_rng surface. Downstream call sites using `sample_seeded(seed)` should migrate to `sample_with_rng(&mut StdRng::seed_from_u64(seed))`. [2b95400]
  • Heston 2D volatility model — two-factor stochastic-volatility process (stochastic_rs::stochastic::volatility::heston2d::Heston2D). [ac37761]
  • Fourier-Malliavin engine polish — extended pricing engine in stochastic-rs-quant/src/fourier_malliavin/engine.rs. [ac37761]
  • MLE estimator coverage — additional process implementations and shared estimator scaffolding in stochastic-rs-stats/src/mle/. [6e352a0]
  • Workspace-level versioning — all 9 sub-crates inherit `version.workspace = true`; future bumps only touch the root `Cargo.toml`. [714188f]

Full Changelog: v2.0.0...v2.1.0

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