v0.1.7

0.1.7 (2026-07-05)

Features

• parallel price and single-greek array endpoints (#68) (f2aa2cd)

Bug Fixes

• core: keep pricing and IV finite at overflow / non-finite corners (#71) (5028059)

What's Changed

• feat: parallel price and single-greek array endpoints by @yipjunkai in #68
• ci: pin build dependencies (perf gate + wheel backend) by @yipjunkai in #70
• fix(core): keep pricing and IV finite at overflow / non-finite corners by @yipjunkai in #71
• build(core): pin libm with an erfc gate and deep-OTM differential by @yipjunkai in #72
• chore: release main by @pyvolr-release-bot[bot] in #69

Full Changelog: v0.1.6...v0.1.7

v0.1.6

0.1.6 (2026-07-03)

Features

• scalar fast path for every pricing endpoint (#66) (ba77599)

Documentation

• bench: add the IV tail-accuracy chart — throughput left, precision right (#63) (ddfb237)
• bench: refresh the scalar rows for the 0.1.6 fast path (#67) (ead8b8c)
• refresh SECURITY + README, and fix the CI changes-gate (#60) (721e387)
• reposition for the vollib revival and refresh competitor benchmarks (#62) (374fa2d)
• shrink the stale-doc surface (dirs-only tree; fold bench/README into the justfile) (#65) (c7c3e56)

What's Changed

• ci(release): sign releases with build-provenance attestation by @yipjunkai in #58
• ci: keep ci-passed reporting on docs-only PRs by @yipjunkai in #59
• docs: refresh SECURITY + README, and fix the CI changes-gate by @yipjunkai in #60
• docs: reposition for the vollib revival and refresh competitor benchmarks by @yipjunkai in #62
• docs(bench): add the IV tail-accuracy chart — throughput left, precision right by @yipjunkai in #63
• chore(bench): one-command reproduction (justfile + uv) and a perf-stat profiling driver by @yipjunkai in #64
• docs: shrink the stale-doc surface (dirs-only tree; fold bench/README into the justfile) by @yipjunkai in #65
• feat: scalar fast path for every pricing endpoint by @yipjunkai in #66
• docs(bench): refresh the scalar rows for the 0.1.6 fast path by @yipjunkai in #67
• chore: release main by @pyvolr-release-bot[bot] in #61

Full Changelog: v0.1.5...v0.1.6

v0.1.5

0.1.5 (2026-07-01)

Features

• add on_error to native implied_vol (#46) (f2f49a0)
• add py_vollib_vectorized compat shim (#47) (7878a1c)
• add return_as to native bs/black76 API (#45) (b0ba347)
• support numpy >= 1.26 (lower the floor from >= 2.0) (#41) (5c16cc0)

Bug Fixes

• deps: bump pyo3 and rust-numpy to 0.29 (#56) (c1e69a1)
• truth-and-hygiene pass — claims, typed greeks, template drift (#37) (59ec7ec)
• validate whole flag strings in array inputs (#33) (4b6546f)

Documentation

• theta is negative calendar theta, minus dPrice/dT (#35) (ce9d5b9)

What's Changed

• fix: validate whole flag strings in array inputs by @yipjunkai in #33
• test: exercise the intended Merton grid in the differential by @yipjunkai in #34
• docs: theta is negative calendar theta, minus dPrice/dT by @yipjunkai in #35
• fix: truth-and-hygiene pass — claims, typed greeks, template drift by @yipjunkai in #37
• ci: add Windows rust + free-threaded 3.14t test legs by @yipjunkai in #38
• chore: add regenerable mpmath goldens script (tools/gen_goldens.py) by @yipjunkai in #39
• test: regenerate the r1_deeper normalised-Black golden to 60-digit truth by @yipjunkai in #40
• feat: support numpy >= 1.26 (lower the floor from >= 2.0) by @yipjunkai in #41
• chore(deps): bump pypa/cibuildwheel from 4.0.0 to 4.1.0 in the gha-minor group by @dependabot[bot] in #43
• chore(deps): bump the python-minor group across 1 directory with 2 updates by @dependabot[bot] in #42
• chore(deps): bump actions/cache from 4.3.0 to 5.0.5 in the gha-major group across 1 directory by @dependabot[bot] in #44
• feat: add return_as to native bs/black76 API by @yipjunkai in #45
• feat: add on_error to native implied_vol by @yipjunkai in #46
• feat: add py_vollib_vectorized compat shim by @yipjunkai in #47
• chore(deps): bump the gha-minor group across 1 directory with 3 updates by @dependabot[bot] in #55
• chore(deps): bump msgpack from 1.2.0 to 1.2.1 by @dependabot[bot] in #51
• chore(deps): bump the python-minor group across 1 directory with 4 updates by @dependabot[bot] in #54
• chore(deps): bump the gha-major group across 1 directory with 2 updates by @dependabot[bot] in #53
• fix(deps): bump pyo3 and rust-numpy to 0.29 by @yipjunkai in #56
• chore: release main by @pyvolr-release-bot[bot] in #36
• ci: skip in-wheel test on 32-bit Windows (win32) by @yipjunkai in #57

Full Changelog: v0.1.4...v0.1.5

v0.1.4

0.1.4 (2026-06-12)

Bug Fixes

• ci: drop the removed CIBW_ENABLE group for cibuildwheel v4 (#29) (ac36ef3)
• compat: raise py_vollib's IV bound exceptions instead of returning NaN (#21) (b9eb457)
• core: correct CDF tail, zero-vol delta, and deep-OTM pricing accuracy (#19) (240844e)
• drop 3.13t wheels — cibuildwheel 4 removed Python 3.13 free-threading (#30) (ef2b77a)

Documentation

• 3.13t wheels were last published at 0.1.3, not 0.1.4 (562553d)
• differential is a release gate now, not a nightly cron (37e0725)

Benchmarks

• split the experiment harness out of the perf gate (#26) (91f11eb)

What's Changed

• ci: make the committed lockfiles govern CI end-to-end by @yipjunkai in #16
• fix(core): correct CDF tail, zero-vol delta, and deep-OTM pricing accuracy by @yipjunkai in #19
• fix(compat): raise py_vollib's IV bound exceptions instead of returning NaN by @yipjunkai in #21
• ci: reset transitional perf-gate ceilings after engine reroute landed by @yipjunkai in #22
• ci: gate releases on the py_vollib differential, drop the nightly cron by @yipjunkai in #24
• chore(deps): bump the python-minor group across 1 directory with 3 updates by @dependabot[bot] in #18
• chore(deps): bump criterion from 0.7.0 to 0.8.2 in the rust-major group across 1 directory by @dependabot[bot] in #13
• chore(deps): bump libfuzzer-sys from 0.4.12 to 0.4.13 in /fuzz in the fuzz-minor group across 1 directory by @dependabot[bot] in #17
• chore(deps): bump the gha-minor group across 1 directory with 3 updates by @dependabot[bot] in #14
• chore(deps): bump pypa/cibuildwheel from 3.4.1 to 4.0.0 in the gha-major group across 1 directory by @dependabot[bot] in #15
• ci: split audits onto cron, serialize releases, pin tools, add timeouts by @yipjunkai in #25
• bench: split the experiment harness out of the perf gate by @yipjunkai in #26
• fuzz: pin the nightly, commit a seed corpus, cache corpus evolution by @yipjunkai in #27
• ci: move tool pins under existing movers (tier 1, no new services) by @yipjunkai in #28
• fix(ci): drop the removed CIBW_ENABLE group for cibuildwheel v4 by @yipjunkai in #29
• fix: drop 3.13t wheels — cibuildwheel 4 removed Python 3.13 free-threading by @yipjunkai in #30
• ci: add the nightly fuzz alert, make cron alert issues self-closing by @yipjunkai in #31
• chore: release main by @pyvolr-release-bot[bot] in #20

Full Changelog: v0.1.3...v0.1.4

v0.1.3

0.1.3 (2026-05-29)

Performance

• mechanical-sympathy audit + 2026 competitor positioning (#11) (002c763)

What's Changed

• chore: release main by @pyvolr-release-bot[bot] in #12

Full Changelog: v0.1.2...v0.1.3

v0.1.2

0.1.2 (2026-05-26)

Features

• iv: replace Newton/bisection with Jäckel "Let's Be Rational" (#10) (4fe0ff1)

Documentation

• bump version reference to 0.1.2 in README + chart footer (b66f9a7)
• readme: refresh perf table to post-LBR bench; bump 0.1.0 -> 0.1.1 (6398f5b)
• readme: use absolute URLs for perf chart so PyPI renders it (c26d1f6)

What's Changed

• Add perf-regression gate and consolidate Python FFI wrappers by @yipjunkai in #9
• chore(deps): update dtolnay/rust-toolchain requirement to 29eef336d9b2848a0b548edc03f92a220660cdb8 by @dependabot[bot] in #7
• chore(deps): bump the gha-major group with 2 updates by @dependabot[bot] in #6
• feat(iv): replace Newton/bisection with Jäckel "Let's Be Rational" by @yipjunkai in #10
• chore: release main by @pyvolr-release-bot[bot] in #8

New Contributors

• @dependabot[bot] made their first contribution in #7
• @pyvolr-release-bot[bot] made their first contribution in #8

Full Changelog: v0.1.1...v0.1.2

v0.1.1

0.1.1 (2026-05-25)

Features

• black76: add Black-76 pricing model for futures and forward options (#5) (0b86681)

Bug Fixes

• differential: locate py_lets_be_rational/constants.py via find, not import (93ad431)
• fuzz: align harness assertions with the math contract (d073584)
• fuzz: allow NaN price for realistic inputs (graceful-failure value) (32a5db3)
• fuzz: bound r, q, sigma absolutely to keep BSM intermediates finite (2417bf4)
• fuzz: require s * disc_q and k * disc_r to be finite in well-conditioned (ed4fd8b)
• fuzz: rewrite bsm_price harness around a physically realistic input band (0cf1512)
• fuzz: scale negative-price tolerance relative to s + k (3e4701a)
• fuzz: tighten well-conditioned input bands to physically realistic ranges (0d46d73)
• release-please: use bare v* tag format for the root package (5d76e1d)

Documentation

• governance, readme, why: clarify release automation and credential management (4f01aa9)
• readme: add performance chart (light + dark SVG variants) (b186a84)
• readme: surface free-threaded Python (3.13t / 3.14t) support (da1f2a0)
• readme: swap the architecture diagram for performance numbers; expand badge row (4a4f4df)

What's Changed

• feat(black76): add Black-76 pricing model for futures and forward options by @yipjunkai in #5
• chore: release main by @github-actions[bot] in #4

New Contributors

• @yipjunkai made their first contribution in #5
• @github-actions[bot] made their first contribution in #4

Full Changelog: v0.1.0...v0.1.1

v0.1.0

Full Changelog: https://github.com/yipjunkai/pyvolr/commits/v0.1.0