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v0.1.1

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@pyvolr-release-bot pyvolr-release-bot released this 25 May 08:43
793244b

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