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v0.1.4

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@pyvolr-release-bot pyvolr-release-bot released this 13 Jun 00:54
7e43d50

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