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