# Changelog All notable changes to this project will be documented in this file. The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/), and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html). ## [Unreleased] ## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_portfolios-v0.2.11...RustQuant_portfolios-v0.2.12) - 2024-10-29 ### Other - katex header in sub-crates ## [0.2.11](https://github.com/avhz/RustQuant/releases/tag/RustQuant_portfolios-v0.2.11) - 2024-10-28 ### Fixed - underscored whitespace between badges - restructure `Money` module into `Instruments` and `Cashflows` - fixed gbm paths ### Other - release v0.2.11 - release v0.2.10 - release - examples crate - MAJOR RE-STRUCTURE INTO SUB-CRATES - update readme - Update README.md - Add license scan report and status - update module table and fix badge whitespaces, resolves [#249](https://github.com/avhz/RustQuant/pull/249) - Update README.md - Update README.md (expired Discord link) - remove more unused dependencies. - moved references to separate .md file - Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383) - Pre-publish commit: v0.0.34 - Update README.md - Update README.md - Update README.md - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update README.md - Target `v0.1.0` rather than `v1.0.0` - spelling fixes with typos - Pre-publish commit: v0.0.28 - Update README and CHANGELOG. - Update README - Update README - Update README - Update README - Pre-publish commit: v0.0.27 - Shields update. - Shields update. - Shields update. - Shields update. - Slight re-structure (remove utilities mod), statistics for Vec - Working on `Cashflow` and `Leg`. - 150+ currencies added. - Added 150+ ISO 4217 currencies. - Update readme. - Update readme. - Update readme. - Update readme. - Update README - Compute returns in Polars `DataFrame` ([#37](https://github.com/avhz/RustQuant/pull/37)) - Update readme. - Update readme. - Update README.md - Update readme. - Update readme. - Update readme. - Update readme. - Update README. - Update README. - Update README - Closed [#55](https://github.com/avhz/RustQuant/pull/55) (`autodiff` Graphviz update); working on logistic regression. - Update readme - Pre-publish commit: v0.0.20 - Add CHANGELOG and update readme. - Readme and simple linear regression example. - Update readme. - Added examples. - update readme - update readme - update readme - Gradient Descent. Needs work. - Update readme badges. - Update README (cleaning up the stochastic process notation). - Update README (cleaning up the stochastic process notation). - Update readme (dynamics for HW and EV models) - Update readme badges - Merge pull request [#45](https://github.com/avhz/RustQuant/pull/45) from aatmunbaxi/impl-ho-lee - Update README - Update README.md - Closing [#27](https://github.com/avhz/RustQuant/pull/27): download price history from Yahoo! Finance. - Update readme. - Update readme. - Update readme. - Update readme. - Update readme. - Update readmme - Update readmme - Update Readme - Update Readme - Readme - Readme - Readme - Readme - Readme - Readme - Readme - Readme - Readme - Added gamma, chi-squared, exponential distributions. - Currencies - Update readme - Update readme. - Pre-publish commit. - Pre-publish commit. - Update Readme - Update readme. - Pre-publish commit v0.0.11 - Added tanh-sinh quadrature. - Pre-publish commit v0.0.9 - Update readme - .... - .... - ... - Lookback floating strike Monte Carlo pricer - updated README.md - updated README.md - updated README.md - updated README.md - updated README.md - updated README.md - updated README.md - need to do some short rate models - need to do some short rate models - need to do some short rate models - need to do some short rate models - norm dist struct - norm dist struct - norm dist struct - update readme - update readme - update readme - update readme - update readme - GitHub re-up - ... - ... - ... - ... - ... - Added tests for Greeks (still need Theta) - updated readme - Update readme - Updated readme, added normpdf tests - Updated readme, added normpdf tests - Updated readme, added normpdf tests - updated readme - updated readme - Added CRR, wrote some docs. - Completed barrier option pricer, all tests pass. - Update LICENSE - Added option pricer files (need to complete). - Updated README ## [0.2.11](https://github.com/avhz/RustQuant/compare/RustQuant_portfolios-v0.2.10...RustQuant_portfolios-v0.2.11) - 2024-10-28 ### Fixed - underscored whitespace between badges - restructure `Money` module into `Instruments` and `Cashflows` - fixed gbm paths ### Other - release v0.2.10 - release - examples crate - MAJOR RE-STRUCTURE INTO SUB-CRATES - update readme - Update README.md - Add license scan report and status - update module table and fix badge whitespaces, resolves [#249](https://github.com/avhz/RustQuant/pull/249) - Update README.md - Update README.md (expired Discord link) - remove more unused dependencies. - moved references to separate .md file - Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383) - Pre-publish commit: v0.0.34 - Update README.md - Update README.md - Update README.md - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update README.md - Target `v0.1.0` rather than `v1.0.0` - spelling fixes with typos - Pre-publish commit: v0.0.28 - Update README and CHANGELOG. - Update README - Update README - Update README - Update README - Pre-publish commit: v0.0.27 - Shields update. - Shields update. - Shields update. - Shields update. - Slight re-structure (remove utilities mod), statistics for Vec - Working on `Cashflow` and `Leg`. - 150+ currencies added. - Added 150+ ISO 4217 currencies. - Update readme. - Update readme. - Update readme. - Update readme. - Update README - Compute returns in Polars `DataFrame` ([#37](https://github.com/avhz/RustQuant/pull/37)) - Update readme. - Update readme. - Update README.md - Update readme. - Update readme. - Update readme. - Update readme. - Update README. - Update README. - Update README - Closed [#55](https://github.com/avhz/RustQuant/pull/55) (`autodiff` Graphviz update); working on logistic regression. - Update readme - Pre-publish commit: v0.0.20 - Add CHANGELOG and update readme. - Readme and simple linear regression example. - Update readme. - Added examples. - update readme - update readme - update readme - Gradient Descent. Needs work. - Update readme badges. - Update README (cleaning up the stochastic process notation). - Update README (cleaning up the stochastic process notation). - Update readme (dynamics for HW and EV models) - Update readme badges - Merge pull request [#45](https://github.com/avhz/RustQuant/pull/45) from aatmunbaxi/impl-ho-lee - Update README - Update README.md - Closing [#27](https://github.com/avhz/RustQuant/pull/27): download price history from Yahoo! Finance. - Update readme. - Update readme. - Update readme. - Update readme. - Update readme. - Update readmme - Update readmme - Update Readme - Update Readme - Readme - Readme - Readme - Readme - Readme - Readme - Readme - Readme - Readme - Added gamma, chi-squared, exponential distributions. - Currencies - Update readme - Update readme. - Pre-publish commit. - Pre-publish commit. - Update Readme - Update readme. - Pre-publish commit v0.0.11 - Added tanh-sinh quadrature. - Pre-publish commit v0.0.9 - Update readme - .... - .... - ... - Lookback floating strike Monte Carlo pricer - updated README.md - updated README.md - updated README.md - updated README.md - updated README.md - updated README.md - updated README.md - need to do some short rate models - need to do some short rate models - need to do some short rate models - need to do some short rate models - norm dist struct - norm dist struct - norm dist struct - update readme - update readme - update readme - update readme - update readme - GitHub re-up - ... - ... - ... - ... - ... - Added tests for Greeks (still need Theta) - updated readme - Update readme - Updated readme, added normpdf tests - Updated readme, added normpdf tests - Updated readme, added normpdf tests - updated readme - updated readme - Added CRR, wrote some docs. - Completed barrier option pricer, all tests pass. - Update LICENSE - Added option pricer files (need to complete). - Updated README ## [0.2.10](https://github.com/avhz/RustQuant/releases/tag/RustQuant_portfolios-v0.2.10) - 2024-10-28 ### Fixed - underscored whitespace between badges - restructure `Money` module into `Instruments` and `Cashflows` - fixed gbm paths ### Other - release - examples crate - MAJOR RE-STRUCTURE INTO SUB-CRATES - update readme - Update README.md - Add license scan report and status - update module table and fix badge whitespaces, resolves [#249](https://github.com/avhz/RustQuant/pull/249) - Update README.md - Update README.md (expired Discord link) - remove more unused dependencies. - moved references to separate .md file - Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383) - Pre-publish commit: v0.0.34 - Update README.md - Update README.md - Update README.md - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update readme - Update README.md - Target `v0.1.0` rather than `v1.0.0` - spelling fixes with typos - Pre-publish commit: v0.0.28 - Update README and CHANGELOG. - Update README - Update README - Update README - Update README - Pre-publish commit: v0.0.27 - Shields update. - Shields update. - Shields update. - Shields update. - Slight re-structure (remove utilities mod), statistics for Vec - Working on `Cashflow` and `Leg`. - 150+ currencies added. - Added 150+ ISO 4217 currencies. - Update readme. - Update readme. - Update readme. - Update readme. - Update README - Compute returns in Polars `DataFrame` ([#37](https://github.com/avhz/RustQuant/pull/37)) - Update readme. - Update readme. - Update README.md - Update readme. - Update readme. - Update readme. - Update readme. - Update README. - Update README. - Update README - Closed [#55](https://github.com/avhz/RustQuant/pull/55) (`autodiff` Graphviz update); working on logistic regression. - Update readme - Pre-publish commit: v0.0.20 - Add CHANGELOG and update readme. - Readme and simple linear regression example. - Update readme. - Added examples. - update readme - update readme - update readme - Gradient Descent. Needs work. - Update readme badges. - Update README (cleaning up the stochastic process notation). - Update README (cleaning up the stochastic process notation). - Update readme (dynamics for HW and EV models) - Update readme badges - Merge pull request [#45](https://github.com/avhz/RustQuant/pull/45) from aatmunbaxi/impl-ho-lee - Update README - Update README.md - Closing [#27](https://github.com/avhz/RustQuant/pull/27): download price history from Yahoo! Finance. - Update readme. - Update readme. - Update readme. - Update readme. - Update readme. - Update readmme - Update readmme - Update Readme - Update Readme - Readme - Readme - Readme - Readme - Readme - Readme - Readme - Readme - Readme - Added gamma, chi-squared, exponential distributions. - Currencies - Update readme - Update readme. - Pre-publish commit. - Pre-publish commit. - Update Readme - Update readme. - Pre-publish commit v0.0.11 - Added tanh-sinh quadrature. - Pre-publish commit v0.0.9 - Update readme - .... - .... - ... - Lookback floating strike Monte Carlo pricer - updated README.md - updated README.md - updated README.md - updated README.md - updated README.md - updated README.md - updated README.md - need to do some short rate models - need to do some short rate models - need to do some short rate models - need to do some short rate models - norm dist struct - norm dist struct - norm dist struct - update readme - update readme - update readme - update readme - update readme - GitHub re-up - ... - ... - ... - ... - ... - Added tests for Greeks (still need Theta) - updated readme - Update readme - Updated readme, added normpdf tests - Updated readme, added normpdf tests - Updated readme, added normpdf tests - updated readme - updated readme - Added CRR, wrote some docs. - Completed barrier option pricer, all tests pass. - Update LICENSE - Added option pricer files (need to complete). - Updated README ## [0.2.10](https://github.com/avhz/RustQuant/compare/RustQuant_portfolios-v0.2.9...RustQuant_portfolios-v0.2.10) - 2024-10-28 ### Other - examples crate - MAJOR RE-STRUCTURE INTO SUB-CRATES