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Roadmap to v1 #187

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2 of 11 tasks
avhz opened this issue Feb 25, 2024 · 0 comments
Open
2 of 11 tasks

Roadmap to v1 #187

avhz opened this issue Feb 25, 2024 · 0 comments
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difficult Hard or lengthy task. documentation Improvements or additions to documentation enhancement New feature or request help wanted Extra attention is needed

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@avhz
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avhz commented Feb 25, 2024

This is the roadmap for getting RustQuant to a solid v1.

High priority to-do list:

Low priority to-do list:

  • Decrease compile time. #26 (prune dependencies where possible, for example)
  • Implement a new MultiFactorStochasticProcess that can implement multi-factor models, such as Heston, SABR, Libor Market Model, Chen Model, etc.

Notes:

  • Make use of #[derive(derive_builder::Builder)] where it makes sense, such as for building financial instruments. This also has the benefit of providing default arguments.
@avhz avhz added documentation Improvements or additions to documentation enhancement New feature or request help wanted Extra attention is needed difficult Hard or lengthy task. labels Feb 25, 2024
@avhz avhz self-assigned this Feb 25, 2024
@avhz avhz pinned this issue Feb 25, 2024
@avhz avhz changed the title Roadmap to v0.1.0 Roadmap to v0.2.0 Mar 4, 2024
@avhz avhz changed the title Roadmap to v0.2.0 Roadmap to v1 Mar 9, 2024
@willco-1
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can you assign some stuff on here to me? preferably some of the easier odds and ends, but if you had some notes and hints i could try one of the harder ones. Cheers.

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