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chore: release v0.2.6 #238

Merged
merged 1 commit into from
Jul 4, 2024
Merged

chore: release v0.2.6 #238

merged 1 commit into from
Jul 4, 2024

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@github-actions github-actions bot commented Jul 4, 2024

🤖 New release

  • RustQuant: 0.2.5 -> 0.2.6 (✓ API compatible changes)
Changelog

0.2.6 - 2024-07-04

Other

  • Merge pull request #221 from yfnaji/finite_difference_pricer_adjustments
  • Amend function name from matrix_multiply_vector to general_matrix_multiply_vector
  • Amend tridiagonal_matrix_multiply_vector() by removing match statement and manually add first and final entries outside loop
  • Amend schemes to incorporate newly created tridiagonal_matrix_multiply_vector() and amendment in invert_tridiagonal_matrix()
  • Introduce function exclusively for multiplication between tridiagonal matrix and vector + amend invert_tridiagonal_matrix() to return matrix representation using only diagonal and sub/super diagonals arguments
  • Amend error threshold and target values for unit tests
  • Remove now obsolete time_structure()
  • Remove obsolete diagonal functions + amend condition functions
  • Amend schemes to approximate transformed Black-Scholes equation
  • Amend argument datatype from functions to f64 and amending create_tridiagonal_matrix() accordingly
  • Adjustments in crank_nicolson()
  • Adjustments in implicit()
  • Adjustments in explicit()
  • Refactor in create_tridiagonal_matrix()
  • Correct error in implementation for call/put boundary conditions + remove unnecessary argument for boundary_condition_at_time_n()
  • Remove unnecessary parameter from create_tridiagonal_matrix()


This PR was generated with release-plz.

Signed-off-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
@avhz avhz merged commit fc87396 into main Jul 4, 2024
@avhz avhz deleted the release-plz-2024-07-04T18-32-50Z branch July 4, 2024 18:44
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