v0.2.6

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()

v0.2.5

Other

• Cleanup from the exponential interpolation commit.
• Fixed exponential interpolator.
• minor clippy lints.
• Merge branch 'main' into fix/remove_warnings
• Fixing tests.
• Merge pull request #223 from avhz/dependabot/cargo/statrs-0.17.1
• Update README.md (expired Discord link)
• Finite-Difference Pricer unit tests: ITM and OTM options
• Finite-Difference Pricer unit tests: ATM options
• Finite-Difference Pricer unit tests: ATM options
• Merge pull request #211 from yfnaji/finite_difference_pricer_with_vec
• Take variable declaration outside of loop
• Separate unit tests for each method and amend according to previous changes on the branch
• Interpolate for odd number price_steps + encapsulate some functions
• Ignore clippy's "too_many_arguments" warning
• Remove rounding to 2 decimal places
• Formatting + add data type annotation
• Formatting in invert_tridiagonal_matrix()
• Amend logic for the construction for the inverse of a tridiagonal matrix to use match + avoid indexing
• Amend for loop in matrix_multiply_vector() to avoid indexing
• Change match to if statement for american time stop step
• Amend matrix_multiply_vector to use slice as data type of argument
• Minor amendment to unit test
• Amend Unit tests
• Reformat TypeFlag match
• Rewrite constructor to use assert macros
• Amend explicit(), implicit() and crank_nicolson() to utilise time_steps and price_steps attribute + import Duration for unit tests
• Remove time_steps() and price_steps()
• Set time_steps and price_steps attributes in constructor
• Add two attributes: time_steps and price_steps
• Use T variable in implicit()
• Introduce T variable to represent time to maturity and amend call/put_boundary functions + minor formatting
• Introduce year_fraction() function + amend time steps calculation to use Date objects
• Utilise new arguments in constructor
• Replace time_to_maturity argument with evaluation_date and expiration_date
• Import relevant time structs + functions
• Refactor method names
• Condense matrix multiplication methods into one method + only have one method to produce tridiagonal matrix
• Rewrite invert_tridiagonal_matrix() to take "trimmed" tridiagonal matrix data structure
• Amend function names create_tridiagonal_matrix_without_zeros -> create_trimmed_tridiagonal_matrix and tridiagonal_matrix_multiply_vector -> trimmed_tridiagonal_matrix_multiply_vector + formatting
• Amend explicit() and crank_nicolson() to utilise create_tridiagonal_matrix_without_zeros()
• Amend tridiagonal_matrix_multiply_vector() to handle new "no-outer zeros" representation of matrix
• Create new method to represent tridiagonal matrix without storing outer zeros
• Remove 'get' from function names
• Add finite_difference_pricer_mod
• Code for FiniteDifferencePricer struct + tests

v0.2.4

Other

• Update dependencies.
• Merge pull request #205 from y5/portfolio_getweights
• GitHub actions (fix failing tests)
• GitHub actions (split test actions: unit, doc, examples)
• GitHub actions (test)

v0.2.3

Other

• update plotters dep to GitHub repo (attempt to fix docs building issue #191)
• fix some tests
• minor book edit, CI edits.
• cargo_build, cargo_test
• deploy book, again.
• deploy book, again.
• deploy book
• cargo_test
• Create mdbook.yml

v0.2.2

Other

• fix exponential distribution constructor doc comment

v0.2.1

Added

• started an mdBook

v0.2.0

Added

• Rootfinding routines (Bisection, Brent, Newton-Raphson) and fixed unit/doc-test failures.

Fixed

• restructure Money module into Instruments and Cashflows

Other

• minor doc edits

v0.1.1

Other

• clippy lints.

v0.1.0

Other

• Merge branch 'main' of github.com:avhz/RustQuant
• remove more unused dependencies.

v0.0.49

Other

• Merge branch 'main' of github.com:avhz/RustQuant
• remove more unused dependencies.