Skip to content

Commit 218e3ac

Browse files
github-actions[bot]github-actions[bot]
authored
chore: release
1 parent 1f9e8a2 commit 218e3ac

File tree

19 files changed

+750
-17
lines changed

19 files changed

+750
-17
lines changed

‎Cargo.toml‎

Lines changed: 17 additions & 17 deletions
Original file line numberDiff line numberDiff line change
@@ -10,7 +10,7 @@
1010
[workspace.package]
1111
authors = ["avhz <RustQuantContact@gmail.com>"]
1212
description = "A Rust library for quantitative finance."
13-
version = "0.4.0"
13+
version = "0.5.0"
1414
edition = "2021"
1515
readme = "README.md"
1616
repository = "https://github.com/avhz/RustQuant"
@@ -65,22 +65,22 @@ rustdoc-args = ["--html-in-header", "katex.html", "--cfg", "docsrs"]
6565

6666
[workspace.dependencies]
6767
## RustQuant Crates
68-
RustQuant_autodiff = { version = "0.4.0", path = "crates/RustQuant_autodiff" }
69-
RustQuant_cashflows = { version = "0.4.0", path = "crates/RustQuant_cashflows" }
70-
RustQuant_data = { version = "0.4.0", path = "crates/RustQuant_data" }
71-
RustQuant_enums = { version = "0.4.0", path = "crates/RustQuant_enums" }
72-
RustQuant_error = { version = "0.4.0", path = "crates/RustQuant_error" }
73-
RustQuant_instruments = { version = "0.4.0", path = "crates/RustQuant_instruments" }
74-
RustQuant_iso = { version = "0.4.0", path = "crates/RustQuant_iso" }
75-
RustQuant_math = { version = "0.4.0", path = "crates/RustQuant_math" }
76-
RustQuant_models = { version = "0.4.0", path = "crates/RustQuant_models" }
77-
RustQuant_ml = { version = "0.4.0", path = "crates/RustQuant_ml" }
78-
RustQuant_portfolios = { version = "0.4.0", path = "crates/RustQuant_portfolios" }
79-
RustQuant_pricing = { version = "0.4.0", path = "crates/RustQuant_pricing" }
80-
RustQuant_stochastics = { version = "0.4.0", path = "crates/RustQuant_stochastics" }
81-
RustQuant_time = { version = "0.4.0", path = "crates/RustQuant_time" }
82-
RustQuant_trading = { version = "0.4.0", path = "crates/RustQuant_trading" }
83-
RustQuant_utils = { version = "0.4.0", path = "crates/RustQuant_utils" }
68+
RustQuant_autodiff = { version = "0.5.0", path = "crates/RustQuant_autodiff" }
69+
RustQuant_cashflows = { version = "0.5.0", path = "crates/RustQuant_cashflows" }
70+
RustQuant_data = { version = "0.5.0", path = "crates/RustQuant_data" }
71+
RustQuant_enums = { version = "0.5.0", path = "crates/RustQuant_enums" }
72+
RustQuant_error = { version = "0.5.0", path = "crates/RustQuant_error" }
73+
RustQuant_instruments = { version = "0.5.0", path = "crates/RustQuant_instruments" }
74+
RustQuant_iso = { version = "0.5.0", path = "crates/RustQuant_iso" }
75+
RustQuant_math = { version = "0.5.0", path = "crates/RustQuant_math" }
76+
RustQuant_models = { version = "0.5.0", path = "crates/RustQuant_models" }
77+
RustQuant_ml = { version = "0.5.0", path = "crates/RustQuant_ml" }
78+
RustQuant_portfolios = { version = "0.5.0", path = "crates/RustQuant_portfolios" }
79+
RustQuant_pricing = { version = "0.5.0", path = "crates/RustQuant_pricing" }
80+
RustQuant_stochastics = { version = "0.5.0", path = "crates/RustQuant_stochastics" }
81+
RustQuant_time = { version = "0.5.0", path = "crates/RustQuant_time" }
82+
RustQuant_trading = { version = "0.5.0", path = "crates/RustQuant_trading" }
83+
RustQuant_utils = { version = "0.5.0", path = "crates/RustQuant_utils" }
8484

8585
## External Crates
8686
argmin = "0.10.0" # https://docs.rs/argmin/latest/argmin/

‎bindings/CHANGELOG.md‎

Lines changed: 25 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,25 @@
1+
# Changelog
2+
3+
All notable changes to this project will be documented in this file.
4+
5+
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
6+
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
7+
8+
## [Unreleased]
9+
10+
## [0.1.0](https://github.com/avhz/RustQuant/releases/tag/RustQuant_pyo3-v0.1.0) - 2025-09-01
11+
12+
### Added
13+
14+
- PyO3 bindings initial work
15+
- add Heston and Bachelier models to AnalyticOptionPricer
16+
17+
### Fixed
18+
19+
- pyo3 test/example errors on MacOS
20+
21+
### Other
22+
23+
- katex header in sub-crates
24+
- Fixing tests.
25+
- `models`

‎crates/RustQuant/CHANGELOG.md‎

Lines changed: 8 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,12 @@
11
# Changelog
2+
3+
All notable changes to this project will be documented in this file.
4+
5+
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
6+
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
7+
8+
## [Unreleased]
9+
# Changelog
210
All notable changes to this project will be documented in this file.
311

412
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),

‎crates/RustQuant_autodiff/CHANGELOG.md‎

Lines changed: 14 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,18 @@
11
# Changelog
2+
3+
All notable changes to this project will be documented in this file.
4+
5+
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
6+
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
7+
8+
## [Unreleased]
9+
10+
## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_autodiff-v0.4.0...RustQuant_autodiff-v0.5.0) - 2025-09-01
11+
12+
### Other
13+
14+
- remove unused deps
15+
# Changelog
216
All notable changes to this project will be documented in this file.
317

418
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),

‎crates/RustQuant_cashflows/CHANGELOG.md‎

Lines changed: 20 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,24 @@
11
# Changelog
2+
3+
All notable changes to this project will be documented in this file.
4+
5+
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
6+
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
7+
8+
## [Unreleased]
9+
10+
## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_cashflows-v0.4.0...RustQuant_cashflows-v0.5.0) - 2025-09-01
11+
12+
### Fixed
13+
14+
- fix reset function, add documentation
15+
16+
### Other
17+
18+
- correct import in doc tests
19+
- small doc adaptation according to the fix
20+
- documentation improvement of set_value
21+
# Changelog
222
All notable changes to this project will be documented in this file.
323

424
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),

‎crates/RustQuant_data/CHANGELOG.md‎

Lines changed: 8 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,12 @@
11
# Changelog
2+
3+
All notable changes to this project will be documented in this file.
4+
5+
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
6+
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
7+
8+
## [Unreleased]
9+
# Changelog
210
All notable changes to this project will be documented in this file.
311

412
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),

‎crates/RustQuant_enums/CHANGELOG.md‎

Lines changed: 170 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -0,0 +1,170 @@
1+
# Changelog
2+
3+
All notable changes to this project will be documented in this file.
4+
5+
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
6+
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
7+
8+
## [Unreleased]
9+
10+
## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_enums-v0.4.0...RustQuant_enums-v0.5.0) - 2025-09-01
11+
12+
### Fixed
13+
14+
- pyo3 test/example errors on MacOS
15+
- underscored whitespace between badges
16+
- restructure `Money` module into `Instruments` and `Cashflows`
17+
- fixed gbm paths
18+
19+
### Other
20+
21+
- update README.md
22+
- update readme
23+
- Update README.md
24+
- Add license scan report and status
25+
- update module table and fix badge whitespaces, resolves #249
26+
- Update README.md
27+
- Update README.md (expired Discord link)
28+
- remove more unused dependencies.
29+
- moved references to separate .md file
30+
- Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383)
31+
- Pre-publish commit: v0.0.34
32+
- Update README.md
33+
- Update README.md
34+
- Update README.md
35+
- Update readme
36+
- Update readme
37+
- Update readme
38+
- Update readme
39+
- Update readme
40+
- Update readme
41+
- Update readme
42+
- Update readme
43+
- Update readme
44+
- Update readme
45+
- Update README.md
46+
- Target `v0.1.0` rather than `v1.0.0`
47+
- spelling fixes with typos
48+
- Pre-publish commit: v0.0.28
49+
- Update README and CHANGELOG.
50+
- Update README
51+
- Update README
52+
- Update README
53+
- Update README
54+
- Pre-publish commit: v0.0.27
55+
- Shields update.
56+
- Shields update.
57+
- Shields update.
58+
- Shields update.
59+
- Slight re-structure (remove utilities mod), statistics for Vec<f64>
60+
- Working on `Cashflow` and `Leg`.
61+
- 150+ currencies added.
62+
- Added 150+ ISO 4217 currencies.
63+
- Update readme.
64+
- Update readme.
65+
- Update readme.
66+
- Update readme.
67+
- Update README
68+
- Compute returns in Polars `DataFrame` ([#37](https://github.com/avhz/RustQuant/pull/37))
69+
- Update readme.
70+
- Update readme.
71+
- Update README.md
72+
- Update readme.
73+
- Update readme.
74+
- Update readme.
75+
- Update readme.
76+
- Update README.
77+
- Update README.
78+
- Update README
79+
- Closed #55 (`autodiff` Graphviz update); working on logistic regression.
80+
- Update readme
81+
- Pre-publish commit: v0.0.20
82+
- Add CHANGELOG and update readme.
83+
- Readme and simple linear regression example.
84+
- Update readme.
85+
- Added examples.
86+
- update readme
87+
- update readme
88+
- update readme
89+
- Gradient Descent. Needs work.
90+
- Update readme badges.
91+
- Update README (cleaning up the stochastic process notation).
92+
- Update README (cleaning up the stochastic process notation).
93+
- Update readme (dynamics for HW and EV models)
94+
- Update readme badges
95+
- Merge pull request #45 from aatmunbaxi/impl-ho-lee
96+
- Update README
97+
- Update README.md
98+
- Closing #27: download price history from Yahoo! Finance.
99+
- Update readme.
100+
- Update readme.
101+
- Update readme.
102+
- Update readme.
103+
- Update readme.
104+
- Update readmme
105+
- Update readmme
106+
- Update Readme
107+
- Update Readme
108+
- Readme
109+
- Readme
110+
- Readme
111+
- Readme
112+
- Readme
113+
- Readme
114+
- Readme
115+
- Readme
116+
- Readme
117+
- Added gamma, chi-squared, exponential distributions.
118+
- Currencies
119+
- Update readme
120+
- Update readme.
121+
- Pre-publish commit.
122+
- Pre-publish commit.
123+
- Update Readme
124+
- Update readme.
125+
- Pre-publish commit v0.0.11
126+
- Added tanh-sinh quadrature.
127+
- Pre-publish commit v0.0.9
128+
- Update readme
129+
- ....
130+
- ....
131+
- ...
132+
- Lookback floating strike Monte Carlo pricer
133+
- updated README.md
134+
- updated README.md
135+
- updated README.md
136+
- updated README.md
137+
- updated README.md
138+
- updated README.md
139+
- updated README.md
140+
- need to do some short rate models
141+
- need to do some short rate models
142+
- need to do some short rate models
143+
- need to do some short rate models
144+
- norm dist struct
145+
- norm dist struct
146+
- norm dist struct
147+
- update readme
148+
- update readme
149+
- update readme
150+
- update readme
151+
- update readme
152+
- GitHub re-up
153+
- ...
154+
- ...
155+
- ...
156+
- ...
157+
- ...
158+
- Added tests for Greeks (still need Theta)
159+
- updated readme
160+
- Update readme
161+
- Updated readme, added normpdf tests
162+
- Updated readme, added normpdf tests
163+
- Updated readme, added normpdf tests
164+
- updated readme
165+
- updated readme
166+
- Added CRR, wrote some docs.
167+
- Completed barrier option pricer, all tests pass.
168+
- Update LICENSE
169+
- Added option pricer files (need to complete).
170+
- Updated README

‎crates/RustQuant_error/CHANGELOG.md‎

Lines changed: 25 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,29 @@
11
# Changelog
2+
3+
All notable changes to this project will be documented in this file.
4+
5+
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
6+
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
7+
8+
## [Unreleased]
9+
10+
## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_error-v0.4.0...RustQuant_error-v0.5.0) - 2025-09-01
11+
12+
### Added
13+
14+
- PyO3 bindings initial work
15+
16+
### Fixed
17+
18+
- pyo3 test/example errors on MacOS
19+
20+
### Other
21+
22+
- remove unused deps
23+
- remove plotters and polars deps
24+
- remove plotters and polars deps
25+
- Define errors specific to B-Spline implementation
26+
# Changelog
227
All notable changes to this project will be documented in this file.
328

429
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),

‎crates/RustQuant_instruments/CHANGELOG.md‎

Lines changed: 8 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,12 @@
11
# Changelog
2+
3+
All notable changes to this project will be documented in this file.
4+
5+
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
6+
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
7+
8+
## [Unreleased]
9+
# Changelog
210
All notable changes to this project will be documented in this file.
311

412
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),

‎crates/RustQuant_iso/CHANGELOG.md‎

Lines changed: 8 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -1,4 +1,12 @@
11
# Changelog
2+
3+
All notable changes to this project will be documented in this file.
4+
5+
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
6+
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
7+
8+
## [Unreleased]
9+
# Changelog
210
All notable changes to this project will be documented in this file.
311

412
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),

0 commit comments

Comments
 (0)