diff --git a/CHANGELOG.md b/CHANGELOG.md index 4cd13b04..768bd37f 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -6,6 +6,40 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.0.43](https://github.com/avhz/RustQuant/compare/v0.0.42...v0.0.43) - 2024-01-31 + +### Added +- improve fft fbm generator + +### Fixed +- fix naming THRESHOLD +- fix Gaussian cdf test, values as sympy and mpmath fix +- missing docs +- build error +- resolve timedependent issues + +### Other +- Slight re-factor of IV module. +- Merge pull request [#174](https://github.com/avhz/RustQuant/pull/174) from lukaskiss222/feature/implied_volatility +- separators +- remove neg before comparator + new test case +- solve most clippy issues +- errorfunctions erfc for cdf +- small fixes +- must use +- apply clippy +- remove dbg +- Add middle box test +- documentation fix +- documentation +- extreme case precision 1e-13 +- ITM + extreme case price ~ 1e-19 +- OTM passed +- sync merton jump +- Merge pull request [#171](https://github.com/avhz/RustQuant/pull/171) from lukaskiss222/fix-inverse-gaussian-cdf +- Merge pull request [#146](https://github.com/avhz/RustQuant/pull/146) from dancixx/main +- Merge remote-tracking branch 'upstream' + ## [0.0.42](https://github.com/avhz/RustQuant/compare/v0.0.41...v0.0.42) - 2023-12-21 ### Fixed diff --git a/Cargo.toml b/Cargo.toml index c038de25..3c9989a2 100644 --- a/Cargo.toml +++ b/Cargo.toml @@ -16,7 +16,7 @@ name = "RustQuant" authors = ["avhz "] description = "A Rust library for quantitative finance." -version = "0.0.42" +version = "0.0.43" edition = "2021" readme = "README.md" repository = "https://github.com/avhz/RustQuant"