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chore: release v0.0.43 #172

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34 changes: 34 additions & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -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
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2 changes: 1 addition & 1 deletion Cargo.toml
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Expand Up @@ -16,7 +16,7 @@
name = "RustQuant"
authors = ["avhz <[email protected]>"]
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"
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