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Commits on Jun 24, 2024

• Fixing tests.

  

  avhz

  authored and

  avhz

  committed
  25f887c

Commits on Jun 10, 2024

• Merge pull request avhz#223 from avhz/dependabot/cargo/statrs-0.17.1

  Show description for 4c97fa7
  avhz

  authored
  4c97fa7

• Update README.md (expired Discord link)

  avhz

  authored
  2cc909a

• build(deps): update statrs requirement from 0.16.0 to 0.17.1

  Show description for aec8aa9
  dependabot[bot]

  authored
  aec8aa9

Commits on Apr 25, 2024

• Finite-Difference Pricer unit tests: ITM and OTM options

  

  avhz

  authored and

  avhz

  committed
  e5db8c0

• Finite-Difference Pricer unit tests: ATM options

  

  avhz

  authored and

  avhz

  committed
  74a90f0

• Finite-Difference Pricer unit tests: ATM options

  

  avhz

  authored and

  avhz

  committed
  43d2614

• Merge pull request avhz#211 from yfnaji/finite_difference_pricer_with_vec

  Show description for dabcb34
  avhz

  authored
  dabcb34

• Take variable declaration outside of loop

  yfnaji

  committed
  a5105b6

• Separate unit tests for each method and amend according to previous changes on the branch

  yfnaji

  committed
  508f9a7

• Interpolate for odd number price_steps + encapsulate some functions

  yfnaji

  committed
  51bf36b

• Ignore clippy's "too_many_arguments" warning

  yfnaji

  committed
  c30aea8

• Remove rounding to 2 decimal places

  yfnaji

  committed
  570ee20

• Formatting + add data type annotation

  yfnaji

  committed
  9bb5399

• Formatting in invert_tridiagonal_matrix()

  yfnaji

  committed
  6fac719

• Amend logic for the construction for the inverse of a tridiagonal matrix to use match + avoid indexing

  yfnaji

  committed
  1063146

Commits on Apr 24, 2024

• Amend for loop in matrix_multiply_vector() to avoid indexing

  yfnaji

  committed
  d76d4c9

• Change match to if statement for american time stop step

  yfnaji

  committed
  2680659

• Amend matrix_multiply_vector to use slice as data type of argument

  yfnaji

  committed
  d84fd8f

• Merge pull request avhz#217 from avhz/release-plz-2024-04-24T20-27-50Z

  Show description for 1bdc87a
  avhz

  authored
  1bdc87a

• chore: release

  Show description for 3b96f63
  github-actions[bot]

  committed
  3b96f63

• Update dependencies.

  

  avhz

  authored and

  avhz

  committed
  4340804

• Merge pull request avhz#205 from y5/portfolio_getweights

  Show description for 4f367f0
  avhz

  authored
  4f367f0

Commits on Apr 19, 2024

• Minor amendment to unit test

  yfnaji

  committed
  7587e7b

• Amend Unit tests

  yfnaji

  committed
  24b9a43

• Reformat TypeFlag match

  yfnaji

  committed
  fc62dd0

Commits on Apr 17, 2024

• Rewrite constructor to use assert macros

  yfnaji

  committed
  b22fc71

• Amend explicit(), implicit() and crank_nicolson() to utilise time_steps and price_steps attribute + import Duration for unit tests

  yfnaji

  committed
  be5b516

• Remove time_steps() and price_steps()

  yfnaji

  committed
  521501d

• Set time_steps and price_steps attributes in constructor

  yfnaji

  committed
  58028a3

• Add two attributes: time_steps and price_steps

  yfnaji

  committed
  2748554

• Use T variable in implicit()

  yfnaji

  committed
  8d6da77

• Introduce T variable to represent time to maturity and amend call/put_boundary functions + minor formatting

  yfnaji

  committed
  7e51183

• Introduce year_fraction() function + amend time steps calculation to use Date objects

  yfnaji

  committed
  31279ba

• Utilise new arguments in constructor

  yfnaji

  committed
  eef71ee

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