# Changelog
All notable changes to this project will be documented in this file.
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
## [Unreleased]
## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_data-v0.2.11...RustQuant_data-v0.2.12) - 2024-10-29
### Fixed
- failing tests in `data::io`
### Other
- katex header in sub-crates
## [0.2.11](https://github.com/avhz/RustQuant/releases/tag/RustQuant_data-v0.2.11) - 2024-10-28
### Fixed
- underscored whitespace between badges
- restructure `Money` module into `Instruments` and `Cashflows`
- fixed gbm paths
### Other
- release v0.2.11
- release v0.2.10
- release
- examples crate
- MAJOR RE-STRUCTURE INTO SUB-CRATES
- update readme
- Update README.md
- Add license scan report and status
- update module table and fix badge whitespaces, resolves [#249](https://github.com/avhz/RustQuant/pull/249)
- Update README.md
- Update README.md (expired Discord link)
- remove more unused dependencies.
- moved references to separate .md file
- Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383)
- Pre-publish commit: v0.0.34
- Update README.md
- Update README.md
- Update README.md
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update README.md
- Target `v0.1.0` rather than `v1.0.0`
- spelling fixes with typos
- Pre-publish commit: v0.0.28
- Update README and CHANGELOG.
- Update README
- Update README
- Update README
- Update README
- Pre-publish commit: v0.0.27
- Shields update.
- Shields update.
- Shields update.
- Shields update.
- Slight re-structure (remove utilities mod), statistics for Vec<f64>
- Working on `Cashflow` and `Leg`.
- 150+ currencies added.
- Added 150+ ISO 4217 currencies.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update README
- Compute returns in Polars `DataFrame` ([#37](https://github.com/avhz/RustQuant/pull/37))
- Update readme.
- Update readme.
- Update README.md
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update README.
- Update README.
- Update README
- Closed [#55](https://github.com/avhz/RustQuant/pull/55) (`autodiff` Graphviz update); working on logistic regression.
- Update readme
- Pre-publish commit: v0.0.20
- Add CHANGELOG and update readme.
- Readme and simple linear regression example.
- Update readme.
- Added examples.
- update readme
- update readme
- update readme
- Gradient Descent. Needs work.
- Update readme badges.
- Update README (cleaning up the stochastic process notation).
- Update README (cleaning up the stochastic process notation).
- Update readme (dynamics for HW and EV models)
- Update readme badges
- Merge pull request [#45](https://github.com/avhz/RustQuant/pull/45) from aatmunbaxi/impl-ho-lee
- Update README
- Update README.md
- Closing [#27](https://github.com/avhz/RustQuant/pull/27): download price history from Yahoo! Finance.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update readmme
- Update readmme
- Update Readme
- Update Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Added gamma, chi-squared, exponential distributions.
- Currencies
- Update readme
- Update readme.
- Pre-publish commit.
- Pre-publish commit.
- Update Readme
- Update readme.
- Pre-publish commit v0.0.11
- Added tanh-sinh quadrature.
- Pre-publish commit v0.0.9
- Update readme
- ....
- ....
- ...
- Lookback floating strike Monte Carlo pricer
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- need to do some short rate models
- need to do some short rate models
- need to do some short rate models
- need to do some short rate models
- norm dist struct
- norm dist struct
- norm dist struct
- update readme
- update readme
- update readme
- update readme
- update readme
- GitHub re-up
- ...
- ...
- ...
- ...
- ...
- Added tests for Greeks (still need Theta)
- updated readme
- Update readme
- Updated readme, added normpdf tests
- Updated readme, added normpdf tests
- Updated readme, added normpdf tests
- updated readme
- updated readme
- Added CRR, wrote some docs.
- Completed barrier option pricer, all tests pass.
- Update LICENSE
- Added option pricer files (need to complete).
- Updated README
## [0.2.11](https://github.com/avhz/RustQuant/compare/RustQuant_data-v0.2.10...RustQuant_data-v0.2.11) - 2024-10-28
### Fixed
- underscored whitespace between badges
- restructure `Money` module into `Instruments` and `Cashflows`
- fixed gbm paths
### Other
- release v0.2.10
- release
- examples crate
- MAJOR RE-STRUCTURE INTO SUB-CRATES
- update readme
- Update README.md
- Add license scan report and status
- update module table and fix badge whitespaces, resolves [#249](https://github.com/avhz/RustQuant/pull/249)
- Update README.md
- Update README.md (expired Discord link)
- remove more unused dependencies.
- moved references to separate .md file
- Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383)
- Pre-publish commit: v0.0.34
- Update README.md
- Update README.md
- Update README.md
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update README.md
- Target `v0.1.0` rather than `v1.0.0`
- spelling fixes with typos
- Pre-publish commit: v0.0.28
- Update README and CHANGELOG.
- Update README
- Update README
- Update README
- Update README
- Pre-publish commit: v0.0.27
- Shields update.
- Shields update.
- Shields update.
- Shields update.
- Slight re-structure (remove utilities mod), statistics for Vec<f64>
- Working on `Cashflow` and `Leg`.
- 150+ currencies added.
- Added 150+ ISO 4217 currencies.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update README
- Compute returns in Polars `DataFrame` ([#37](https://github.com/avhz/RustQuant/pull/37))
- Update readme.
- Update readme.
- Update README.md
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update README.
- Update README.
- Update README
- Closed [#55](https://github.com/avhz/RustQuant/pull/55) (`autodiff` Graphviz update); working on logistic regression.
- Update readme
- Pre-publish commit: v0.0.20
- Add CHANGELOG and update readme.
- Readme and simple linear regression example.
- Update readme.
- Added examples.
- update readme
- update readme
- update readme
- Gradient Descent. Needs work.
- Update readme badges.
- Update README (cleaning up the stochastic process notation).
- Update README (cleaning up the stochastic process notation).
- Update readme (dynamics for HW and EV models)
- Update readme badges
- Merge pull request [#45](https://github.com/avhz/RustQuant/pull/45) from aatmunbaxi/impl-ho-lee
- Update README
- Update README.md
- Closing [#27](https://github.com/avhz/RustQuant/pull/27): download price history from Yahoo! Finance.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update readmme
- Update readmme
- Update Readme
- Update Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Added gamma, chi-squared, exponential distributions.
- Currencies
- Update readme
- Update readme.
- Pre-publish commit.
- Pre-publish commit.
- Update Readme
- Update readme.
- Pre-publish commit v0.0.11
- Added tanh-sinh quadrature.
- Pre-publish commit v0.0.9
- Update readme
- ....
- ....
- ...
- Lookback floating strike Monte Carlo pricer
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- need to do some short rate models
- need to do some short rate models
- need to do some short rate models
- need to do some short rate models
- norm dist struct
- norm dist struct
- norm dist struct
- update readme
- update readme
- update readme
- update readme
- update readme
- GitHub re-up
- ...
- ...
- ...
- ...
- ...
- Added tests for Greeks (still need Theta)
- updated readme
- Update readme
- Updated readme, added normpdf tests
- Updated readme, added normpdf tests
- Updated readme, added normpdf tests
- updated readme
- updated readme
- Added CRR, wrote some docs.
- Completed barrier option pricer, all tests pass.
- Update LICENSE
- Added option pricer files (need to complete).
- Updated README
## [0.2.10](https://github.com/avhz/RustQuant/releases/tag/RustQuant_data-v0.2.10) - 2024-10-28
### Fixed
- underscored whitespace between badges
- restructure `Money` module into `Instruments` and `Cashflows`
- fixed gbm paths
### Other
- release
- examples crate
- MAJOR RE-STRUCTURE INTO SUB-CRATES
- update readme
- Update README.md
- Add license scan report and status
- update module table and fix badge whitespaces, resolves [#249](https://github.com/avhz/RustQuant/pull/249)
- Update README.md
- Update README.md (expired Discord link)
- remove more unused dependencies.
- moved references to separate .md file
- Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383)
- Pre-publish commit: v0.0.34
- Update README.md
- Update README.md
- Update README.md
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update readme
- Update README.md
- Target `v0.1.0` rather than `v1.0.0`
- spelling fixes with typos
- Pre-publish commit: v0.0.28
- Update README and CHANGELOG.
- Update README
- Update README
- Update README
- Update README
- Pre-publish commit: v0.0.27
- Shields update.
- Shields update.
- Shields update.
- Shields update.
- Slight re-structure (remove utilities mod), statistics for Vec<f64>
- Working on `Cashflow` and `Leg`.
- 150+ currencies added.
- Added 150+ ISO 4217 currencies.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update README
- Compute returns in Polars `DataFrame` ([#37](https://github.com/avhz/RustQuant/pull/37))
- Update readme.
- Update readme.
- Update README.md
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update README.
- Update README.
- Update README
- Closed [#55](https://github.com/avhz/RustQuant/pull/55) (`autodiff` Graphviz update); working on logistic regression.
- Update readme
- Pre-publish commit: v0.0.20
- Add CHANGELOG and update readme.
- Readme and simple linear regression example.
- Update readme.
- Added examples.
- update readme
- update readme
- update readme
- Gradient Descent. Needs work.
- Update readme badges.
- Update README (cleaning up the stochastic process notation).
- Update README (cleaning up the stochastic process notation).
- Update readme (dynamics for HW and EV models)
- Update readme badges
- Merge pull request [#45](https://github.com/avhz/RustQuant/pull/45) from aatmunbaxi/impl-ho-lee
- Update README
- Update README.md
- Closing [#27](https://github.com/avhz/RustQuant/pull/27): download price history from Yahoo! Finance.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update readme.
- Update readmme
- Update readmme
- Update Readme
- Update Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Readme
- Added gamma, chi-squared, exponential distributions.
- Currencies
- Update readme
- Update readme.
- Pre-publish commit.
- Pre-publish commit.
- Update Readme
- Update readme.
- Pre-publish commit v0.0.11
- Added tanh-sinh quadrature.
- Pre-publish commit v0.0.9
- Update readme
- ....
- ....
- ...
- Lookback floating strike Monte Carlo pricer
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- updated README.md
- need to do some short rate models
- need to do some short rate models
- need to do some short rate models
- need to do some short rate models
- norm dist struct
- norm dist struct
- norm dist struct
- update readme
- update readme
- update readme
- update readme
- update readme
- GitHub re-up
- ...
- ...
- ...
- ...
- ...
- Added tests for Greeks (still need Theta)
- updated readme
- Update readme
- Updated readme, added normpdf tests
- Updated readme, added normpdf tests
- Updated readme, added normpdf tests
- updated readme
- updated readme
- Added CRR, wrote some docs.
- Completed barrier option pricer, all tests pass.
- Update LICENSE
- Added option pricer files (need to complete).
- Updated README
## [0.2.10](https://github.com/avhz/RustQuant/compare/RustQuant_data-v0.2.9...RustQuant_data-v0.2.10) - 2024-10-28
### Other
- examples crate
- MAJOR RE-STRUCTURE INTO SUB-CRATES