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feat: add bsm calibrator unstable and simplify calibrator
Rust #190: Commit 1edcce9 pushed by dancixx
October 13, 2024 19:11 12m 29s main
October 13, 2024 19:11 12m 29s
feat: update docs
Rust #189: Commit 62a6437 pushed by dancixx
October 12, 2024 22:30 11m 45s main
October 12, 2024 22:30 11m 45s
feat: add bsm pricer and calibrator struct
Rust #188: Commit b0e2c22 pushed by dancixx
October 12, 2024 17:05 12m 10s main
October 12, 2024 17:05 12m 10s
fix: compile errors
Rust #187: Commit ecbb998 pushed by dancixx
October 12, 2024 16:44 11m 53s main
October 12, 2024 16:44 11m 53s
fix: warnings
Rust #186: Commit 8513041 pushed by dancixx
October 12, 2024 16:24 12m 10s main
October 12, 2024 16:24 12m 10s
feat: fix pricer
CI #8: Commit 5b4da81 pushed by dancixx
October 10, 2024 21:20 9m 25s main
October 10, 2024 21:20 9m 25s
feat: fix pricer
Rust #185: Commit 5b4da81 pushed by dancixx
October 10, 2024 21:20 11m 41s main
October 10, 2024 21:20 11m 41s
feat: rework pricer
CI #7: Commit d83cfa2 pushed by dancixx
October 10, 2024 21:16 5m 5s main
October 10, 2024 21:16 5m 5s
feat: rework pricer
Rust #184: Commit d83cfa2 pushed by dancixx
October 10, 2024 21:16 7m 46s main
October 10, 2024 21:16 7m 46s
feat: calculate iv from bs
CI #6: Commit 78acd85 pushed by dancixx
October 10, 2024 21:09 5m 48s main
October 10, 2024 21:09 5m 48s
feat: calculate iv from bs
Rust #183: Commit 78acd85 pushed by dancixx
October 10, 2024 21:09 11m 38s main
October 10, 2024 21:09 11m 38s
chore: remove imports
Rust #182: Commit fda9c03 pushed by dancixx
October 10, 2024 19:42 12m 6s main
October 10, 2024 19:42 12m 6s
chore: remove imports
CI #5: Commit fda9c03 pushed by dancixx
October 10, 2024 19:42 4m 25s main
October 10, 2024 19:42 4m 25s
feat: update heston calibrator
Rust #181: Commit 03dc80e pushed by dancixx
October 9, 2024 21:29 11m 48s main
October 9, 2024 21:29 11m 48s
feat: update heston calibrator
CI #4: Commit 03dc80e pushed by dancixx
October 9, 2024 21:29 5m 19s main
October 9, 2024 21:29 5m 19s
chore: reorganize heston calibration
CI #3: Commit d48d52e pushed by dancixx
October 9, 2024 20:31 7m 43s main
October 9, 2024 20:31 7m 43s
chore: reorganize heston calibration
Rust #180: Commit d48d52e pushed by dancixx
October 9, 2024 20:31 12m 25s main
October 9, 2024 20:31 12m 25s
chore update maturin settings
Rust #179: Commit 7461282 pushed by dancixx
October 8, 2024 21:40 11m 58s main
October 8, 2024 21:40 11m 58s
chore update maturin settings
CI #2: Commit 7461282 pushed by dancixx
October 8, 2024 21:40 8m 15s main
October 8, 2024 21:40 8m 15s
feat: init python binding
CI #1: Commit 7c79b39 pushed by dancixx
October 8, 2024 21:17 12m 5s main
October 8, 2024 21:17 12m 5s
feat: init python binding
Rust #178: Commit 7c79b39 pushed by dancixx
October 8, 2024 21:17 11m 57s main
October 8, 2024 21:17 11m 57s
feat: add isonormal generator
Rust #177: Commit 006dc89 pushed by dancixx
October 8, 2024 17:40 12m 23s main
October 8, 2024 17:40 12m 23s
fix: mallavin derivates
Rust #176: Commit 6c3d25e pushed by dancixx
October 8, 2024 10:09 12m 1s main
October 8, 2024 10:09 12m 1s
fix: malliavin derivative calculations
Rust #175: Commit 516e58a pushed by dancixx
October 8, 2024 08:49 11m 53s main
October 8, 2024 08:49 11m 53s
fix: ad some idx fix
Rust #174: Commit b492096 pushed by dancixx
October 7, 2024 21:31 11m 45s main
October 7, 2024 21:31 11m 45s