issues
search
avhz
/
RustQuant
Rust library for quantitative finance.
https://avhz.github.io
Apache License 2.0
1.15k
stars
134
forks
source link
issues
Newest
Newest
Most commented
Recently updated
Oldest
Least commented
Least recently updated
chore: release v0.4.0
#290
github-actions[bot]
closed
1 day ago
0
Basic support for Israel (Jewish) Calander
#289
nadav7679
closed
4 days ago
7
chore: release v0.3.1
#288
github-actions[bot]
closed
1 week ago
0
Improve Doc Tests
#287
matormentor
closed
1 week ago
1
added Mexico calendar and tests
#286
matormentor
closed
2 weeks ago
1
chore: release v0.3.0
#285
github-actions[bot]
closed
2 weeks ago
0
chore: release v0.2.12
#284
github-actions[bot]
closed
3 weeks ago
0
chore: release v0.2.12
#283
github-actions[bot]
closed
3 weeks ago
0
Merge `subcrates` branch into `main`.
#282
avhz
closed
3 weeks ago
0
chore: release v0.2.12
#281
github-actions[bot]
closed
3 weeks ago
0
chore: release v0.2.11
#280
github-actions[bot]
closed
3 weeks ago
0
chore: release v0.2.11
#279
github-actions[bot]
closed
3 weeks ago
0
chore: release v0.2.10
#278
github-actions[bot]
closed
3 weeks ago
0
chore: release
#277
github-actions[bot]
closed
3 weeks ago
0
chore: release v0.2.10
#276
github-actions[bot]
closed
3 weeks ago
0
build(deps): update polars requirement from 0.43.1 to 0.44.0
#275
dependabot[bot]
closed
3 weeks ago
1
chore: release v0.2.9
#274
github-actions[bot]
closed
3 weeks ago
0
build(deps): update hashbrown requirement from =0.14.5 to =0.15.0
#273
dependabot[bot]
closed
4 weeks ago
1
Finite-difference pricer tests failing.
#272
avhz
opened
1 month ago
2
Run a simple example error[E0599]
#271
flhred
closed
1 month ago
2
Monte-Carlo Engine, seed parameter implementation and new numerical schemes for SDEs
#270
yfnaji
opened
1 month ago
2
chore: release v0.2.8
#269
github-actions[bot]
closed
1 month ago
0
Fix for Modified Bachelier pricing. Closes #267
#268
broadhed
closed
1 month ago
0
Bachelier Options Pricer Issue
#267
broadhed
closed
1 month ago
3
build(deps): update plotly requirement from 0.9.0 to 0.10.0
#266
dependabot[bot]
closed
1 month ago
0
build(deps): update polars requirement from 0.41.1 to 0.43.1
#265
dependabot[bot]
closed
1 month ago
0
build(deps): update polars requirement from 0.41.1 to 0.43.0
#264
dependabot[bot]
closed
2 months ago
1
Add Netherlands calendar
#263
van-sprundel
closed
2 months ago
1
build(deps): update ndrustfft requirement from 0.4.0 to 0.5.0
#262
dependabot[bot]
closed
1 month ago
1
build(deps): update ndarray requirement from 0.15.0 to 0.16.1
#261
dependabot[bot]
closed
1 month ago
0
build(deps): update polars requirement from 0.41.1 to 0.42.0
#260
dependabot[bot]
closed
2 months ago
1
chore: release v0.2.8
#259
github-actions[bot]
closed
1 month ago
0
Market data
#258
avhz
closed
3 months ago
0
chore: release v0.2.8
#257
github-actions[bot]
closed
3 months ago
0
chore: fix some comments
#256
pkucode
closed
3 months ago
1
build(deps): update ndarray requirement from 0.15.0 to 0.16.0
#255
dependabot[bot]
closed
3 months ago
1
build(deps): update ndarray-rand requirement from 0.14.0 to 0.15.0
#254
dependabot[bot]
closed
3 months ago
1
chore: release v0.2.7
#253
github-actions[bot]
closed
3 months ago
0
Add license scan report and status
#252
fossabot
closed
3 months ago
4
chore: release v0.2.7
#251
github-actions[bot]
closed
3 months ago
0
docs: update module table and fix badge whitespaces, resolves #249
#250
oberrich
closed
4 months ago
1
Docs: Broken links to now reorganized `money` module
#249
oberrich
closed
4 months ago
0
chore: release v0.2.7
#248
github-actions[bot]
closed
4 months ago
0
Implement `Exercise` type.
#247
avhz
opened
4 months ago
0
Implement `Payoff` trait for defining custom payoffs for use in Monte-Carlo pricing.
#246
avhz
closed
3 months ago
0
Pricers: Re-work `instruments::options` module.
#245
avhz
opened
4 months ago
0
Implementation of the Milstein Scheme + a Monte Carlo Engine
#244
yfnaji
opened
4 months ago
2
chore: release v0.2.7
#243
github-actions[bot]
closed
4 months ago
0
chore: release v0.2.7
#242
github-actions[bot]
closed
4 months ago
0
fix format issues
#241
joaquinbejar
closed
4 months ago
1
Next