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avhz
/
RustQuant
Rust library for quantitative finance.
https://docs.rs/RustQuant
Apache License 2.0
950
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101
forks
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Create macro for generating ISO_4217 standard.
#240
MeetThePatel
opened
1 day ago
0
chore: release v0.2.7
#239
github-actions[bot]
opened
3 days ago
0
chore: release v0.2.6
#238
github-actions[bot]
closed
3 days ago
0
chore: release v0.2.6
#237
github-actions[bot]
closed
3 days ago
0
chore: release v0.2.5
#236
github-actions[bot]
closed
1 week ago
0
Fixed the exponential interpolator
#235
MeetThePatel
closed
1 week ago
1
chore: release v0.2.5
#234
github-actions[bot]
closed
1 week ago
0
Test test_cashflows::test_non_matching_dates_add Fails with SIGABRT Signal
#233
joaquinbejar
opened
1 week ago
1
Unable to Call YahooConnector Methods Due to Result Type Handling after upgrade yahoo_finance_api v2.1.0 to v2.2.0
#232
joaquinbejar
closed
1 week ago
2
chore: release v0.2.5
#231
github-actions[bot]
closed
1 week ago
0
feat: Add Makefile for common project tasks and pre-push checks
#230
joaquinbejar
closed
1 week ago
1
Fix/remove warnings
#229
joaquinbejar
closed
1 week ago
0
build(deps): update polars requirement from 0.39.2 to 0.41.1
#228
dependabot[bot]
closed
1 week ago
1
build(deps): update nalgebra requirement from 0.32.0 to 0.33.0
#227
dependabot[bot]
closed
1 week ago
1
Implement Cashflow Schedule Generation in Time Module for Pricing Models and Instruments
#226
joaquinbejar
opened
2 weeks ago
2
chore: release v0.2.5
#225
github-actions[bot]
closed
1 week ago
0
Discord link has been expire
#224
DraperHXY
closed
3 weeks ago
1
build(deps): update statrs requirement from 0.16.0 to 0.17.1
#223
dependabot[bot]
closed
3 weeks ago
0
build(deps): update polars requirement from 0.39.2 to 0.40.0
#222
dependabot[bot]
closed
1 month ago
1
Finite difference pricer adjustments
#221
yfnaji
closed
3 days ago
4
chore: release v0.2.5
#220
github-actions[bot]
closed
2 months ago
0
chore: release v0.2.5
#219
github-actions[bot]
closed
2 months ago
0
chore: release v0.2.5
#218
github-actions[bot]
closed
2 months ago
0
chore: release v0.2.4
#217
github-actions[bot]
closed
2 months ago
0
build(deps): update polars requirement from 0.38.1 to 0.39.2
#216
dependabot[bot]
closed
2 months ago
1
x86_64-pc-windows-gnu vs x86_64-pc-windows-msvc
#215
harry4939
closed
1 month ago
8
build(deps): update polars requirement from 0.38.1 to 0.39.1
#214
dependabot[bot]
closed
2 months ago
1
build(deps): update polars requirement from 0.38.1 to 0.39.0
#213
dependabot[bot]
closed
2 months ago
1
Finite Difference Pricer with nalgebra
#212
yfnaji
closed
2 months ago
1
Finite Difference Pricer using heap allocated vectors
#211
yfnaji
closed
2 months ago
2
Merge pull request #1 from avhz/main
#210
Aditya-dom
closed
3 months ago
0
CI/CD: GitHub Action `cargo_test` runs out of space on device.
#209
avhz
closed
3 months ago
0
chore: release v0.2.4
#208
github-actions[bot]
closed
3 months ago
0
chore: release v0.2.3
#207
github-actions[bot]
closed
3 months ago
0
chore: release v0.2.3
#206
github-actions[bot]
closed
3 months ago
0
feat: Add portfolio.position_weights()
#205
y5
closed
2 months ago
2
chore: release v0.2.2
#204
github-actions[bot]
closed
3 months ago
0
Inconsistency between code and documentation
#203
YichiZhang0613
closed
3 months ago
1
chore: release v0.2.1
#202
github-actions[bot]
closed
3 months ago
0
chore: release v0.2.0
#201
github-actions[bot]
closed
3 months ago
0
chore: release v0.2.0
#200
github-actions[bot]
closed
3 months ago
0
chore: release v0.1.1
#199
github-actions[bot]
closed
4 months ago
0
chore: release v0.0.50
#198
github-actions[bot]
closed
4 months ago
0
chore: release v0.0.50
#197
github-actions[bot]
closed
4 months ago
0
Generalized Black-Scholes (GBS) model in Rust.
#196
Aditya-dom
closed
4 months ago
2
decision tree algorithm for machine learning
#195
Aditya-dom
closed
4 months ago
4
chore(deps): update polars requirement from 0.37.0 to 0.38.1
#194
dependabot[bot]
closed
4 months ago
1
feat: add singapre calendar
#193
qiweiii
closed
4 months ago
1
Fix Gaussian statistics. Convention used here is self.variance = sigma^2
#192
aatmunbaxi
closed
4 months ago
1
doc.rs failed to build
#191
qiweiii
closed
2 months ago
1
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