Roadmap to `v1` - Githubissues

avhz / RustQuant

Rust library for quantitative finance.

https://avhz.github.io

Apache License 2.0

1.13k stars 131 forks source link

Roadmap to `v1` #187

Open avhz opened 8 months ago

avhz commented 8 months ago

This is the roadmap for getting RustQuant to a solid v1.

High priority to-do list:

[ ] #245
[ ] #88
[x] #188
[ ] #141
[ ] #5
[x] #246
[ ] #247
[ ] #143
[ ] #14

Low priority to-do list:

[ ] #26 (prune dependencies where possible, for example)
[ ] Implement a new MultiFactorStochasticProcess that can implement multi-factor models, such as Heston, SABR, Libor Market Model, Chen Model, etc.

Notes:

Make use of #[derive(derive_builder::Builder)] where it makes sense, such as for building financial instruments. This also has the benefit of providing default arguments.

willco-1 commented 5 months ago

can you assign some stuff on here to me? preferably some of the easier odds and ends, but if you had some notes and hints i could try one of the harder ones. Cheers.