avhz / RustQuant

Rust library for quantitative finance.
https://avhz.github.io
Apache License 2.0
1.15k stars 134 forks source link

chore: release v0.2.8 #269

Closed github-actions[bot] closed 1 month ago

github-actions[bot] commented 1 month ago

🤖 New release

Changelog

## [0.2.8](https://github.com/avhz/RustQuant/compare/v0.2.7...v0.2.8) - 2024-10-16 ### Added - BarrierOption Payoff and Monte-Carlo ### Fixed - fix discount factor for Bachelier backend ### Other - *(https://github.com/avhz/RustQuant/pull/271)* temp fix for Polars/hashbrown issue - Merge pull request [#268](https://github.com/avhz/RustQuant/pull/268) from broadhed/267-bachelier-options-pricer-issue - Merge pull request [#266](https://github.com/avhz/RustQuant/pull/266) from avhz/dependabot/cargo/plotly-0.10.0 - Merge pull request [#265](https://github.com/avhz/RustQuant/pull/265) from avhz/dependabot/cargo/polars-0.43.1 - Merge pull request [#261](https://github.com/avhz/RustQuant/pull/261) from avhz/dependabot/cargo/ndarray-0.16.1 - add tests, fix impl - Add Netherlands calendar - monte-carlo example - vanilla option monte-carlo - vanilla option monte-carlo - market data - fix some comments


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