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released this 09 Mar 05:31
· 18 commits to main since this release
0.18.0
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Release/0.18.0 (#531)

  • ENH: Add pfhedge.__version__ support (#514)

  • ENH: Add Black-Scholes formulas as functional (#489) (#506)

  • ENH: Add end_index to forward start payoff functional (#518)

  • ENH: Add clauses, named_clauses to derivative (#520)

  • ENH: implicit args for Black-Scholes modules (#516)

  • ENH: Add bilinear interpolation function bilerp (close #523) (#527)

  • ENH: Add .float16(), .float32(), .float64() to Instrument (#524)

  • BUG: Stop assigning arbitrary strike to autogreek.delta (#517)

  • DOC: Update functional documentations (#508)

  • DOC: Add note on discrete/continuous monitoring (#513)

  • DOC: Add note on adding clause (#515)

  • DOC: Elaborate documentation on payoff (#519)

  • MAINT: Refactor BlackScholes module using factory (close #509) (#510)

  • MAINT: Miscellaneous refactoring (#507) (#521) (#525)

  • CHORE: Run Publish action on release (#504)

  • Bumping version from 0.17.0 to 0.18.0 (#532)

Co-authored-by: Masanori HIRANO [email protected]
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>

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