0.9.0

Release/0.9.0 (#215)

• BUG: Fix time_to_maturity mismatch (close #211) (#214)

• ENH: Add VarianceSwap (close #127) (#207)

• DOC: Fix code blocks in docstrings (#199)

• MAINT: Use disable in tqdm (#209)

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0.8.1

Release/0.8.1 (#205)

• ENH: Add volatility to HestonStock (#201)

• Change default value of sigma in Heston and CIR (close #203) (#204) (Thank you, @masanorihirano !)

• DOC: Document buffers of primary instruments (#200)

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Release/0.8.1 (#205)

0.8.0

• API: Unify to init_state (close #189) (#193)

• API: Add Derivative.ul() as an alias to underlier (close #183) (#195)

• MAINT: Introduce and tame mypy (close #190) (#191)

• MAINT: Add type check to CI (close #190) (#192)

• MAINT: Refactor generate_cir (#194)

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0.7.5

• BUG: Fix invalid time series of CIR process (close #182) (#186) (Thank you, @masanorihirano !)

• DOC: Add missing dt to generate_cir (#186)

• DOC: Update an example in README.md (#181)

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0.7.4

• DOC: Mention simulation method of CIR and Heston processes #173 (#174)

• DOC: Add reference to BS price formula #129 (#175)

• DOC: Fix typo in BSEuropeanOption docstring (close #164) (#177)

• DOC: Add equations to docstrings of brownian motion (close #138) (#178)

v0.7.3

• ENH: Add moneyness(), log_moneyness(), time_to_maturity() to Options (close #165) (#167)

• ENH: Fix default init state of HestonStock (#161)

• GITHUB: Fix GitHub Actions (#162)

• REF: Add typing and refactor (#163) (#160)

v0.7.2

• ENH: Add Instrument.cpu() (close #144) (#150)

• ENH: Add Instrument.cuda() (close #145) (#151)

• ENH: Add Instrument.float() (close #146) (#153)

• ENH: Add Instrument.double() (close #147) (#154)

• ENH: Add Instrument.half() (close #148) (#155)

• ENH: Add Instrument.bfloat16() (close #149) (#156)

v0.7.1

• BUG: Fix #140 (#141)

v0.7.0

• ENH: Add HestonStock (close #126) (#131)

v0.6.2

• BUG: Fix default time horizon (#120)

• Create CONTRIBUTING.md (close #114) (#122)