Releases: rcalxrc08/FinancialMonteCarlo.jl
Releases · rcalxrc08/FinancialMonteCarlo.jl
v0.3.2
FinancialMonteCarlo v0.3.2
Diff since v0.3.1
Merged pull requests:
- CompatHelper: add new compat entry for Statistics at version 1, (keep existing compat) (#13) (@github-actions[bot])
- CompatHelper: bump compat for Interpolations to 0.15, (keep existing compat) (#14) (@github-actions[bot])
Closed issues:
- Use ifelse in payoff computation for AD friendly code (#10)
- Make assertions to be ignored by AD packages (#11)
v0.3.0
FinancialMonteCarlo v0.3.0
Diff since v0.2.2
Merged pull requests:
- CompatHelper: bump compat for Interpolations to 0.14, (keep existing compat) (#6) (@github-actions[bot])
Closed issues:
- Simulate Geometric Brownian Motion (#4)
- Most of the types should be immutable (#8)
- Custom broadcasting is suboptimal (#9)
v0.2.1
FinancialMonteCarlo v0.2.1
Diff since v0.2.0
Merged pull requests:
- CompatHelper: bump compat for StatsFuns to 1, (keep existing compat) (#5) (@github-actions[bot])
v0.2.0
FinancialMonteCarlo v0.2.0
Diff since v0.1.0
Closed issues:
- when will this package be registered? (#1)
v0.1.0
FinancialMonteCarlo v0.1.0
Closed issues: