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Added dea and cds option Rust #52: Commit 7106677 pushed by siddharthqs
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FD/ADI floors and dividend fixes, MC route dedups, the model NaN vali… Rust #51: Commit dc12040 pushed by siddharthqs
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added logo Rust #50: Commit 5e6e1e6 pushed by siddharthqs
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updated readme Rust #49: Commit 3c5e85f pushed by siddharthqs
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added commodity average price option Rust #48: Commit 3bf8f15 pushed by siddharthqs
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included Fed fund future and SOFR future Rust #47: Commit 7ddc9a3 pushed by siddharthqs
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refactor files, chooser option and ran clippy Rust #46: Commit 5d82b24 pushed by siddharthqs
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refactor monte carlo and naming Rust #45: Commit d92a0e3 pushed by siddharthqs
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Refector build and panic fixes. Rust #44: Commit cbb645c pushed by siddharthqs
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Enabling American/Bermudan exercise under Heston: LSMC on QE paths wi… Rust #43: Commit 1ab9eb6 pushed by siddharthqs
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Refector autocallable,quote and added risk ladder Rust #42: Commit 1bbab77 pushed by siddharthqs
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Refector autocallable,quote and added risk ladder Rust #41: Commit 1bbab77 pushed by siddharthqs
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Refactor monte carlo and added process Rust #40: Commit caa99e2 pushed by siddharthqs
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Added logging Rust #39: Commit f0e56ed pushed by siddharthqs
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Refactor code to add market data and bump market data Rust #38: Commit 977f567 pushed by siddharthqs
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binomial tree analysis Rust #37: Commit 295f979 pushed by siddharthqs
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Added calendar and fourier cosine series Rust #36: Commit 97e70ac pushed by siddharthqs
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Added variance swaps, accumulator and cholesky Rust #35: Commit c69f56b pushed by siddharthqs
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Add typed error model: RustyQLibError via thiserror Rust #34: Commit c6748c5 pushed by siddharthqs
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Fix CI: commit Cargo.toml with toml dependency and lowercase package … Rust #33: Commit ef50ed1 pushed by siddharthqs
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Added variance swaps, accumulator and cholesky Rust #32: Commit c69f56b pushed by siddharthqs
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Added analytical american option and refactor core Rust #31: Commit 0995c47 pushed by siddharthqs
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Added vanna and charm Rust #30: Commit fbfbfa2 pushed by siddharthqs
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Added Options on Futures Rust #29: Commit 129c08e pushed by siddharthqs
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added xml support to the library Rust #28: Commit 9c95e3d pushed by siddharthqs
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