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@github-actions github-actions bot commented Apr 26, 2025

🤖 New release

  • RustQuant_utils: 0.4.0 -> 0.5.0 (✓ API compatible changes)
  • RustQuant_autodiff: 0.4.0 -> 0.5.0 (✓ API compatible changes)
  • RustQuant_cashflows: 0.4.0 -> 0.5.0 (✓ API compatible changes)
  • RustQuant_error: 0.4.0 -> 0.5.0 (⚠ API breaking changes)
  • RustQuant_iso: 0.4.0 -> 0.5.0
  • RustQuant_math: 0.4.0 -> 0.5.0 (✓ API compatible changes)
  • RustQuant_ml: 0.4.0 -> 0.5.0
  • RustQuant_time: 0.4.0 -> 0.5.0 (✓ API compatible changes)
  • RustQuant_stochastics: 0.4.0 -> 0.5.0 (✓ API compatible changes)
  • RustQuant_instruments: 0.4.0 -> 0.5.0
  • RustQuant_data: 0.4.0 -> 0.5.0
  • RustQuant_enums: 0.4.0 -> 0.5.0
  • RustQuant_portfolios: 0.4.0 -> 0.5.0
  • RustQuant_pricing: 0.4.0 -> 0.5.0
  • RustQuant_trading: 0.4.0 -> 0.5.0
  • RustQuant: 0.4.0 -> 0.5.0
  • RustQuant_models: 0.4.0 -> 0.5.0
  • RustQuant_pyo3: 0.1.0

RustQuant_error breaking changes

--- failure enum_variant_added: enum variant added on exhaustive enum ---

Description:
A publicly-visible enum without #[non_exhaustive] has a new variant.
        ref: https://doc.rust-lang.org/cargo/reference/semver.html#enum-variant-new
       impl: https://github.com/obi1kenobi/cargo-semver-checks/tree/v0.43.0/src/lints/enum_variant_added.ron

Failed in:
  variant RustQuantError:MutexPoison in /tmp/.tmp4sOu7P/RustQuant/crates/RustQuant_error/src/lib.rs:45
  variant RustQuantError:PyO3Error in /tmp/.tmp4sOu7P/RustQuant/crates/RustQuant_error/src/lib.rs:56
  variant RustQuantError:BSplineInvalidParameters in /tmp/.tmp4sOu7P/RustQuant/crates/RustQuant_error/src/lib.rs:121
  variant RustQuantError:BSplineOutsideOfRange in /tmp/.tmp4sOu7P/RustQuant/crates/RustQuant_error/src/lib.rs:125

--- failure enum_variant_missing: pub enum variant removed or renamed ---

Description:
A publicly-visible enum has at least one variant that is no longer available under its prior name. It may have been renamed or removed entirely.
        ref: https://doc.rust-lang.org/cargo/reference/semver.html#item-remove
       impl: https://github.com/obi1kenobi/cargo-semver-checks/tree/v0.43.0/src/lints/enum_variant_missing.ron

Failed in:
  variant RustQuantError::YahooError, previously in file /tmp/.tmpyUjP4q/RustQuant_error/src/lib.rs:48
  variant RustQuantError::PolarsError, previously in file /tmp/.tmpyUjP4q/RustQuant_error/src/lib.rs:52
Changelog

RustQuant_enums

0.5.0 - 2025-09-01

Fixed

  • pyo3 test/example errors on MacOS
  • underscored whitespace between badges
  • restructure Money module into Instruments and Cashflows
  • fixed gbm paths

Other

  • update README.md
  • update readme
  • Update README.md
  • Add license scan report and status
  • update module table and fix badge whitespaces, resolves Docs: Broken links to now reorganized money module #249
  • Update README.md
  • Update README.md (expired Discord link)
  • remove more unused dependencies.
  • moved references to separate .md file
  • Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383)
  • Pre-publish commit: v0.0.34
  • Update README.md
  • Update README.md
  • Update README.md
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update README.md
  • Target v0.1.0 rather than v1.0.0
  • spelling fixes with typos
  • Pre-publish commit: v0.0.28
  • Update README and CHANGELOG.
  • Update README
  • Update README
  • Update README
  • Update README
  • Pre-publish commit: v0.0.27
  • Shields update.
  • Shields update.
  • Shields update.
  • Shields update.
  • Slight re-structure (remove utilities mod), statistics for Vec
  • Working on Cashflow and Leg.
  • 150+ currencies added.
  • Added 150+ ISO 4217 currencies.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update README
  • Compute returns in Polars DataFrame (#37)
  • Update readme.
  • Update readme.
  • Update README.md
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update README.
  • Update README.
  • Update README
  • Closed autodiff::graphviz: make bgcolor="transparent"; for graphs. #55 (autodiff Graphviz update); working on logistic regression.
  • Update readme
  • Pre-publish commit: v0.0.20
  • Add CHANGELOG and update readme.
  • Readme and simple linear regression example.
  • Update readme.
  • Added examples.
  • update readme
  • update readme
  • update readme
  • Gradient Descent. Needs work.
  • Update readme badges.
  • Update README (cleaning up the stochastic process notation).
  • Update README (cleaning up the stochastic process notation).
  • Update readme (dynamics for HW and EV models)
  • Update readme badges
  • Merge pull request Implement Ho-Lee process #45 from aatmunbaxi/impl-ho-lee
  • Update README
  • Update README.md
  • Closing Implement Yahoo! Finance data download: price history.  #27: download price history from Yahoo! Finance.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readmme
  • Update readmme
  • Update Readme
  • Update Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Added gamma, chi-squared, exponential distributions.
  • Currencies
  • Update readme
  • Update readme.
  • Pre-publish commit.
  • Pre-publish commit.
  • Update Readme
  • Update readme.
  • Pre-publish commit v0.0.11
  • Added tanh-sinh quadrature.
  • Pre-publish commit v0.0.9
  • Update readme
  • ....
  • ....
  • ...
  • Lookback floating strike Monte Carlo pricer
  • updated README.md
  • updated README.md
  • updated README.md
  • updated README.md
  • updated README.md
  • updated README.md
  • updated README.md
  • need to do some short rate models
  • need to do some short rate models
  • need to do some short rate models
  • need to do some short rate models
  • norm dist struct
  • norm dist struct
  • norm dist struct
  • update readme
  • update readme
  • update readme
  • update readme
  • update readme
  • GitHub re-up
  • ...
  • ...
  • ...
  • ...
  • ...
  • Added tests for Greeks (still need Theta)
  • updated readme
  • Update readme
  • Updated readme, added normpdf tests
  • Updated readme, added normpdf tests
  • Updated readme, added normpdf tests
  • updated readme
  • updated readme
  • Added CRR, wrote some docs.
  • Completed barrier option pricer, all tests pass.
  • Update LICENSE
  • Added option pricer files (need to complete).
  • Updated README

RustQuant_pricing

0.5.0 - 2025-09-01

Fixed

  • pyo3 test/example errors on MacOS
  • underscored whitespace between badges
  • restructure Money module into Instruments and Cashflows
  • fixed gbm paths

Other

  • update README.md
  • update readme
  • Update README.md
  • Add license scan report and status
  • update module table and fix badge whitespaces, resolves Docs: Broken links to now reorganized money module #249
  • Update README.md
  • Update README.md (expired Discord link)
  • remove more unused dependencies.
  • moved references to separate .md file
  • Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383)
  • Pre-publish commit: v0.0.34
  • Update README.md
  • Update README.md
  • Update README.md
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update README.md
  • Target v0.1.0 rather than v1.0.0
  • spelling fixes with typos
  • Pre-publish commit: v0.0.28
  • Update README and CHANGELOG.
  • Update README
  • Update README
  • Update README
  • Update README
  • Pre-publish commit: v0.0.27
  • Shields update.
  • Shields update.
  • Shields update.
  • Shields update.
  • Slight re-structure (remove utilities mod), statistics for Vec
  • Working on Cashflow and Leg.
  • 150+ currencies added.
  • Added 150+ ISO 4217 currencies.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update README
  • Compute returns in Polars DataFrame (#37)
  • Update readme.
  • Update readme.
  • Update README.md
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update README.
  • Update README.
  • Update README
  • Closed autodiff::graphviz: make bgcolor="transparent"; for graphs. #55 (autodiff Graphviz update); working on logistic regression.
  • Update readme
  • Pre-publish commit: v0.0.20
  • Add CHANGELOG and update readme.
  • Readme and simple linear regression example.
  • Update readme.
  • Added examples.
  • update readme
  • update readme
  • update readme
  • Gradient Descent. Needs work.
  • Update readme badges.
  • Update README (cleaning up the stochastic process notation).
  • Update README (cleaning up the stochastic process notation).
  • Update readme (dynamics for HW and EV models)
  • Update readme badges
  • Merge pull request Implement Ho-Lee process #45 from aatmunbaxi/impl-ho-lee
  • Update README
  • Update README.md
  • Closing Implement Yahoo! Finance data download: price history.  #27: download price history from Yahoo! Finance.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readmme
  • Update readmme
  • Update Readme
  • Update Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Added gamma, chi-squared, exponential distributions.
  • Currencies
  • Update readme
  • Update readme.
  • Pre-publish commit.
  • Pre-publish commit.
  • Update Readme
  • Update readme.
  • Pre-publish commit v0.0.11
  • Added tanh-sinh quadrature.
  • Pre-publish commit v0.0.9
  • Update readme
  • ....
  • ....
  • ...
  • Lookback floating strike Monte Carlo pricer
  • updated README.md
  • updated README.md
  • updated README.md
  • updated README.md
  • updated README.md
  • updated README.md
  • updated README.md
  • need to do some short rate models
  • need to do some short rate models
  • need to do some short rate models
  • need to do some short rate models
  • norm dist struct
  • norm dist struct
  • norm dist struct
  • update readme
  • update readme
  • update readme
  • update readme
  • update readme
  • GitHub re-up
  • ...
  • ...
  • ...
  • ...
  • ...
  • Added tests for Greeks (still need Theta)
  • updated readme
  • Update readme
  • Updated readme, added normpdf tests
  • Updated readme, added normpdf tests
  • Updated readme, added normpdf tests
  • updated readme
  • updated readme
  • Added CRR, wrote some docs.
  • Completed barrier option pricer, all tests pass.
  • Update LICENSE
  • Added option pricer files (need to complete).
  • Updated README

RustQuant_models

0.5.0 - 2025-09-01

Fixed

  • underscored whitespace between badges
  • restructure Money module into Instruments and Cashflows
  • fixed gbm paths

Other

  • Refactor Calendar trait and related structs to a single Calendar struct #303 - refactored Calendar trait to struct
  • update README.md
  • update readme
  • Update README.md
  • Add license scan report and status
  • update module table and fix badge whitespaces, resolves Docs: Broken links to now reorganized money module #249
  • Update README.md
  • Update README.md (expired Discord link)
  • remove more unused dependencies.
  • moved references to separate .md file
  • Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383)
  • Pre-publish commit: v0.0.34
  • Update README.md
  • Update README.md
  • Update README.md
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update readme
  • Update README.md
  • Target v0.1.0 rather than v1.0.0
  • spelling fixes with typos
  • Pre-publish commit: v0.0.28
  • Update README and CHANGELOG.
  • Update README
  • Update README
  • Update README
  • Update README
  • Pre-publish commit: v0.0.27
  • Shields update.
  • Shields update.
  • Shields update.
  • Shields update.
  • Slight re-structure (remove utilities mod), statistics for Vec
  • Working on Cashflow and Leg.
  • 150+ currencies added.
  • Added 150+ ISO 4217 currencies.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update README
  • Compute returns in Polars DataFrame (#37)
  • Update readme.
  • Update readme.
  • Update README.md
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update README.
  • Update README.
  • Update README
  • Closed autodiff::graphviz: make bgcolor="transparent"; for graphs. #55 (autodiff Graphviz update); working on logistic regression.
  • Update readme
  • Pre-publish commit: v0.0.20
  • Add CHANGELOG and update readme.
  • Readme and simple linear regression example.
  • Update readme.
  • Added examples.
  • update readme
  • update readme
  • update readme
  • Gradient Descent. Needs work.
  • Update readme badges.
  • Update README (cleaning up the stochastic process notation).
  • Update README (cleaning up the stochastic process notation).
  • Update readme (dynamics for HW and EV models)
  • Update readme badges
  • Merge pull request Implement Ho-Lee process #45 from aatmunbaxi/impl-ho-lee
  • Update README
  • Update README.md
  • Closing Implement Yahoo! Finance data download: price history.  #27: download price history from Yahoo! Finance.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readme.
  • Update readmme
  • Update readmme
  • Update Readme
  • Update Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Readme
  • Added gamma, chi-squared, exponential distributions.
  • Currencies
  • Update readme
  • Update readme.
  • Pre-publish commit.
  • Pre-publish commit.
  • Update Readme
  • Update readme.
  • Pre-publish commit v0.0.11
  • Added tanh-sinh quadrature.
  • Pre-publish commit v0.0.9
  • Update readme
  • ....
  • ....
  • ...
  • Lookback floating strike Monte Carlo pricer
  • updated README.md
  • updated README.md
  • updated README.md
  • updated README.md
  • updated README.md
  • updated README.md
  • updated README.md
  • need to do some short rate models
  • need to do some short rate models
  • need to do some short rate models
  • need to do some short rate models
  • norm dist struct
  • norm dist struct
  • norm dist struct
  • update readme
  • update readme
  • update readme
  • update readme
  • update readme
  • GitHub re-up
  • ...
  • ...
  • ...
  • ...
  • ...
  • Added tests for Greeks (still need Theta)
  • updated readme
  • Update readme
  • Updated readme, added normpdf tests
  • Updated readme, added normpdf tests
  • Updated readme, added normpdf tests
  • updated readme
  • updated readme
  • Added CRR, wrote some docs.
  • Completed barrier option pricer, all tests pass.
  • Update LICENSE
  • Added option pricer files (need to complete).
  • Updated README

RustQuant_pyo3

0.1.0 - 2025-09-01

Added

  • PyO3 bindings initial work
  • add Heston and Bachelier models to AnalyticOptionPricer

Fixed

  • pyo3 test/example errors on MacOS

Other

  • katex header in sub-crates
  • Fixing tests.
  • models


This PR was generated with release-plz.

@github-actions github-actions bot changed the title chore: release v0.4.1 chore: release v0.5.0 Apr 26, 2025
@github-actions github-actions bot force-pushed the release-plz-2025-04-26T22-04-19Z branch 3 times, most recently from 79e0f70 to 243f75a Compare April 26, 2025 22:16
@github-actions github-actions bot force-pushed the release-plz-2025-04-26T22-04-19Z branch 6 times, most recently from be8fd48 to 35397ca Compare August 30, 2025 22:05
@github-actions github-actions bot changed the title chore: release v0.5.0 chore: release Aug 31, 2025
@github-actions github-actions bot force-pushed the release-plz-2025-04-26T22-04-19Z branch from 35397ca to 1d88ce6 Compare August 31, 2025 19:46
@github-actions github-actions bot force-pushed the release-plz-2025-04-26T22-04-19Z branch from 1d88ce6 to 218e3ac Compare September 1, 2025 22:31
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Docs: Broken links to now reorganized money module autodiff::graphviz: make bgcolor="transparent"; for graphs.
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