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‎Cargo.toml‎

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[workspace.package]
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authors = ["avhz <RustQuantContact@gmail.com>"]
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description = "A Rust library for quantitative finance."
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version = "0.4.0"
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version = "0.5.0"
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edition = "2021"
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readme = "README.md"
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repository = "https://github.com/avhz/RustQuant"
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[workspace.dependencies]
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## RustQuant Crates
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RustQuant_autodiff = { version = "0.4.0", path = "crates/RustQuant_autodiff" }
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RustQuant_cashflows = { version = "0.4.0", path = "crates/RustQuant_cashflows" }
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RustQuant_data = { version = "0.4.0", path = "crates/RustQuant_data" }
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RustQuant_enums = { version = "0.4.0", path = "crates/RustQuant_enums" }
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RustQuant_error = { version = "0.4.0", path = "crates/RustQuant_error" }
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RustQuant_instruments = { version = "0.4.0", path = "crates/RustQuant_instruments" }
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RustQuant_iso = { version = "0.4.0", path = "crates/RustQuant_iso" }
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RustQuant_math = { version = "0.4.0", path = "crates/RustQuant_math" }
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RustQuant_models = { version = "0.4.0", path = "crates/RustQuant_models" }
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RustQuant_ml = { version = "0.4.0", path = "crates/RustQuant_ml" }
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RustQuant_portfolios = { version = "0.4.0", path = "crates/RustQuant_portfolios" }
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RustQuant_pricing = { version = "0.4.0", path = "crates/RustQuant_pricing" }
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RustQuant_stochastics = { version = "0.4.0", path = "crates/RustQuant_stochastics" }
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RustQuant_time = { version = "0.4.0", path = "crates/RustQuant_time" }
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RustQuant_trading = { version = "0.4.0", path = "crates/RustQuant_trading" }
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RustQuant_utils = { version = "0.4.0", path = "crates/RustQuant_utils" }
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RustQuant_autodiff = { version = "0.5.0", path = "crates/RustQuant_autodiff" }
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RustQuant_cashflows = { version = "0.5.0", path = "crates/RustQuant_cashflows" }
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RustQuant_data = { version = "0.5.0", path = "crates/RustQuant_data" }
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RustQuant_enums = { version = "0.5.0", path = "crates/RustQuant_enums" }
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RustQuant_error = { version = "0.5.0", path = "crates/RustQuant_error" }
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RustQuant_instruments = { version = "0.5.0", path = "crates/RustQuant_instruments" }
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RustQuant_iso = { version = "0.5.0", path = "crates/RustQuant_iso" }
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RustQuant_math = { version = "0.5.0", path = "crates/RustQuant_math" }
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RustQuant_models = { version = "0.5.0", path = "crates/RustQuant_models" }
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RustQuant_ml = { version = "0.5.0", path = "crates/RustQuant_ml" }
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RustQuant_portfolios = { version = "0.5.0", path = "crates/RustQuant_portfolios" }
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RustQuant_pricing = { version = "0.5.0", path = "crates/RustQuant_pricing" }
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RustQuant_stochastics = { version = "0.5.0", path = "crates/RustQuant_stochastics" }
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RustQuant_time = { version = "0.5.0", path = "crates/RustQuant_time" }
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RustQuant_trading = { version = "0.5.0", path = "crates/RustQuant_trading" }
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RustQuant_utils = { version = "0.5.0", path = "crates/RustQuant_utils" }
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## External Crates
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argmin = "0.10.0" # https://docs.rs/argmin/latest/argmin/

‎bindings/CHANGELOG.md‎

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# Changelog
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All notable changes to this project will be documented in this file.
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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## [Unreleased]
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## [0.1.0](https://github.com/avhz/RustQuant/releases/tag/RustQuant_pyo3-v0.1.0) - 2026-01-14
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### Added
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- PyO3 bindings initial work
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- add Heston and Bachelier models to AnalyticOptionPricer
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### Fixed
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- pyo3 test/example errors on MacOS
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### Other
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- katex header in sub-crates
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- Fixing tests.
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- `models`

‎crates/RustQuant_autodiff/CHANGELOG.md‎

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## [Unreleased]
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## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_autodiff-v0.4.0...RustQuant_autodiff-v0.5.0) - 2026-01-14
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### Other
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- Merge pull request #300 from lifechange777/patch-4
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- remove unused deps
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## [0.3.1](https://github.com/avhz/RustQuant/compare/RustQuant_autodiff-v0.3.0...RustQuant_autodiff-v0.3.1) - 2024-11-10
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‎crates/RustQuant_cashflows/CHANGELOG.md‎

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## [Unreleased]
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## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_cashflows-v0.4.0...RustQuant_cashflows-v0.5.0) - 2026-01-14
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### Fixed
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- fix reset function, add documentation
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### Other
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- Update README.md
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- correct import in doc tests
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- small doc adaptation according to the fix
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- documentation improvement of set_value
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## [0.3.1](https://github.com/avhz/RustQuant/compare/RustQuant_cashflows-v0.3.0...RustQuant_cashflows-v0.3.1) - 2024-11-10
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‎crates/RustQuant_enums/CHANGELOG.md‎

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# Changelog
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All notable changes to this project will be documented in this file.
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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## [Unreleased]
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## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_enums-v0.4.0...RustQuant_enums-v0.5.0) - 2026-01-14
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### Fixed
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- pyo3 test/example errors on MacOS
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- underscored whitespace between badges
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- restructure `Money` module into `Instruments` and `Cashflows`
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- fixed gbm paths
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### Other
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- Merge pull request #300 from lifechange777/patch-4
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- update README.md
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- update readme
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- Update README.md
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- Add license scan report and status
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- update module table and fix badge whitespaces, resolves #249
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- Update README.md
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- Update README.md (expired Discord link)
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- remove more unused dependencies.
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- moved references to separate .md file
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- Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383)
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- Pre-publish commit: v0.0.34
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- Update README.md
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- Update README.md
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- Update README.md
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- Update readme
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- Update readme
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- Update readme
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- Update readme
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- Update readme
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- Update readme
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- Update readme
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- Update readme
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- Update readme
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- Update readme
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- Update README.md
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- Target `v0.1.0` rather than `v1.0.0`
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- spelling fixes with typos
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- Pre-publish commit: v0.0.28
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- Update README and CHANGELOG.
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- Update README
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- Update README
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- Update README
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- Update README
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- Pre-publish commit: v0.0.27
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- Shields update.
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- Shields update.
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- Shields update.
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- Shields update.
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- Slight re-structure (remove utilities mod), statistics for Vec<f64>
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- Working on `Cashflow` and `Leg`.
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- 150+ currencies added.
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- Added 150+ ISO 4217 currencies.
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- Update readme.
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- Update readme.
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- Update readme.
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- Update readme.
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- Update README
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- Compute returns in Polars `DataFrame` ([#37](https://github.com/avhz/RustQuant/pull/37))
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- Update readme.
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- Update readme.
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- Update README.md
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- Update readme.
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- Update readme.
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- Update readme.
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- Update readme.
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- Update README.
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- Update README.
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- Update README
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- Closed #55 (`autodiff` Graphviz update); working on logistic regression.
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- Update readme
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- Pre-publish commit: v0.0.20
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- Add CHANGELOG and update readme.
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- Readme and simple linear regression example.
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- Update readme.
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- Added examples.
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- update readme
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- update readme
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- update readme
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- Gradient Descent. Needs work.
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- Update readme badges.
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- Update README (cleaning up the stochastic process notation).
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- Update README (cleaning up the stochastic process notation).
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- Update readme (dynamics for HW and EV models)
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- Update readme badges
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- Merge pull request #45 from aatmunbaxi/impl-ho-lee
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- Update README
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- Update README.md
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- Closing #27: download price history from Yahoo! Finance.
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- Update readme.
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- Update readme.
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- Update readme.
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- Update readme.
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- Update readme.
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- Update readmme
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- Update readmme
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- Update Readme
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- Update Readme
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- Readme
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- Readme
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- Readme
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- Readme
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- Readme
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- Readme
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- Readme
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- Readme
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- Readme
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- Added gamma, chi-squared, exponential distributions.
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- Currencies
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- Update readme
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- Update readme.
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- Pre-publish commit.
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- Pre-publish commit.
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- Update Readme
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- Update readme.
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- Pre-publish commit v0.0.11
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- Added tanh-sinh quadrature.
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- Pre-publish commit v0.0.9
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- Update readme
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- ....
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- ....
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- ...
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- Lookback floating strike Monte Carlo pricer
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- updated README.md
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- updated README.md
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- updated README.md
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- updated README.md
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- updated README.md
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- updated README.md
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- updated README.md
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- need to do some short rate models
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- need to do some short rate models
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- need to do some short rate models
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- need to do some short rate models
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- norm dist struct
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- norm dist struct
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- norm dist struct
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- update readme
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- update readme
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- update readme
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- update readme
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- update readme
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- GitHub re-up
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- ...
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- ...
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- Added tests for Greeks (still need Theta)
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- updated readme
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- Update readme
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- Updated readme, added normpdf tests
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- Updated readme, added normpdf tests
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- Updated readme, added normpdf tests
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- updated readme
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- updated readme
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- Added CRR, wrote some docs.
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- Completed barrier option pricer, all tests pass.
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- Update LICENSE
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- Added option pricer files (need to complete).
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- Updated README

‎crates/RustQuant_error/CHANGELOG.md‎

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## [Unreleased]
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## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_error-v0.4.0...RustQuant_error-v0.5.0) - 2026-01-14
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### Added
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- PyO3 bindings initial work
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### Fixed
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- pyo3 test/example errors on MacOS
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### Other
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- Merge pull request #300 from lifechange777/patch-4
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- remove unused deps
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- remove plotters and polars deps
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- remove plotters and polars deps
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- Define errors specific to B-Spline implementation
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## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_error-v0.2.11...RustQuant_error-v0.2.12) - 2024-10-29
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‎crates/RustQuant_iso/CHANGELOG.md‎

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## [Unreleased]
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## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_iso-v0.4.0...RustQuant_iso-v0.5.0) - 2026-01-14
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### Other
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- Update README.md
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## [0.4.0](https://github.com/avhz/RustQuant/compare/RustQuant_iso-v0.3.1...RustQuant_iso-v0.4.0) - 2024-11-22
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‎crates/RustQuant_math/CHANGELOG.md‎

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## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_math-v0.4.0...RustQuant_math-v0.5.0) - 2026-01-14
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### Added
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- PyO3 bindings initial work
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### Other
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- Merge pull request #300 from lifechange777/patch-4
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- remove plotters and polars deps
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- Amend unit tests to ensure correct error message is prompted
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- Remove unnecessary cloning in tests
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- Create b_spline submodule + make struct publicly accessible
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- Amend traits to utilise AddAssign operation + provide ability to display InterpolationIndex (for BSplineOutsideOfRange error)
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- Unit tests
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- Implement Interpolator trait for BSplineInterpolator struct
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- Define B-Spline struct, constructor + method for the Cox de Boor algorithm
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## [0.3.1](https://github.com/avhz/RustQuant/compare/RustQuant_math-v0.3.0...RustQuant_math-v0.3.1) - 2024-11-10
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‎crates/RustQuant_ml/CHANGELOG.md‎

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## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_ml-v0.4.0...RustQuant_ml-v0.5.0) - 2026-01-14
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### Other
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- Merge pull request #300 from lifechange777/patch-4
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- Merge branch 'main' into ridge-reg
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- Remove redundant variable
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- Create unit tests
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- Implementations for constructor, fitting and create output struct
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- Create module + struct
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## [0.3.1](https://github.com/avhz/RustQuant/compare/RustQuant_ml-v0.3.0...RustQuant_ml-v0.3.1) - 2024-11-10
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