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Releases: quantmind/quantflow

v0.2.4

23 Jul 13:44

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  • Fix sampling of Gaussian OU process
  • Fix bin.pdf utility
  • Fix DSP process (use the integrated log Laplace from CIR)

v0.2.3

20 Jul 17:33

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  • critical bug fix that allows the library to work without the book group dependencies

v0.2.2

13 Jul 09:10

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  • Option volatility surface
  • Calibration of Heston model to Vol surface
  • frequency domain, no longer fixed, it is calculated by stochastic process
  • Option alpha calculated dynamically
  • More tests

v0.2.1

08 Jul 17:59

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  • Use pydantic
  • last version with unsupported processes