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v.0.5.2
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@dancixx dancixx released this 19 Jul 19:04
· 71 commits to main since this release
v.0.5.2
0af780b

Good to Know

There was an issue in the generation of the Compound Poisson process, which caused further issues in the jump process module. The jumps module is flagged as unstable now until all the processes are tested well. Please use it carefully.

Bug fixes

  • Resolved issues in the generation of the Compound Poisson process.
  • Addressed related bugs in the jump process module to ensure correct jump sizes at specified time intervals.

News

  • Fractional Ornstein-Uhlenbeck process with Jumps (still flagged as unstable)
  • Performance improvements for the generation of the Fractional processes (30%)
  • Improved documentation for the library has been added.
  • SABR model (unstable)
  • Duffie-Kan Two Factor model (unstable)

Full Changelog: v.0.5.0...v.0.5.1
Full Changelog: v.0.5.1...v.0.5.2

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