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@dancixx dancixx released this 25 Jul 00:17
· 187 commits to main since this release
v.0.6.0
a72c707

Breaking Change

Migration Guide: Refactoring Functions

Before

pub fn jump_fou(
  hurst: f64,
  mu: f64,
  sigma: f64,
  theta: f64,
  lambda: f64,
  n: usize,
  x0: Option<f64>,
  t: Option<f64>,
  jump_distr: impl Distribution<f64> + Copy,
) -> Array1<f64>

After

#[derive(Default)]
pub struct JumpFou {
  pub hurst: f64,
  pub mu: f64,
  pub sigma: f64,
  pub theta: f64,
  pub lambda: f64,
  pub n: usize,
  pub x0: Option<f64>,
  pub t: Option<f64>,
}

pub fn jump_fou(params: &JumpFou, jump_distr: impl Distribution<f64> + Copy) -> Array1<f64>

Bug fixes

  • Jumps part of jump diffusions (still unstable)

Full Changelog: v.0.5.3...v.0.5.4
Full Changelog: v.0.5.4...v.0.5.5
Full Changelog: v.0.5.5...v.0.5.6
Full Changelog: v.0.5.6...v.0.6.0

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