Releases: quantmind/quantflow
Releases · quantmind/quantflow
v0.2.4
- Fix sampling of Gaussian OU process
- Fix
bin.pdf
utility
- Fix DSP process (use the integrated log Laplace from CIR)
v0.2.3
- critical bug fix that allows the library to work without the
book
group dependencies
v0.2.2
- 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
- Use pydantic
- last version with unsupported processes