Changelog

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[0.2.0] - 2023-09-29

• Black-Scholes-Merton for all supported asset types
• Tested support for solving volatility, time to expiration, interest rate, cost of carry and strike
• JIT optimizations, dependency fixes

[0.1.1] - 2023-09-12

• First release on PyPI.

Added

• Cox-Ross-Rubinstein binomial trees (supports American and European)
• Rendleman Bartter trees (supports American and European)
• Mixin classes to support specific assets