Related Issues (20)
- Can we support built-in "factor analysis"? HOT 3
- Deprecate `calendars` sub-module and move to `calenda-rs` crate.
- Replace `OffsetDateTime` with `Date`.
- Roadmap to `v1` HOT 1
- Implement a `Curve` type. HOT 7
- doc.rs failed to build HOT 1
- decision tree algorithm for machine learning HOT 4
- Generalized Black-Scholes (GBS) model in Rust. HOT 2
- Inconsistency between code and documentation HOT 1
- CI/CD: GitHub Action `cargo_test` runs out of space on device.
- x86_64-pc-windows-gnu vs x86_64-pc-windows-msvc HOT 8
- Discord link has been expire HOT 1
- Implement Cashflow Schedule Generation in Time Module for Pricing Models and Instruments HOT 2
- Unable to Call YahooConnector Methods Due to Result Type Handling after upgrade yahoo_finance_api v2.1.0 to v2.2.0 HOT 2
- Test test_cashflows::test_non_matching_dates_add Fails with SIGABRT Signal HOT 2
- Implementation of the Milstein Scheme + a Monte Carlo Engine HOT 2
- Pricers: Re-work `instruments::options` module.
- Implement `Payoff` trait for defining custom payoffs for use in Monte-Carlo pricing.
- Implement `Exercise` type.
- Docs: Broken links to now reorganized `money` module
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