Related Issues (20)
- Add more calendars. HOT 7
- Implement Interest Rate Swap pricer. HOT 2
- feat(stochastics): Have time-varying parameters for processes HOT 5
- Use Release-Plz for automatic releases. HOT 6
- Add CEV process
- Implied volatility calculation HOT 4
- Feature Request: Implement `get_weights()` method for `Portfolio` HOT 1
- has some tutorial
- Can we support built-in "factor analysis"? HOT 3
- Deprecate `calendars` sub-module and move to `calenda-rs` crate.
- 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
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from rustquant.