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refactor: consolidate volatility model internals
CI
#159:
Pull request
#126
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refactor: consolidate volatility model internals
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#158:
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docs: bring README up to v2.3 and add the Python binding README (#125)
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docs: bring README up to v2.3 and add the Python binding README
CI
#156:
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2m 25s
docs/readme-v2.3-refresh
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cargo in /python for pyo3 - Update #1410408516
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cargo in /python for pyo3 - Update #1410346837
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ci: run WASM tests in CI via wasm-pack test --node (PAN-41) (#124)
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ci: run WASM tests in CI via wasm-pack test --node (PAN-41)
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#154:
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1m 59s
richardamaya/pan-41-ci-never-runs-wasm-tests-add-wasm-pack-test-node
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feat: WASM binding parity — implied vol, conventions, local vol (PAN-…
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feat: WASM binding parity — implied vol, conventions, local vol (PAN-28) — v2.3.0
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#152:
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#123
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1m 56s
richardamaya/pan-28-wasm-binding-parity-expose-local-vol-implied-vol-and
richardamaya/pan-28-wasm-binding-parity-expose-local-vol-implied-vol-and
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feat: BoundaryLocalVol Dupire small-time boundary adapter — v2.2.0 (P…
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feat: BoundaryLocalVol Dupire small-time boundary adapter — v2.2.0 (PAN-25)
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2m 31s
feat/pan25-dupire-boundary-localvol
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feat!: breaking API batch — v2.1.0 (#63 #64 #65 #66) (#121)
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feat!: breaking API batch — v2.1.0 (#63 #64 #65 #66)
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#148:
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feat/api-breaking-batch
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feat: configurable arbitrage scan grids (#84) (#120)
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feat: configurable arbitrage scan grids (#84)
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#146:
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1m 58s
feat/configurable-arb-grids
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refactor: extract WASM surface method duplication into macro (#81) (#…
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refactor: extract WASM surface method duplication into macro (#81)
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1m 50s
refactor/wasm-surface-macro
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docs: add py.detach() safety comments for frozen pyclass (#82) (#118)
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docs: verify py.detach() safety with frozen pyclass (#82)
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hardening/detach-safety
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feat: expose bump_size parameter in Python DupireLocalVol binding (#6…
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feat: expose bump_size in Python DupireLocalVol (#62)
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#140:
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1m 44s
feat/python-dupire-bump-size
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refactor: unify ArbitrageReport construction pattern (#69) (#116)
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refactor: unify ArbitrageReport construction pattern (#69)
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#138:
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2m 22s
refactor/unify-arb-report
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fix: SVI warm-start fallback to grid search when seed diverges (#115)
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