avhz/RustQuant

Issues

• Implement `num_traits::identities::{One, Zero}` for `Variable`

  #133 opened a year ago by avhz
  12

• Add more calendars.

  #142 opened a year ago by avhz
  7

• Improve Doc Tests

  #287 opened 2 months ago by matormentor
  1

• Pricers: Re-work `instruments::options` module.

  #245 opened 5 months ago by avhz
  0

• Roadmap to `v1`

  #187 opened 10 months ago by avhz
  1

• Finite-difference pricer tests failing.

  #272 opened 2 months ago by avhz
  2

• Run a simple example error[E0599]

  #271 opened 2 months ago by flhred
  2

• Bachelier Options Pricer Issue

  #267 opened 3 months ago by broadhed
  3

• Implement `Payoff` trait for defining custom payoffs for use in Monte-Carlo pricing.

  #246 opened 4 months ago by avhz
  0

• Implementation of the Milstein Scheme + a Monte Carlo Engine

  #244 opened 5 months ago by yfnaji
  2

• Docs: Broken links to now reorganized `money` module

  #249 opened 5 months ago by oberrich
  0

• Implement `Exercise` type.

  #247 opened 5 months ago by avhz
  0

• Implement a `Curve` type.

  #188 opened 5 months ago by avhz
  7

• Feature Request: Implement `get_weights()` method for `Portfolio`

  #169 opened a year ago by 0xJepsen
  1

• Pricers: Interest Rate Swaps.

  #143 opened a year ago by avhz
  2

• Test test_cashflows::test_non_matching_dates_add Fails with SIGABRT Signal

  #233 opened 5 months ago by joaquinbejar
  2

• Unable to Call YahooConnector Methods Due to Result Type Handling after upgrade yahoo_finance_api v2.1.0 to v2.2.0

  #232 opened 6 months ago by joaquinbejar
  2

• Implement Cashflow Schedule Generation in Time Module for Pricing Models and Instruments

  #226 opened 6 months ago by joaquinbejar
  2

• Discord link has been expire

  #224 opened 7 months ago by DraperHXY
  1

• x86_64-pc-windows-gnu vs x86_64-pc-windows-msvc

  #215 opened 7 months ago by harry4939
  8

• doc.rs failed to build

  #191 opened 8 months ago by qiweiii
  1

• CI/CD: GitHub Action `cargo_test` runs out of space on device.

  #209 opened 9 months ago by avhz
  0

• Inconsistency between code and documentation

  #203 opened 9 months ago by YichiZhang0613
  1

• decision tree algorithm for machine learning

  #195 opened 10 months ago by Aditya-dom
  4

• Generalized Black-Scholes (GBS) model in Rust.

  #196 opened 10 months ago by Aditya-dom
  2

• Implement a `Surface` type.

  #141 opened a year ago by avhz
  7

• Include all features on docs.rs.

  #136 opened 10 months ago by avhz
  4

• Replace `OffsetDateTime` with `Date`.

  #185 opened 10 months ago by avhz
  0

• Deprecate `calendars` sub-module and move to `calenda-rs` crate.

  #184 opened 10 months ago by avhz
  0

• Implied volatility calculation

  #154 opened a year ago by lukaskiss222
  4

• Can we support built-in "factor analysis"?

  #178 opened a year ago by uiosun
  3

• has some tutorial

  #177 opened a year ago by uiosun
  0

• Error handling - `time` module.

  #124 opened a year ago by avhz
  0

• Error handling - `math` module.

  #119 opened a year ago by avhz
  0

• Error handling - `money` module.

  #121 opened a year ago by avhz
  0

• Error handling - `statistics` module.

  #122 opened a year ago by avhz
  1

• Error handling - `stochastics` module.

  #123 opened a year ago by avhz
  0

• Error handling - `data` module.

  #117 opened a year ago by avhz
  0

• Error handling - `instruments` module.

  #118 opened a year ago by avhz
  0

• Error handling - `ml` module.

  #120 opened a year ago by avhz
  2

• Use Release-Plz for automatic releases.

  #150 opened a year ago by 0xJepsen
  6

• Add CEV process

  #151 opened a year ago by avhz
  0

• feat(stochastics): Have time-varying parameters for processes

  #145 opened a year ago by Autoparallel
  5

• Unify `ml` input data type to one interface

  #138 opened a year ago by aatmunbaxi
  3

• Re-licensing.

  #109 opened a year ago by avhz
  11

• Fix code scanning alert - useless use of vec!

  #113 opened a year ago by avhz
  0

• Fix code scanning alert - approximate value of f{32, 64}::consts::FRAC_PI_4 found

  #110 opened a year ago by avhz
  0

• Fix code scanning alert - approximate value of f{32, 64}::consts::FRAC_PI_2 found

  #111 opened a year ago by avhz
  0

• Fix code scanning alert - approximate value of f{32, 64}::consts::E found

  #112 opened a year ago by avhz
  0

• Fix code scanning alert - module has the same name as its containing module

  #108 opened a year ago by avhz
  0