JHM Darbyshire

https://quant.stackexchange.com/questions/77791/calibrating-an-fx-vol-surface-via-global-optimiser/80008#80008

ENH: Adding Calendars via PR

1

Look at #215 for an atomic PR how to add a financial calendar.

I have not invested the time to learn how to do this. If anyone knows and is generous enough to help please reach out!

HELP: how to configure Conda-Forge Feedstock for Rust/Python Mixed Projects?

2

I currently have no idea how to configure Conda to cross-compile and build this project in Conda Forge. Anyone with knowledge, please contact me: https://github.com/conda-forge/rateslib-feedstock/pull/11#issuecomment-2143048604

The **power of a Dual number** should read:  where it is noted that (n-1) is the exponent and not a multiplier. This is due to a mising `^` in...

Erratum: 8.3.1 Gamma and No arbitrage

3

There is a factor of +1 missing from both terms resulting in a negligible calculation error. The section has been re-written as follows: