RustQuant icon indicating copy to clipboard operation
RustQuant copied to clipboard

Roadmap to `v1`

Open avhz opened this issue 1 year ago • 0 comments

This is the roadmap for getting RustQuant to a solid v1.

High priority to-do list:

  • [ ] #303
  • [ ] #245
  • [ ] #88
  • [ ] #141
  • [x] #188
  • [x] #5
  • [x] #246
  • [x] #247
  • [ ] #14

Low priority to-do list:

  • [x] #26 (prune dependencies where possible, for example)
  • [ ] Implement a new MultiFactorStochasticProcess that can implement multi-factor models, such as Heston, SABR, Libor Market Model, Chen Model, etc.
  • [ ] #143

Notes:

  • Make use of #[derive(derive_builder::Builder)] where it makes sense, such as for building financial instruments. This also has the benefit of providing default arguments.

avhz avatar Feb 25 '24 05:02 avhz