RustQuant

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Just generally improve the documentation, especially when it comes to explaining mathematical aspects of the library such that it is as user-friendly as possible.

avhz

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

2

Currently, RustQuant lacks a robust mechanism to generate cashflow schedules that can be utilized in conjunction with pricing models and financial instruments. This functionality is essential for accurately pricing a...

joaquinbejar

**Describe the bug** I just init a project and try to run a example: ```bash cargo init cargo add RustQuant cargo run --example yahoo_finance ``` got this error error[E0599]: no...

flhred

This Pull Request was created to address [issue 244](https://github.com/avhz/RustQuant/issues/244). ## Centralize Monte-Carlo functionality Previously, the monte-carlo method needed to be implemented for each numerical method individually. Now there exists a...

yfnaji

## 🤖 New release * `RustQuant`: 0.2.7 -> 0.2.8 (✓ API compatible changes) Changelog ## [0.2.8](https://github.com/avhz/RustQuant/compare/v0.2.7...v0.2.8) - 2024-10-01 ### Added - BarrierOption Payoff and Monte-Carlo ### Fixed - fix discount...

github-actions[bot]

## 🤖 New release * `RustQuant_utils`: 0.4.0 -> 0.5.0 (✓ API compatible changes) * `RustQuant_autodiff`: 0.4.0 -> 0.5.0 (✓ API compatible changes) * `RustQuant_cashflows`: 0.4.0 -> 0.5.0 (✓ API compatible...

github-actions[bot]

Feature implementations: Make Variable and Graph generic to support possible symbolic differentiation

7

Hi @avhz . Thanks for writing and open sourcing this project. I would like to add symbolic differentiation capabilities to the autodiff subcrate. There are a couple of rust-autodiff packages...

Feiyang472

Finite-difference pricer tests failing.

2

The following tests are now failing: ``` instruments::options::finite_difference_pricer::tests_finite_difference_pricer_at_the_money::american_put_crank_nicolson instruments::options::finite_difference_pricer::tests_finite_difference_pricer_at_the_money::american_put_explicit instruments::options::finite_difference_pricer::tests_finite_difference_pricer_at_the_money::american_put_implicit instruments::options::finite_difference_pricer::tests_finite_difference_pricer_in_the_money::american_put_crank_nicolson instruments::options::finite_difference_pricer::tests_finite_difference_pricer_in_the_money::american_put_explicit instruments::options::finite_difference_pricer::tests_finite_difference_pricer_in_the_money::american_put_implicit ```

avhz

This PR implements the Ridge regression model as part of the `RustQuant_ml` crate. Ridge regression extends linear regression by adding an L2 regularisation term to the loss function, penalising large...

yfnaji

# Implementation of Lasso Regression This pull request introduces an implementation of the Lasso regression model as part of the `RustQuant_ml` crate. Lasso regression extends linear regression by adding an...

yfnaji