Amando
Amando
All pricing models should be able to be calibrated to market prices. A nice Crate called `argmin` available [here](https://crates.io/crates/argmin) looks like it can achieve this, using Brent method or something...
Compile time increased quite substantially after adding Polars as a dependency. Should look into reducing the compile time a bit if possible.
Caps/floors are a series of caplets/floorlets (basically call/put options) on something like an interest rate or inflation rate. Pricing is discussed in detail in _Interest Rate Models_ by Brigo and...
Backends to-do: - [ ] Asian (with `BlackScholes73`) - [x] Bachelier - [ ] Binary (with `BlackScholes73`) - [ ] Forward start (with `BlackScholes73`) - [x] Heston - [ ]...
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.
It might be nice to generate docs via [mkdocs](https://www.mkdocs.org/) / [mkdocs-material](https://squidfunk.github.io/mkdocs-material/) / [mkdocstrings](https://mkdocstrings.github.io/). I've added the basic setup, so you can just run: ```bash mkdocs serve --clean ``` And it...
### Description It would be a nice addition to include the names and dtypes of hidden columns when printing a `DataFrame`. An example is R's `dplyr`: ```r > df #...