From b28edf9cff3c90488fc823cf890e68ff25942578 Mon Sep 17 00:00:00 2001 From: "github-actions[bot]" <41898282+github-actions[bot]@users.noreply.github.com> Date: Tue, 29 Oct 2024 00:15:02 +0000 Subject: [PATCH] chore: release v0.2.12 --- Cargo.toml | 28 +++++++++++------------ crates/RustQuant_autodiff/CHANGELOG.md | 6 +++++ crates/RustQuant_cashflows/CHANGELOG.md | 6 +++++ crates/RustQuant_data/CHANGELOG.md | 10 ++++++++ crates/RustQuant_error/CHANGELOG.md | 6 +++++ crates/RustQuant_instruments/CHANGELOG.md | 14 ++++++++++++ crates/RustQuant_iso/CHANGELOG.md | 6 +++++ crates/RustQuant_math/CHANGELOG.md | 6 +++++ crates/RustQuant_ml/CHANGELOG.md | 6 +++++ crates/RustQuant_portfolios/CHANGELOG.md | 6 +++++ crates/RustQuant_stochastics/CHANGELOG.md | 6 +++++ crates/RustQuant_time/CHANGELOG.md | 6 +++++ crates/RustQuant_utils/CHANGELOG.md | 6 +++++ 13 files changed, 98 insertions(+), 14 deletions(-) diff --git a/Cargo.toml b/Cargo.toml index cc777214..7ed398fc 100644 --- a/Cargo.toml +++ b/Cargo.toml @@ -10,7 +10,7 @@ [workspace.package] authors = ["avhz "] description = "A Rust library for quantitative finance." -version = "0.2.11" +version = "0.2.12" edition = "2021" readme = "README.md" repository = "https://github.com/avhz/RustQuant" @@ -64,19 +64,19 @@ rustdoc-args = ["--html-in-header", "katex.html", "--cfg", "docsrs"] [workspace.dependencies] ## RustQuant Crates -RustQuant_autodiff = { version = "0.2.11", path = "crates/RustQuant_autodiff" } -RustQuant_cashflows = { version = "0.2.11", path = "crates/RustQuant_cashflows" } -RustQuant_data = { version = "0.2.11", path = "crates/RustQuant_data" } -RustQuant_error = { version = "0.2.11", path = "crates/RustQuant_error" } -RustQuant_instruments = { version = "0.2.11", path = "crates/RustQuant_instruments" } -RustQuant_iso = { version = "0.2.11", path = "crates/RustQuant_iso" } -RustQuant_math = { version = "0.2.11", path = "crates/RustQuant_math" } -RustQuant_ml = { version = "0.2.11", path = "crates/RustQuant_ml" } -RustQuant_portfolios = { version = "0.2.11", path = "crates/RustQuant_portfolios" } -RustQuant_stochastics = { version = "0.2.11", path = "crates/RustQuant_stochastics" } -RustQuant_time = { version = "0.2.11", path = "crates/RustQuant_time" } -RustQuant_trading = { version = "0.2.11", path = "crates/RustQuant_trading" } -RustQuant_utils = { version = "0.2.11", path = "crates/RustQuant_utils" } +RustQuant_autodiff = { version = "0.2.12", path = "crates/RustQuant_autodiff" } +RustQuant_cashflows = { version = "0.2.12", path = "crates/RustQuant_cashflows" } +RustQuant_data = { version = "0.2.12", path = "crates/RustQuant_data" } +RustQuant_error = { version = "0.2.12", path = "crates/RustQuant_error" } +RustQuant_instruments = { version = "0.2.12", path = "crates/RustQuant_instruments" } +RustQuant_iso = { version = "0.2.12", path = "crates/RustQuant_iso" } +RustQuant_math = { version = "0.2.12", path = "crates/RustQuant_math" } +RustQuant_ml = { version = "0.2.12", path = "crates/RustQuant_ml" } +RustQuant_portfolios = { version = "0.2.12", path = "crates/RustQuant_portfolios" } +RustQuant_stochastics = { version = "0.2.12", path = "crates/RustQuant_stochastics" } +RustQuant_time = { version = "0.2.12", path = "crates/RustQuant_time" } +RustQuant_trading = { version = "0.2.12", path = "crates/RustQuant_trading" } +RustQuant_utils = { version = "0.2.12", path = "crates/RustQuant_utils" } ## External Crates argmin = "0.10.0" # https://docs.rs/argmin/latest/argmin/ diff --git a/crates/RustQuant_autodiff/CHANGELOG.md b/crates/RustQuant_autodiff/CHANGELOG.md index 22c608e3..a1fa4719 100644 --- a/crates/RustQuant_autodiff/CHANGELOG.md +++ b/crates/RustQuant_autodiff/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_autodiff-v0.2.11...RustQuant_autodiff-v0.2.12) - 2024-10-29 + +### Other + +- katex header in sub-crates + ## [0.2.10](https://github.com/avhz/RustQuant/compare/RustQuant_autodiff-v0.2.9...RustQuant_autodiff-v0.2.10) - 2024-10-28 ### Other diff --git a/crates/RustQuant_cashflows/CHANGELOG.md b/crates/RustQuant_cashflows/CHANGELOG.md index 930b838c..2b5fbb1d 100644 --- a/crates/RustQuant_cashflows/CHANGELOG.md +++ b/crates/RustQuant_cashflows/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_cashflows-v0.2.11...RustQuant_cashflows-v0.2.12) - 2024-10-29 + +### Other + +- katex header in sub-crates + ## [0.2.10](https://github.com/avhz/RustQuant/compare/RustQuant_cashflows-v0.2.9...RustQuant_cashflows-v0.2.10) - 2024-10-28 ### Other diff --git a/crates/RustQuant_data/CHANGELOG.md b/crates/RustQuant_data/CHANGELOG.md index a684a904..0a2aa4d0 100644 --- a/crates/RustQuant_data/CHANGELOG.md +++ b/crates/RustQuant_data/CHANGELOG.md @@ -6,6 +6,16 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_data-v0.2.11...RustQuant_data-v0.2.12) - 2024-10-29 + +### Fixed + +- failing tests in `data::io` + +### Other + +- katex header in sub-crates + ## [0.2.11](https://github.com/avhz/RustQuant/releases/tag/RustQuant_data-v0.2.11) - 2024-10-28 ### Fixed diff --git a/crates/RustQuant_error/CHANGELOG.md b/crates/RustQuant_error/CHANGELOG.md index 1fa94ae6..987177d1 100644 --- a/crates/RustQuant_error/CHANGELOG.md +++ b/crates/RustQuant_error/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_error-v0.2.11...RustQuant_error-v0.2.12) - 2024-10-29 + +### Other + +- katex header in sub-crates + ## [0.2.10](https://github.com/avhz/RustQuant/compare/RustQuant_error-v0.2.9...RustQuant_error-v0.2.10) - 2024-10-28 ### Other diff --git a/crates/RustQuant_instruments/CHANGELOG.md b/crates/RustQuant_instruments/CHANGELOG.md index cd8c21c6..0980f4f8 100644 --- a/crates/RustQuant_instruments/CHANGELOG.md +++ b/crates/RustQuant_instruments/CHANGELOG.md @@ -6,6 +6,20 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_instruments-v0.2.11...RustQuant_instruments-v0.2.12) - 2024-10-29 + +### Added + +- Heston93 model impl + +### Fixed + +- failing tests in `instruments::options::black_scholes_merton` + +### Other + +- katex header in sub-crates + ## [0.2.11](https://github.com/avhz/RustQuant/releases/tag/RustQuant_instruments-v0.2.11) - 2024-10-28 ### Fixed diff --git a/crates/RustQuant_iso/CHANGELOG.md b/crates/RustQuant_iso/CHANGELOG.md index 1b3f6aba..bf1161db 100644 --- a/crates/RustQuant_iso/CHANGELOG.md +++ b/crates/RustQuant_iso/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_iso-v0.2.11...RustQuant_iso-v0.2.12) - 2024-10-29 + +### Other + +- katex header in sub-crates + ## [0.2.10](https://github.com/avhz/RustQuant/compare/RustQuant_iso-v0.2.9...RustQuant_iso-v0.2.10) - 2024-10-28 ### Other diff --git a/crates/RustQuant_math/CHANGELOG.md b/crates/RustQuant_math/CHANGELOG.md index f7b66f9f..6a26ddcf 100644 --- a/crates/RustQuant_math/CHANGELOG.md +++ b/crates/RustQuant_math/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_math-v0.2.11...RustQuant_math-v0.2.12) - 2024-10-29 + +### Other + +- katex header in sub-crates + ## [0.2.11](https://github.com/avhz/RustQuant/compare/RustQuant_math-v0.2.10...RustQuant_math-v0.2.11) - 2024-10-28 ### Other diff --git a/crates/RustQuant_ml/CHANGELOG.md b/crates/RustQuant_ml/CHANGELOG.md index 06cc9994..56af293a 100644 --- a/crates/RustQuant_ml/CHANGELOG.md +++ b/crates/RustQuant_ml/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_ml-v0.2.11...RustQuant_ml-v0.2.12) - 2024-10-29 + +### Other + +- katex header in sub-crates + ## [0.2.11](https://github.com/avhz/RustQuant/compare/RustQuant_ml-v0.2.10...RustQuant_ml-v0.2.11) - 2024-10-28 ### Fixed diff --git a/crates/RustQuant_portfolios/CHANGELOG.md b/crates/RustQuant_portfolios/CHANGELOG.md index 070f606d..404bde34 100644 --- a/crates/RustQuant_portfolios/CHANGELOG.md +++ b/crates/RustQuant_portfolios/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_portfolios-v0.2.11...RustQuant_portfolios-v0.2.12) - 2024-10-29 + +### Other + +- katex header in sub-crates + ## [0.2.11](https://github.com/avhz/RustQuant/releases/tag/RustQuant_portfolios-v0.2.11) - 2024-10-28 ### Fixed diff --git a/crates/RustQuant_stochastics/CHANGELOG.md b/crates/RustQuant_stochastics/CHANGELOG.md index 066a5a51..374c4552 100644 --- a/crates/RustQuant_stochastics/CHANGELOG.md +++ b/crates/RustQuant_stochastics/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_stochastics-v0.2.11...RustQuant_stochastics-v0.2.12) - 2024-10-29 + +### Other + +- katex header in sub-crates + ## [0.2.11](https://github.com/avhz/RustQuant/releases/tag/RustQuant_stochastics-v0.2.11) - 2024-10-28 ### Fixed diff --git a/crates/RustQuant_time/CHANGELOG.md b/crates/RustQuant_time/CHANGELOG.md index 388cde1b..0155dc43 100644 --- a/crates/RustQuant_time/CHANGELOG.md +++ b/crates/RustQuant_time/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_time-v0.2.11...RustQuant_time-v0.2.12) - 2024-10-29 + +### Other + +- katex header in sub-crates + ## [0.2.11](https://github.com/avhz/RustQuant/releases/tag/RustQuant_time-v0.2.11) - 2024-10-28 ### Fixed diff --git a/crates/RustQuant_utils/CHANGELOG.md b/crates/RustQuant_utils/CHANGELOG.md index 8a76e701..b62798a7 100644 --- a/crates/RustQuant_utils/CHANGELOG.md +++ b/crates/RustQuant_utils/CHANGELOG.md @@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0 ## [Unreleased] +## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_utils-v0.2.11...RustQuant_utils-v0.2.12) - 2024-10-29 + +### Other + +- katex header in sub-crates + ## [0.2.10](https://github.com/avhz/RustQuant/compare/RustQuant_utils-v0.2.9...RustQuant_utils-v0.2.10) - 2024-10-28 ### Other