v0.7.1

FinancialToolbox v0.7.1

Diff since v0.7.0

• GPU support for vectorized implied vol (tested on CUDA)

Merged pull requests:

• Bump codecov/codecov-action from 4 to 5 (#28) (@dependabot[bot])
• Bump actions/checkout from 4 to 5 (#29) (@dependabot[bot])
• CompatHelper: bump compat for ForwardDiff to 1 for package test, (keep existing compat) (#30) (@github-actions[bot])
• CompatHelper: bump compat for Zygote to 0.7 for package test, (keep existing compat) (#31) (@github-actions[bot])
• CompatHelper: bump compat for TaylorSeries to 0.20 for package test, (keep existing compat) (#32) (@github-actions[bot])
• CompatHelper: add new compat entry for Symbolics at version 6 for package test, (keep existing compat) (#33) (@github-actions[bot])
• CompatHelper: add new compat entry for AbstractDifferentiation at version 0.6 for package test, (keep existing compat) (#34) (@github-actions[bot])
• CompatHelper: bump compat for Zygote to 0.7 for package benchmark, (keep existing compat) (#35) (@github-actions[bot])
• CompatHelper: bump compat for PkgJogger to 0.6 for package benchmark, (keep existing compat) (#36) (@github-actions[bot])
• CompatHelper: bump compat for ForwardDiff to 1 for package benchmark, (keep existing compat) (#37) (@github-actions[bot])
• CompatHelper: bump compat for TaylorSeries to 0.20 for package benchmark, (keep existing compat) (#38) (@github-actions[bot])
• CompatHelper: add new compat entry for PkgPage at version 0.4 for package page, (keep existing compat) (#39) (@github-actions[bot])
• CompatHelper: add new compat entry for NodeJS at version 2 for package page, (keep existing compat) (#40) (@github-actions[bot])
• CompatHelper: add new compat entry for FinancialToolbox at version 0.7 for package page, (keep existing compat) (#41) (@github-actions[bot])
• CompatHelper: add new compat entry for Franklin at version 0.10 for package page, (keep existing compat) (#42) (@github-actions[bot])
• CompatHelper: bump compat for Symbolics to 7 for package test, (keep existing compat) (#43) (@github-actions[bot])
• Bump actions/checkout from 5 to 6 (#44) (@dependabot[bot])
• Bump actions/cache from 4 to 5 (#45) (@dependabot[bot])

Closed issues:

• Support for GPU of blsimpv is broken (#46)

v0.7.0

FinancialToolbox v0.7.0

Diff since v0.6.0

Merged pull requests:

• Bump actions/cache from 3 to 4 (#23) (@dependabot[bot])
• Bump codecov/codecov-action from 3 to 4 (#24) (@dependabot[bot])
• Bump julia-actions/setup-julia from 1 to 2 (#25) (@dependabot[bot])

Closed issues:

• Add all second order greeks (#9)
• Implied Volatility: Switch to Let's be Rational (#15)
• Recover coverage: test frule for blimpv (#20)
• blsimpv() reaches max iterations when vega approaches 0, resulting in NaN implied volatility. (#21)

v0.6.0

FinancialToolbox v0.6.0

Diff since v0.5.0

Merged pull requests:

• Bump codecov/codecov-action from 1 to 3 (#16) (@dependabot[bot])
• Bump actions/checkout from 2 to 4 (#17) (@dependabot[bot])
• Bump actions/cache from 1 to 3 (#18) (@dependabot[bot])
• CompatHelper: add new compat entry for MuladdMacro at version 0.2, (keep existing compat) (#22) (@github-actions[bot])

Closed issues:

• Support for Dual/HyperDual/Complex in blsimpv (#3)

v0.5.0

FinancialToolbox v0.5.0

Diff since v0.4.2

Merged pull requests:

• CompatHelper: add new compat entry for ChainRulesCore at version 1, (keep existing compat) (#13) (@github-actions[bot])

Closed issues:

• Change Brent Method (#4)
• [proposal] don't error for implied vol non-convergence (#6)
• Support Zygote.jl and related AD packages for blsimpv (#11)
• Poor Zygote.jl performances in blsprice (#12)

v0.4.2

FinancialToolbox v0.4.2

Diff since v0.4.1

v0.4.1

FinancialToolbox v0.4.1

Diff since v0.4.0

v0.4.0

FinancialToolbox v0.4.0

Diff since v0.3.0

Closed issues:

• Update version (#7)

v0.3.0

FinancialToolbox v0.3.0

Diff since v0.2.3

Merged pull requests:

• Install TagBot as a GitHub Action (#5) (@JuliaTagBot)

Proper support for Dual and HyperDual in blsimpv

Proper support for Dual and HyperDual in blsimpv

Second Release julia 1.0

recovered bug on hyper dual numbers,
better error management