Update of time series simulation parameters and addition of credit spread curve.
0.4
Not secure
Addition of time series simulation and option pricing functionality.
0.3.3
Not secure
Python 3.10 compatibility, minor reordering in MeanCVaR class, and docs as well as installation instructions updates.
0.3.2
Not secure
Several minor internal improvements and docs updates. In addition, significant updates of examples.
0.3.1
Not secure
Several minor improvements.
0.3
Not secure
This release adds mean-variance optimization as well as load parameters functionality. Additionally, an example that compares mean-variance and mean-CVaR optimization has been added to illustrate why we use demeaned CVaR by default.