Pfhedge

* ENH: Add `pfhedge.__version__` support (514)

* ENH: Add Black-Scholes formulas as functional (489) (506)

* ENH: Add `end_index` to forward start payoff functional (518)

* ENH: Add `clauses`, `named_clauses` to derivative (520)

* ENH: implicit args for Black-Scholes modules (516)

* ENH: Add bilinear interpolation function `bilerp` (close 523) (527)

* ENH: Add `.float16()`, `.float32()`, `.float64()` to Instrument (524)

* BUG: Stop assigning arbitrary strike to autogreek.delta (517)

* DOC: Update functional documentations (508)

* DOC: Add note on discrete/continuous monitoring (513)

* DOC: Add note on adding clause (515)

* DOC: Elaborate documentation on payoff (519)

* MAINT: Refactor BlackScholes module using factory (close 509) (510)

* MAINT: Miscellaneous refactoring (507) (521) (525)

* CHORE: Run Publish action on release (504)

* Bumping version from 0.17.0 to 0.18.0 (532)

Co-authored-by: Masanori HIRANO <masanorihiranousers.noreply.github.com>
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]users.noreply.github.com>

* ENH: Add `is_listed` (close 274) (495)

* ENH: Add drift to `generate_brownian` and `BrownianStock` (close 112) (497) (500)

* ENH: Add `Derivative.delist()` (496)

* ENH: Add `EuropeanForwardStartOption` (443) (498)

* BUG: Fix 0/0 issue in d1, d2, and other functions (close 484) (494)

Co-authored-by: GitHub Actions <actiongithub.com>
Co-authored-by: Masanori HIRANO <masanorihiranousers.noreply.github.com>
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]users.noreply.github.com>
Co-authored-by: GitHub Actions <actiongithub.com>

[](https://github.com/)Release/0.16.1 (#492)

* MAINT: Update lint, format GitHub Actions (486)

* MAINT: Update epsilon to finfo.tiny (487)

* MAINT: Refactor feature registrations using singleton (close 490) (491)

* ENH: Add SVI model: `svi_variance` and `SVIVariance` (406) (410)

* ENH: Add Sobol quasirandom engine (430) (431) (478)

* ENH: Support `BSEuropeanBinary` for put (434) (438)

* ENH: Enable customizing tqdm progress bar (446)

* ENH: Add antithetic sampling of randn (close 449) (450)

* DOC: Add an example of hedging variance swap using options (426) (435)

* DOC: Add `autogreek.theta` to documentation (429)

* DOC: Add citation to Heston model (447)

* DOC: Add an example of sticky strike and sticky delta (479)

* TEST: Add tests for BSEuropean put (439)

* TEST: Add tests for identity between vega and gamma (441)

* MAINT: Update codecov action (442)

* ENH: Support vega and theta for BS modules (424) (412)

* MAINT: Miscellaneous maintenance (407) (408)

* MAINT: torch requirement changed to 1.9.0 (425)

* TEST: Add workflow to test that examples work (close 108) (409)

Co-authored-by: Masanori HIRANO <masanorihiranousers.noreply.github.com>
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]users.noreply.github.com>

* MAINT: Fix default params in CIR and Heston stochastic process (401) (Thank you, masanorihirano !)

* TEST: Add and refactor tests (400) (394)

* DOC: Clean documentation (396)

* DOC: Add `example_heston_iv.py` (403)

Co-authored-by: Masanori HIRANO <masanorihiranousers.noreply.github.com>
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]users.noreply.github.com>
Co-authored-by: GitHub Actions <actiongithub.com>