Pfhedge

Latest version: v0.22.0

Safety actively analyzes 688053 Python packages for vulnerabilities to keep your Python projects secure.

Scan your dependencies

Page 4 of 9

0.12.3

* ENH: Add `ncdf`, `npdf`, `d1`, `d2` to functional.py (315)

* ENH: Add `Variance` feature (close 269) (319)

* ENH: Add `autogreek.vega` (close 97) (320)

* MAINT: Refine typing (316) (317)

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

0.12.2

* BUG: Fix inappropriate instance generation of features (close 311) (312) (Thank you, masanorihirano !)

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

0.12.1

* DOC: Minor updates of documentation (300) (301)

* MAINT: Minor refactoring (302) (304) (305) (306)

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

0.12.0

* ENH: Enable calling `Instrument.to(instrument)` (close 279) (285)

* ENH: Add CIRRate (close 264) (287)

* MAINT: Guarantee buffer is registered with desired dtype/device (close 278) (286)

* MAINT: Add assert_monotone, convex, cash_invariant (close 294) (296)

* DOC: Update example getting started (288)

* DOC: Add note on `params` to autogreek (293)

* DOC: Add detailed explanation of complute_loss, fit (close 282) (295)

* DOC: Elaborate docs (289) (290) (291) (292)

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

0.11.1

* DOC: Write more about `dtype` and `device` of `Instrument` (close 265) (275)

0.11.0

* ENH: Enable hedging with multiple instruments (close 132) (268)

* See [examples/example_multiple_hedge.py](https://github.com/pfnet-research/pfhedge/blob/704f30b443af93d95e1dbb18a247282088b0b1e5/examples/example_multiple_hedge.py) for an example.

* MAINT: Refactor `compute_pnl` (261)

* MAINT: Correct typos and clean docs (260)

* MAINT: Return `namedtuple` in `generate_heston` (close 259) (262)

* MAINT: Use `torch.clamp` in `clamp` and `leaky_clamp` (close 59) (263)

* MAINT: Refactor `Hedger.fit` using `_configure_optimizer` (266)

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

Page 4 of 9

© 2024 Safety CLI Cybersecurity Inc. All Rights Reserved.