Pfhedge

Latest version: v0.21.1

Safety actively analyzes 638466 Python packages for vulnerabilities to keep your Python projects secure.

Scan your dependencies

Page 5 of 9

0.10.3

* BUG: Fix BS European price put (238) (Thank you, masanorihirano !)

* ENH: Beautify `repr` of instruments using `extra_repr` (237)

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>

0.10.2

* API: Rename `volatility` to `sigma` in Brownian (close 210) (231)

* DOC: `WhalleyWilmott`: Add Note that backward could generate `nan` (close 213) (232)

* DOC: Add intersphinx and copybutton to docs (233)

* CHORE: Create GitHub Action publish.yml (230)

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

0.10.1

* DOC: Add docs of `Derivative.list()` to each derivative (226)

* DOC: Fix typo (225)

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

0.10.0

* ENH: Enable hedging with derivative (133) (219)

* DOC: Clarify "Otherwise:" in Clamp 218

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

0.9.0

* BUG: Fix `time_to_maturity` mismatch (close 211) (214)

* ENH: Add `VarianceSwap` (close 127) (207)

* DOC: Fix code blocks in docstrings (199)

* MAINT: Use `disable` in `tqdm` (209)

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

0.8.1

Page 5 of 9

© 2024 Safety CLI Cybersecurity Inc. All Rights Reserved.