Added
- Initial release of QuanTorch.
- Core modules for asset pricing, risk management, and model calibration.
- Support for various option pricing models including Black-Scholes-Merton, binomial tree, and Monte Carlo simulations.
- Bond pricing models including zero-coupon, coupon, callable, putable, and convertible bonds.
- Advanced options support including American, Bermudan, Asian, and barrier options.
- Greeks calculation using Malliavin calculus.
- Calibration for stochastic models like Heston and Vasicek.
- Scenario analysis, market risk measures (VaR, Expected Shortfall), and valuation adjustments (CVA, DVA, MVA, FVA).
- Implementation of local volatility models like Dupire.
- Machine learning examples using PyTorch for regression and reinforcement learning.
- Extensive unit tests for all core functionalities.