v0.7.0

FinancialToolbox v0.7.0

Diff since v0.6.0

Merged pull requests:

• Bump actions/cache from 3 to 4 (#23) (@dependabot[bot])
• Bump codecov/codecov-action from 3 to 4 (#24) (@dependabot[bot])
• Bump julia-actions/setup-julia from 1 to 2 (#25) (@dependabot[bot])

Closed issues:

• Add all second order greeks (#9)
• Implied Volatility: Switch to Let's be Rational (#15)
• Recover coverage: test frule for blimpv (#20)
• blsimpv() reaches max iterations when vega approaches 0, resulting in NaN implied volatility. (#21)

v0.6.0

FinancialToolbox v0.6.0

Diff since v0.5.0

Merged pull requests:

• Bump codecov/codecov-action from 1 to 3 (#16) (@dependabot[bot])
• Bump actions/checkout from 2 to 4 (#17) (@dependabot[bot])
• Bump actions/cache from 1 to 3 (#18) (@dependabot[bot])
• CompatHelper: add new compat entry for MuladdMacro at version 0.2, (keep existing compat) (#22) (@github-actions[bot])

Closed issues:

• Support for Dual/HyperDual/Complex in blsimpv (#3)

v0.5.0

FinancialToolbox v0.5.0

Diff since v0.4.2

Merged pull requests:

• CompatHelper: add new compat entry for ChainRulesCore at version 1, (keep existing compat) (#13) (@github-actions[bot])

Closed issues:

• Change Brent Method (#4)
• [proposal] don't error for implied vol non-convergence (#6)
• Support Zygote.jl and related AD packages for blsimpv (#11)
• Poor Zygote.jl performances in blsprice (#12)

v0.4.2

FinancialToolbox v0.4.2

Diff since v0.4.1

v0.4.1

FinancialToolbox v0.4.1

Diff since v0.4.0

v0.4.0

FinancialToolbox v0.4.0

Diff since v0.3.0

Closed issues:

• Update version (#7)

v0.3.0

FinancialToolbox v0.3.0

Diff since v0.2.3

Merged pull requests:

• Install TagBot as a GitHub Action (#5) (@JuliaTagBot)

Proper support for Dual and HyperDual in blsimpv

Proper support for Dual and HyperDual in blsimpv

Second Release julia 1.0

recovered bug on hyper dual numbers,
better error management

First Release for Julia 1.0

v0.2.1

readme typo