CHANGES.rst
These changes are listed in decreasing version number order.
Release 0.7
===========
Release date was |today|
* added |Curve().kwargs| to clone and persist object
* added |ForwardCurve()| for asset forwards like stocks or commodities
* added |FxForwardCurve()| for fx forwards rates
* added |CashFlowList().kwargs| to clone and persist object
* added |dcf.cashflows.contingent| for option pricing
* added various standard option pricing formulas |dcf.models|
incl. digital or binary versions like
* *Bachelier* as |NormalOptionPayOffModel()|
* *Black-Scholes* resp. *Black76* as |LogNormalOptionPayOffModel()|
* *displaced Black76* as |DisplacedLogNormalOptionPayOffModel()|
* as well as an intrinsic version |IntrinsicOptionPayOffModel()|
* modified |get_present_value()| to word with |OptionPayOffModel()|
* removed |get_fair_rate()| alias *get_par_rate()*
* removed submodules *dcf.data*
* added submodules |dcf.cashflows.payoffs|
* added pricer routine |get_curve_fit()|
* added |RateCurve().spread|
Release 0.6
===========
Release date was Friday, 14 January 2022
* added |FixedCashFlowList().table| and |RateCashFlowList().table|
* added new module |dcf.daycount| and updated |day_count()|
to default to year fractions in case of simple float inputs
* added |get_bucketed_delta()|
* added submodules *dcf.data*, *dcf.cashflows.products* and *dcf.curves.plot*
(under construction)
Release 0.5
===========
Release date was November 22, 2021
* added |get_basis_point_value()|
Release 0.4
===========
Release date was October 11, 2020
* dropping support for python 2 incl. 2.7
* new casting concept for curves, old `curve_instance.cast(TypeToCastTo)` is replaced by `TypeToCastTo(curve_instance)`
* restructuring cashflow lists, see |dcf.cashflows.cashflow|
* adding payment plans, see |dcf.plans|
* adding pricing functions, e.g. |get_present_value()|, |get_yield_to_maturity()|, *get_par_rate()*, ...
* more docs
* more tests
Release 0.3
===========
Release date was September 18, 2019
* migration to python 3.4, 3.5, 3.6 and 3.7
* automated code review
* more docs
* supporting third party (e.g.) interpolation
* adding travis ci
* update for auxilium tools
* replaced `assert stmt` by `if not stmt: raise AssertionError()` (bandit recommendation)
Release 0.2
===========
Release date was March 3, 2017
Release 0.1
===========
Release date was December 31, 2016