Releases: JuliaActuary/FinanceModels.jl
Releases · JuliaActuary/FinanceModels.jl
v4.15.0
FinanceModels v4.15.0
Merged pull requests:
- Provide a much faster alternative for fitting Splines (#203) (@alecloudenback)
v4.14.0
FinanceModels v4.14.0
Merged pull requests:
- Adopt Runic Formatting (#200) (@alecloudenback)
- Use NelderMead for Bootstrapping for 4x speedup (#202) (@alecloudenback)
v4.13.1
FinanceModels v4.13.1
Merged pull requests:
- add details about the interpretation of adding/substracting curves (#198) (@alecloudenback)
v4.13.0
FinanceModels v4.13.0
Note that the extrapolation argument name and default for splines has changed:
- Old:
extrapolate=true - New:
extrapolation = DataInterpolations.ExtrapolationType.Extension
See DataInterpolations.jl docs for more details and available options.
Merged pull requests:
- update compat for upstream new versions (#197) (@alecloudenback)
v4.12.0
v4.11.0
FinanceModels v4.11.0
Merged pull requests:
- CompatHelper: bump compat for MakieCore in [weakdeps] to 0.8, (keep existing compat) (#186) (@github-actions[bot])
v4.10.0
FinanceModels v4.10.0
Merged pull requests:
- CompatHelper: bump compat for DataInterpolations to 5, (keep existing compat) (#185) (@github-actions[bot])
v4.9.3
v4.9.2
v4.9.1
FinanceModels v4.9.1
Merged pull requests:
- add warning re:par yield composition (#181) (@alecloudenback)