v0.1.0
DiffFusion v0.1.0
Merged pull requests:
- Add Term structures (#1) (@sschlenkrich)
- Add simulation framework specification (#2) (@sschlenkrich)
- Add models for rates and tradeable assets (#6) (@sschlenkrich)
- Add simple monte-carlo simulation (#8) (@sschlenkrich)
- Add state-independend hybrid model (#12) (@sschlenkrich)
- Add Markov future price model (#13) (@sschlenkrich)
- Add modelling context (#14) (@sschlenkrich)
- Add Monte-Carlo Path and methods (#15) (@sschlenkrich)
- Add payoff scripting framework (#16) (@sschlenkrich)
- Add CashFlows and RatesCupons (#17) (@sschlenkrich)
- Add cash flow legs (#18) (@sschlenkrich)
- Add scenario analytics (#19) (@sschlenkrich)
- Add missing unit tests (#20) (@sschlenkrich)
- Add simulation examples (#21) (@sschlenkrich)
- Extend and update documentation and README (#25) (@sschlenkrich)
- Add module dependencies (#26) (@sschlenkrich)