v0.3.0
DiffFusion v0.3.0
Merged pull requests:
- Add Caplet and Floorlet pricing (#41) (@sschlenkrich)
- Add Swaption pricing (#43) (@sschlenkrich)
- Add rates model calibration to European swaption vols (#44) (@sschlenkrich)
- Add Bermudan swaption pricing (#46) (@sschlenkrich)
- Add Bermudan vs European test case for Expected Exposure (#47) (@sschlenkrich)
- Update documentation for new methods (#48) (@sschlenkrich)
- Amend path handling for Examples module (#49) (@sschlenkrich)