Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

build(deps): update RustQuant requirement from 0.0.49 to 0.2.8 #39

Open
wants to merge 1 commit into
base: main
Choose a base branch
from

Conversation

dependabot[bot]
Copy link
Contributor

@dependabot dependabot bot commented on behalf of github Oct 17, 2024

Updates the requirements on RustQuant to permit the latest version.

Release notes

Sourced from RustQuant's releases.

v0.2.7

Added

  • SpotCurve, DiscountCurve, ForwardCurve

Fixed

  • underscored whitespace between badges
  • curves module progress #96
  • curves module progress #96
  • adjust currencies macro

Other

  • Update README.md
  • Add license scan report and status
  • update module table and fix badge whitespaces, resolves #249
  • Update README.md
  • Curve struct and impl, with placeholder modules for various curves.
  • Merge remote-tracking branch 'MeetThePatel/strongly-typed-currencies' into strongly-typed-currencies
  • Merge branch 'avhz:main' into strongly-typed-currencies
  • re-working Curve and Surface. Again..
  • re-working Curve and Surface. Again..
Changelog

Sourced from RustQuant's changelog.

0.2.7 - 2024-08-05

Added

  • SpotCurve, DiscountCurve, ForwardCurve

Fixed

  • underscored whitespace between badges
  • curves module progress #96
  • curves module progress #96
  • adjust currencies macro

Other

  • Update README.md
  • Add license scan report and status
  • update module table and fix badge whitespaces, resolves #249
  • Update README.md
  • Curve struct and impl, with placeholder modules for various curves.
  • Merge remote-tracking branch 'MeetThePatel/strongly-typed-currencies' into strongly-typed-currencies
  • Merge branch 'avhz:main' into strongly-typed-currencies
  • re-working Curve and Surface. Again..
  • re-working Curve and Surface. Again..

0.2.6 - 2024-07-04

Other

  • Merge pull request #221 from yfnaji/finite_difference_pricer_adjustments
  • Amend function name from matrix_multiply_vector to general_matrix_multiply_vector
  • Amend tridiagonal_matrix_multiply_vector() by removing match statement and manually add first and final entries outside loop
  • Amend schemes to incorporate newly created tridiagonal_matrix_multiply_vector() and amendment in invert_tridiagonal_matrix()
  • Introduce function exclusively for multiplication between tridiagonal matrix and vector + amend invert_tridiagonal_matrix() to return matrix representation using only diagonal and sub/super diagonals arguments
  • Amend error threshold and target values for unit tests
  • Remove now obsolete time_structure()
  • Remove obsolete diagonal functions + amend condition functions
  • Amend schemes to approximate transformed Black-Scholes equation
  • Amend argument datatype from functions to f64 and amending create_tridiagonal_matrix() accordingly
  • Adjustments in crank_nicolson()
  • Adjustments in implicit()
  • Adjustments in explicit()
  • Refactor in create_tridiagonal_matrix()
  • Correct error in implementation for call/put boundary conditions + remove unnecessary argument for boundary_condition_at_time_n()
  • Remove unnecessary parameter from create_tridiagonal_matrix()

0.2.5 - 2024-06-28

Other

  • Cleanup from the exponential interpolation commit.
  • Fixed exponential interpolator.
  • minor clippy lints.
  • Merge branch 'main' into fix/remove_warnings
  • Fixing tests.

... (truncated)

Commits
  • a8dc2f4 Merge pull request #253 from avhz/release-plz-2024-08-02T08-02-02Z
  • 17ecf40 chore: release
  • cf2d513 feat: SpotCurve, DiscountCurve, ForwardCurve
  • 26be958 Merge pull request #252 from fossabot/add-license-scan-badge
  • ea360b5 Update README.md
  • 1c5e935 Add license scan report and status
  • 8e0120b Merge pull request #250 from oberrich/patch-1
  • 533da3d docs: update module table and fix badge whitespaces, resolves #249
  • 3669440 fix: underscored whitespace between badges
  • d53ac49 Update README.md
  • Additional commits viewable in compare view

Dependabot will resolve any conflicts with this PR as long as you don't alter it yourself. You can also trigger a rebase manually by commenting @dependabot rebase.


Dependabot commands and options

You can trigger Dependabot actions by commenting on this PR:

  • @dependabot rebase will rebase this PR
  • @dependabot recreate will recreate this PR, overwriting any edits that have been made to it
  • @dependabot merge will merge this PR after your CI passes on it
  • @dependabot squash and merge will squash and merge this PR after your CI passes on it
  • @dependabot cancel merge will cancel a previously requested merge and block automerging
  • @dependabot reopen will reopen this PR if it is closed
  • @dependabot close will close this PR and stop Dependabot recreating it. You can achieve the same result by closing it manually
  • @dependabot show <dependency name> ignore conditions will show all of the ignore conditions of the specified dependency
  • @dependabot ignore this major version will close this PR and stop Dependabot creating any more for this major version (unless you reopen the PR or upgrade to it yourself)
  • @dependabot ignore this minor version will close this PR and stop Dependabot creating any more for this minor version (unless you reopen the PR or upgrade to it yourself)
  • @dependabot ignore this dependency will close this PR and stop Dependabot creating any more for this dependency (unless you reopen the PR or upgrade to it yourself)

Updates the requirements on [RustQuant](https://github.com/avhz/RustQuant) to permit the latest version.
- [Release notes](https://github.com/avhz/RustQuant/releases)
- [Changelog](https://github.com/avhz/RustQuant/blob/main/CHANGELOG.md)
- [Commits](avhz/RustQuant@v0.0.49...v0.2.7)

---
updated-dependencies:
- dependency-name: RustQuant
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <[email protected]>
@dependabot dependabot bot added the 🌱 dependencies Pull requests that update a dependency file label Oct 17, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
🌱 dependencies Pull requests that update a dependency file
Projects
None yet
Development

Successfully merging this pull request may close these issues.

0 participants