Releases¶
These changes are listed in decreasing version number order.
Release 0.7¶
Release date was Tuesday, 31 May 2022
added
dcf.curves.curve.Curve.kwargs
to clone and persist objectadded
dcf.curves.curve.ForwardCurve
for asset forwards like stocks or commoditiesadded
dcf.curves.fx.FxForwardCurve
for fx forwards ratesadded
dcf.cashflows.cashflow.CashFlowList.kwargs
to clone and persist objectadded
dcf.cashflows.contingent
for option pricingadded various standard option pricing formulas
dcf.models
incl. digital or binary versions likeBachelier as
dcf.models.bachelier.NormalOptionPayOffModel
Black-Scholes resp. Black76 as
dcf.models.black76.LogNormalOptionPayOffModel
displaced Black76 as
dcf.models.displaced.DisplacedLogNormalOptionPayOffModel
as well as an intrinsic version
dcf.models.intrinsic.IntrinsicOptionPayOffModel
modified
dcf.pricer.get_present_value()
to word withdcf.models.optionpricing.OptionPayOffModel
removed
dcf.pricer.get_fair_rate()
alias get_par_rate()removed submodules dcf.data
added submodules
dcf.cashflows.payoffs
added pricer routine
dcf.pricer.get_curve_fit()
Release 0.6¶
Release date was Friday, 14 January 2022
added
dcf.cashflows.cashflow.FixedCashFlowList.table
anddcf.cashflows.cashflow.RateCashFlowList.table
- added new module
dcf.daycount
and updateddcf.daycount.day_count()
to default to year fractions in case of simple float inputs
- added new module
added submodules dcf.data, dcf.cashflows.products and dcf.curves.plot (under construction)
Release 0.5¶
Release date was November 22, 2021
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.
dcf.pricer.get_present_value()
,dcf.pricer.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