Ecosyste.ms: Issues

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GitHub / danielhstahl/black_scholes_rust issues and pull requests

#30 - Increase test coverage

Pull Request - State: closed - Opened by sunsided 9 months ago - 1 comment

#29 - update bench action and allow comment toPR

Pull Request - State: closed - Opened by danielhstahl 9 months ago - 1 comment

#28 - Replace 1/sqrt(2*pi) calculations with constants

Pull Request - State: closed - Opened by sunsided 9 months ago - 3 comments

#27 - Add `black_box` to benchmarks

Pull Request - State: closed - Opened by sunsided 9 months ago - 5 comments

#26 - Update Readme to use latest version.

Pull Request - State: closed - Opened by cauldnz almost 2 years ago

#25 - Add support for dividend yield

Issue - State: open - Opened by extremeandy about 2 years ago - 3 comments

#24 - updated special to work with wasm and added to build target

Pull Request - State: closed - Opened by danielhstahl about 2 years ago - 2 comments

#23 - WASM support

Issue - State: closed - Opened by mcdallas about 2 years ago - 2 comments

#22 - Maturity clarity

Issue - State: closed - Opened by brandonros about 2 years ago - 7 comments

#21 - put_vanna should be negative?

Issue - State: closed - Opened by brandonros about 2 years ago - 1 comment

#19 - How big of a deal is a ~1.5% mismatch on calculated IV?

Issue - State: closed - Opened by brandonros about 2 years ago - 3 comments

#18 - second + third order greeks

Issue - State: open - Opened by brandonros over 2 years ago

#17 - added vanna, vomma, charm

Pull Request - State: closed - Opened by danielhstahl over 2 years ago - 5 comments

#16 - outline vanna + vomma + charm

Pull Request - State: closed - Opened by brandonros over 2 years ago - 4 comments

#15 - PricesAndGreeks pub fields + debug derive

Pull Request - State: closed - Opened by brandonros over 2 years ago - 1 comment

#14 - call_iv NaN?

Issue - State: closed - Opened by brandonros over 2 years ago - 1 comment

#13 - chore: Update dependencies, and migrate code to 2021 edition

Pull Request - State: closed - Opened by Uzaaft over 2 years ago - 7 comments

#12 - Add jaeckel IV calculation

Pull Request - State: open - Opened by Zarathustra2 about 3 years ago - 4 comments

#10 - added tests

Pull Request - State: closed - Opened by danielhstahl almost 4 years ago

#9 - more accurate cf

Pull Request - State: closed - Opened by danielhstahl almost 4 years ago - 1 comment

#8 - CDF function is not appropriate, can use statrs package for accurate values.

Issue - State: closed - Opened by dileepbapat almost 4 years ago - 5 comments

#7 - Feature/add bench

Pull Request - State: closed - Opened by danielhstahl almost 4 years ago

#6 - Add benches

Issue - State: closed - Opened by danielhstahl almost 4 years ago

#5 - Proposal: Calc all greeks once & Decimals

Issue - State: closed - Opened by Zarathustra2 almost 4 years ago - 4 comments

#4 - FEAT: Added Rho

Pull Request - State: closed - Opened by Zarathustra2 almost 4 years ago - 5 comments

#3 - fix https://github.com/phillyfan1138/black_scholes_rust/issues/2

Pull Request - State: closed - Opened by danielhstahl almost 6 years ago

#2 - call_iv() shouldn't panic if the implied volatility can't be found

Issue - State: closed - Opened by dgbustos almost 6 years ago - 3 comments

#1 - Remove approx from dependency and make it a dev-dependency

Issue - State: closed - Opened by danielhstahl over 6 years ago