Skip to content

Change Log

0.1.4

  • replaced BlackScholesOptionPricing with Generalized Black-Scholes (GBS) framework
  • added BlackScholes, Merton, Black76, GarmanKohlhagen models
  • added price_option() convenience factory
  • added OptionGreeks dataclass with all prices and first-order Greeks
  • BlackScholesOptionPricing retained as a deprecated backward-compatible shim
  • upgraded Monte Carlo engine (MonteCarloOptionPricing)
  • added Sobol quasi-random sampler (sampler='sobol') for faster convergence
  • added antithetic variates variance reduction for pseudo-random mode
  • added all four barrier types: up-and-out, up-and-in, down-and-out, down-and-in
  • added American option pricing via Longstaff-Schwartz regression
  • added MonteCarloResult dataclass (price, std error, 95% CI, metadata)
  • parameters renamed: nsims → n_simulations, timestep → n_steps

0.1.3

  • added db module
  • updated timeseries module for pandas 2.x

0.1.2

  • updated derivatives module

0.1.1

  • updated derivatives module
  • updated chart module

0.1.0

  • updated risk module
  • updated derivatives module

0.0.9

  • updated pie plots
  • added surface plots

0.0.8

  • updated README

0.0.7

  • added interactive charting module
  • added indicator examples
  • bug fixes

0.0.6

  • updated Monte Carlo methods
  • updated NSE option data module

0.0.5

  • added option chain analysis for India
  • added binomial option pricing model
  • updated VaR calculation and backtester
  • bug fixes

0.0.4

  • updated multi level index for data download
  • updated column positioning for data download

0.0.3

  • package data included
  • bug fixes

0.0.2

  • added technical indicators
  • bug fixes and refactoring

0.0.1

  • migration from quantmod-python to quantmod
  • added historical data loader
  • support for SPX & NIFTY in dataloader