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RLS: packaging updates
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attack68 committed May 28, 2024
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Showing 1 changed file with 9 additions and 6 deletions.
15 changes: 9 additions & 6 deletions docs/source/i_whatsnew.rst
Original file line number Diff line number Diff line change
Expand Up @@ -30,10 +30,11 @@ New *FX Volatility Products* are set to **beta** status, probably until version
- The modules ``rateslib.dual`` and ``rateslib.splines`` have been ported to **Rust**
instead of Python to improve calculation times.
* - Splines
- New methods :meth:`~rateslib.splines.ppev_single_dual`,
:meth:`~rateslib.splines.ppev_single_dual2`, :meth:`~rateslib.splines.ppdnev_single_dual`,
and :meth:`~rateslib.splines.ppdnev_single_dual2` have been added to ensure correct
handling of AD with regards to both x-axis and y-axis variables. See
- New methods :meth:`~rateslib.splines.PPSplineF64.ppev_single_dual`,
:meth:`~rateslib.splines.PPSplineF64.ppev_single_dual2`,
:meth:`~rateslib.splines.PPSplineF64.ppdnev_single_dual`,
and :meth:`~rateslib.splines.PPSplineF64.ppdnev_single_dual2` have been added to
ensure correct handling of AD with regards to both x-axis and y-axis variables. See
:ref:`section on using AD with splines <splines-ad-doc>`
* - Splines
- Added :meth:`~rateslib.splines.evaluate` for automatically handling which *ppdnev* method
Expand All @@ -56,9 +57,11 @@ New *FX Volatility Products* are set to **beta** status, probably until version
and :class:`~rateslib.instruments.FXOptionStrat`.
See :ref:`user guide section <fx-volatility-doc>` for more information.
* - FX Volatility
- A new pricing component :class:`~rateslib.fx_volatility.FXDeltaVolSmile` has been added
- New pricing components :class:`~rateslib.fx_volatility.FXDeltaVolSmile` and
:class:`~rateslib.fx_volatility.FXDeltaVolSurface`
have been added
to allow pricing of single expiry *FX Options* with a *Smile* interpolated over a *Delta*
axis.
axis. See :ref:`FX volatility construction <c-fx-smile-doc>`.
* - AD
- Added :meth:`~rateslib.dual.dual_norm_pdf` for AD safe standard normal probability density.
* - AD
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