From 79272b36d9e9d7750450c3917d8c76c4473d7da4 Mon Sep 17 00:00:00 2001 From: "JHM Darbyshire (iMac)" Date: Tue, 28 May 2024 07:32:14 +0200 Subject: [PATCH] RLS: packaging updates --- docs/source/i_whatsnew.rst | 15 +++++++++------ 1 file changed, 9 insertions(+), 6 deletions(-) diff --git a/docs/source/i_whatsnew.rst b/docs/source/i_whatsnew.rst index c66f52bc..4193fde8 100644 --- a/docs/source/i_whatsnew.rst +++ b/docs/source/i_whatsnew.rst @@ -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 - Added :meth:`~rateslib.splines.evaluate` for automatically handling which *ppdnev* method @@ -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 ` 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 `. * - AD - Added :meth:`~rateslib.dual.dual_norm_pdf` for AD safe standard normal probability density. * - AD