chore: release

Cargo.toml

@@ -10,7 +10,7 @@
 [workspace.package]
 authors = ["avhz <RustQuantContact@gmail.com>"]
 description = "A Rust library for quantitative finance."
-version = "0.4.0"
+version = "0.5.0"
 edition = "2021"
 readme = "README.md"
 repository = "https://github.com/avhz/RustQuant"
@@ -65,22 +65,22 @@ rustdoc-args = ["--html-in-header", "katex.html", "--cfg", "docsrs"]
 
 [workspace.dependencies]
 ## RustQuant Crates
-RustQuant_autodiff = { version = "0.4.0", path = "crates/RustQuant_autodiff" }
-RustQuant_cashflows = { version = "0.4.0", path = "crates/RustQuant_cashflows" }
-RustQuant_data = { version = "0.4.0", path = "crates/RustQuant_data" }
-RustQuant_enums = { version = "0.4.0", path = "crates/RustQuant_enums" }
-RustQuant_error = { version = "0.4.0", path = "crates/RustQuant_error" }
-RustQuant_instruments = { version = "0.4.0", path = "crates/RustQuant_instruments" }
-RustQuant_iso = { version = "0.4.0", path = "crates/RustQuant_iso" }
-RustQuant_math = { version = "0.4.0", path = "crates/RustQuant_math" }
-RustQuant_models = { version = "0.4.0", path = "crates/RustQuant_models" }
-RustQuant_ml = { version = "0.4.0", path = "crates/RustQuant_ml" }
-RustQuant_portfolios = { version = "0.4.0", path = "crates/RustQuant_portfolios" }
-RustQuant_pricing = { version = "0.4.0", path = "crates/RustQuant_pricing" }
-RustQuant_stochastics = { version = "0.4.0", path = "crates/RustQuant_stochastics" }
-RustQuant_time = { version = "0.4.0", path = "crates/RustQuant_time" }
-RustQuant_trading = { version = "0.4.0", path = "crates/RustQuant_trading" }
-RustQuant_utils = { version = "0.4.0", path = "crates/RustQuant_utils" }
+RustQuant_autodiff = { version = "0.5.0", path = "crates/RustQuant_autodiff" }
+RustQuant_cashflows = { version = "0.5.0", path = "crates/RustQuant_cashflows" }
+RustQuant_data = { version = "0.5.0", path = "crates/RustQuant_data" }
+RustQuant_enums = { version = "0.5.0", path = "crates/RustQuant_enums" }
+RustQuant_error = { version = "0.5.0", path = "crates/RustQuant_error" }
+RustQuant_instruments = { version = "0.5.0", path = "crates/RustQuant_instruments" }
+RustQuant_iso = { version = "0.5.0", path = "crates/RustQuant_iso" }
+RustQuant_math = { version = "0.5.0", path = "crates/RustQuant_math" }
+RustQuant_models = { version = "0.5.0", path = "crates/RustQuant_models" }
+RustQuant_ml = { version = "0.5.0", path = "crates/RustQuant_ml" }
+RustQuant_portfolios = { version = "0.5.0", path = "crates/RustQuant_portfolios" }
+RustQuant_pricing = { version = "0.5.0", path = "crates/RustQuant_pricing" }
+RustQuant_stochastics = { version = "0.5.0", path = "crates/RustQuant_stochastics" }
+RustQuant_time = { version = "0.5.0", path = "crates/RustQuant_time" }
+RustQuant_trading = { version = "0.5.0", path = "crates/RustQuant_trading" }
+RustQuant_utils = { version = "0.5.0", path = "crates/RustQuant_utils" }
 
 ## External Crates
 argmin = "0.10.0"           # https://docs.rs/argmin/latest/argmin/

bindings/CHANGELOG.md

@@ -0,0 +1,25 @@
+# Changelog
+
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+## [Unreleased]
+
+## [0.1.0](https://github.com/avhz/RustQuant/releases/tag/RustQuant_pyo3-v0.1.0) - 2026-01-14
+
+### Added
+
+- PyO3 bindings initial work
+- add Heston and Bachelier models to AnalyticOptionPricer
+
+### Fixed
+
+- pyo3 test/example errors on MacOS
+
+### Other
+
+- katex header in sub-crates
+- Fixing tests.
+- `models`

crates/RustQuant_autodiff/CHANGELOG.md

@@ -6,6 +6,13 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_autodiff-v0.4.0...RustQuant_autodiff-v0.5.0) - 2026-01-14
+
+### Other
+
+- Merge pull request #300 from lifechange777/patch-4
+- remove unused deps
+
 ## [0.3.1](https://github.com/avhz/RustQuant/compare/RustQuant_autodiff-v0.3.0...RustQuant_autodiff-v0.3.1) - 2024-11-10
 
 ### Other

crates/RustQuant_cashflows/CHANGELOG.md

@@ -6,6 +6,19 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_cashflows-v0.4.0...RustQuant_cashflows-v0.5.0) - 2026-01-14
+
+### Fixed
+
+- fix reset function, add documentation
+
+### Other
+
+- Update README.md
+- correct import in doc tests
+- small doc adaptation according to the fix
+- documentation improvement of set_value
+
 ## [0.3.1](https://github.com/avhz/RustQuant/compare/RustQuant_cashflows-v0.3.0...RustQuant_cashflows-v0.3.1) - 2024-11-10
 
 ### Other

crates/RustQuant_enums/CHANGELOG.md

@@ -0,0 +1,171 @@
+# Changelog
+
+All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+## [Unreleased]
+
+## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_enums-v0.4.0...RustQuant_enums-v0.5.0) - 2026-01-14
+
+### Fixed
+
+- pyo3 test/example errors on MacOS
+- underscored whitespace between badges
+- restructure `Money` module into `Instruments` and `Cashflows`
+- fixed gbm paths
+
+### Other
+
+- Merge pull request #300 from lifechange777/patch-4
+- update README.md
+- update readme
+- Update README.md
+- Add license scan report and status
+- update module table and fix badge whitespaces, resolves #249 
+- Update README.md
+- Update README.md (expired Discord link)
+- remove more unused dependencies.
+- moved references to separate .md file
+- Add ISO code implementations (ISO-4217, ISO-3166, ISO-10383)
+- Pre-publish commit: v0.0.34
+- Update README.md
+- Update README.md
+- Update README.md
+- Update readme
+- Update readme
+- Update readme
+- Update readme
+- Update readme
+- Update readme
+- Update readme
+- Update readme
+- Update readme
+- Update readme
+- Update README.md
+- Target `v0.1.0` rather than `v1.0.0`
+- spelling fixes with typos
+- Pre-publish commit: v0.0.28
+- Update README and CHANGELOG.
+- Update README
+- Update README
+- Update README
+- Update README
+- Pre-publish commit: v0.0.27
+- Shields update.
+- Shields update.
+- Shields update.
+- Shields update.
+- Slight re-structure (remove utilities mod), statistics for Vec<f64>
+- Working on `Cashflow` and `Leg`.
+- 150+ currencies added.
+- Added 150+ ISO 4217 currencies.
+- Update readme.
+- Update readme.
+- Update readme.
+- Update readme.
+- Update README
+- Compute returns in Polars `DataFrame` ([#37](https://github.com/avhz/RustQuant/pull/37))
+- Update readme.
+- Update readme.
+- Update README.md
+- Update readme.
+- Update readme.
+- Update readme.
+- Update readme.
+- Update README.
+- Update README.
+- Update README
+- Closed #55 (`autodiff` Graphviz update); working on logistic regression.
+- Update readme
+- Pre-publish commit: v0.0.20
+- Add CHANGELOG and update readme.
+- Readme and simple linear regression example.
+- Update readme.
+- Added examples.
+- update readme
+- update readme
+- update readme
+- Gradient Descent. Needs work.
+- Update readme badges.
+- Update README (cleaning up the stochastic process notation).
+- Update README (cleaning up the stochastic process notation).
+- Update readme (dynamics for HW and EV models)
+- Update readme badges
+- Merge pull request #45 from aatmunbaxi/impl-ho-lee
+- Update README
+- Update README.md
+- Closing #27: download price history from Yahoo! Finance.
+- Update readme.
+- Update readme.
+- Update readme.
+- Update readme.
+- Update readme.
+- Update readmme
+- Update readmme
+- Update Readme
+- Update Readme
+- Readme
+- Readme
+- Readme
+- Readme
+- Readme
+- Readme
+- Readme
+- Readme
+- Readme
+- Added gamma, chi-squared, exponential distributions.
+- Currencies
+- Update readme
+- Update readme.
+- Pre-publish commit.
+- Pre-publish commit.
+- Update Readme
+- Update readme.
+- Pre-publish commit v0.0.11
+- Added tanh-sinh quadrature.
+- Pre-publish commit v0.0.9
+- Update readme
+- ....
+- ....
+- ...
+- Lookback floating strike Monte Carlo pricer
+- updated README.md
+- updated README.md
+- updated README.md
+- updated README.md
+- updated README.md
+- updated README.md
+- updated README.md
+- need to do some short rate models
+- need to do some short rate models
+- need to do some short rate models
+- need to do some short rate models
+- norm dist struct
+- norm dist struct
+- norm dist struct
+- update readme
+- update readme
+- update readme
+- update readme
+- update readme
+- GitHub re-up
+- ...
+- ...
+- ...
+- ...
+- ...
+- Added tests for Greeks (still need Theta)
+- updated readme
+- Update readme
+- Updated readme, added normpdf tests
+- Updated readme, added normpdf tests
+- Updated readme, added normpdf tests
+- updated readme
+- updated readme
+- Added CRR, wrote some docs.
+- Completed barrier option pricer, all tests pass.
+- Update LICENSE
+- Added option pricer files (need to complete).
+- Updated README

crates/RustQuant_error/CHANGELOG.md

@@ -6,6 +6,24 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_error-v0.4.0...RustQuant_error-v0.5.0) - 2026-01-14
+
+### Added
+
+- PyO3 bindings initial work
+
+### Fixed
+
+- pyo3 test/example errors on MacOS
+
+### Other
+
+- Merge pull request #300 from lifechange777/patch-4
+- remove unused deps
+- remove plotters and polars deps
+- remove plotters and polars deps
+- Define errors specific to B-Spline implementation
+
 ## [0.2.12](https://github.com/avhz/RustQuant/compare/RustQuant_error-v0.2.11...RustQuant_error-v0.2.12) - 2024-10-29
 
 ### Other

crates/RustQuant_iso/CHANGELOG.md

@@ -6,6 +6,12 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_iso-v0.4.0...RustQuant_iso-v0.5.0) - 2026-01-14
+
+### Other
+
+- Update README.md
+
 ## [0.4.0](https://github.com/avhz/RustQuant/compare/RustQuant_iso-v0.3.1...RustQuant_iso-v0.4.0) - 2024-11-22
 
 ### Other

crates/RustQuant_math/CHANGELOG.md

@@ -6,6 +6,24 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_math-v0.4.0...RustQuant_math-v0.5.0) - 2026-01-14
+
+### Added
+
+- PyO3 bindings initial work
+
+### Other
+
+- Merge pull request #300 from lifechange777/patch-4
+- remove plotters and polars deps
+- Amend unit tests to ensure correct error message is prompted
+- Remove unnecessary cloning in tests
+- Create b_spline submodule + make struct publicly accessible
+- Amend traits to utilise AddAssign operation + provide ability to display InterpolationIndex (for BSplineOutsideOfRange error)
+- Unit tests
+- Implement Interpolator trait for BSplineInterpolator struct
+- Define B-Spline struct, constructor + method for the Cox de Boor algorithm
+
 ## [0.3.1](https://github.com/avhz/RustQuant/compare/RustQuant_math-v0.3.0...RustQuant_math-v0.3.1) - 2024-11-10
 
 ### Other

crates/RustQuant_ml/CHANGELOG.md

@@ -6,6 +6,17 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+## [0.5.0](https://github.com/avhz/RustQuant/compare/RustQuant_ml-v0.4.0...RustQuant_ml-v0.5.0) - 2026-01-14
+
+### Other
+
+- Merge pull request #300 from lifechange777/patch-4
+- Merge branch 'main' into ridge-reg
+- Remove redundant variable
+- Create unit tests
+- Implementations for constructor, fitting and create output struct
+- Create module + struct
+
 ## [0.3.1](https://github.com/avhz/RustQuant/compare/RustQuant_ml-v0.3.0...RustQuant_ml-v0.3.1) - 2024-11-10
 
 ### Other