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v0.7.0

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@github-actions github-actions released this 27 Aug 08:11

FinancialToolbox v0.7.0

Diff since v0.6.0

Merged pull requests:

Closed issues:

  • Add all second order greeks (#9)
  • Implied Volatility: Switch to Let's be Rational (#15)
  • Recover coverage: test frule for blimpv (#20)
  • blsimpv() reaches max iterations when vega approaches 0, resulting in NaN implied volatility. (#21)