v0.6.1

EconomicScenarioGenerators v0.6.1

Diff since v0.6.0

Merged pull requests:

• test bounded compat (#47) (@alecloudenback)

Closed issues:

• Local testing broken, seems related to market consistency issue (#46)

v0.6.0

EconomicScenarioGenerators v0.6.0

Diff since v0.5.0

Merged pull requests:

• switch FinanceModels to Extension (#45) (@alecloudenback)

v0.5.0

Update for FinanceModels.jl

v0.4.1

EconomicScenarioGenerators v0.4.1

Diff since v0.4.0

v0.4.0

EconomicScenarioGenerators v0.4.0

Diff since v0.3.8

Closed issues:

• API for correlations of variables (#17)

Merged pull requests:

• Correlated Generators (#39) (@alecloudenback)
• fix compat (#40) (@alecloudenback)

v0.3.8

EconomicScenarioGenerators v0.3.8

Diff since v0.3.7

Merged pull requests:

• add type annotations to improve type inference (#37) (@alecloudenback)
• freshen up docs (#38) (@alecloudenback)

v0.3.7

EconomicScenarioGenerators v0.3.7

Diff since v0.3.6

Closed issues:

• Interest Rates: avoiding negative discount factors? (#33)

Merged pull requests:

• Fix HullWhite (#35) (@alecloudenback)

v0.3.6

EconomicScenarioGenerators v0.3.6

Diff since v0.3.5

Closed issues:

• Hull White Market Consistency (#28)

Merged pull requests:

• Resolve Hull White issues (market consistency) (#32) (@alecloudenback)

v0.3.5

EconomicScenarioGenerators v0.3.5

Diff since v0.3.4

Closed issues:

• Uncessesary Allocations? (#27)

Merged pull requests:

• reduce heap allocations (#29) (@alecloudenback)
• add benchmark code (#30) (@alecloudenback)

v0.3.4

EconomicScenarioGenerators v0.3.4

Diff since v0.3.3

Closed issues:

• Test Cases for initial release (#13)
• Add/Improve Docstrings (#23)

Merged pull requests:

• add some docs and tests (#26) (@alecloudenback)