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@github-actions github-actions released this 25 Nov 03:26
· 121 commits to master since this release
2a2c3f4

Yields v0.9.0

Diff since v0.8.0

Closed issues:

  • similar to zero, forward should return a Rate (#58)
  • New function: forwardcurve (#63)

Merged pull requests:

  • add ForwardStarting to allow creating forward-starting curves easily (#65) (@alecloudenback)
  • switch underlying interpoliation to use rates instead of discount factor (#67) (@alecloudenback)