chore: update ferro-ta version to 1.1.3

- Bumped version numbers across Cargo.toml, Cargo.lock, pyproject.toml, and conda/meta.yaml to 1.1.3.
- Added new features including American option pricing, digital options, extended Greeks, and historical volatility estimators.
- Enhanced documentation and tests for new functionalities.
- Updated CHANGELOG.md to reflect changes for version 1.1.3.
This commit is contained in:
Pratik Bhadane
2026-04-02 16:30:45 +05:30
parent 125eb32d9f
commit 2080e4673d
38 changed files with 5619 additions and 85 deletions
+23
View File
@@ -89,6 +89,29 @@ pub fn bsm_price_batch<'py>(
Ok(out.into_pyarray(py))
}
#[pyfunction]
#[pyo3(signature = (call_price, put_price, spot, strike, rate, time_to_expiry, carry = 0.0))]
#[allow(clippy::too_many_arguments)]
pub fn put_call_parity_deviation(
call_price: f64,
put_price: f64,
spot: f64,
strike: f64,
rate: f64,
time_to_expiry: f64,
carry: f64,
) -> PyResult<f64> {
Ok(ferro_ta_core::options::pricing::put_call_parity_deviation(
call_price,
put_price,
spot,
strike,
rate,
carry,
time_to_expiry,
))
}
#[pyfunction]
#[pyo3(signature = (forward, strike, rate, time_to_expiry, volatility, option_type = "call"))]
pub fn black76_price_batch<'py>(