chore: update ferro-ta version to 1.1.3 (#8)

- 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 16:38:32 +05:30
committed by GitHub
parent 125eb32d9f
commit 3e0f289d51
38 changed files with 5619 additions and 85 deletions
+16
View File
@@ -47,3 +47,19 @@ pub fn term_structure_slope<'py>(
tenors, atm_ivs,
))
}
#[pyfunction]
#[pyo3(signature = (spot, iv, days_to_expiry, trading_days_per_year = 252.0))]
pub fn expected_move(
spot: f64,
iv: f64,
days_to_expiry: f64,
trading_days_per_year: f64,
) -> PyResult<(f64, f64)> {
Ok(ferro_ta_core::options::surface::expected_move(
spot,
iv,
days_to_expiry,
trading_days_per_year,
))
}