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v1.40

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@ratesquant ratesquant released this 31 Dec 05:16
· 21 commits to master since this release

v1.40 (2021-12-31)(1.4.8035.227):

  1. Bachelier option pricing formulas (Price, Implied vol and Greeks): acq_options_bachelier_price, acq_options_bachelier_vol, acq_options_bachelier_greeks
  2. Bjerksund-Stensland(2002) approximation for American options: acq_options_bjerksund_price, acq_options_bjerksund_greeks
  3. Binomial (CRR) and Trinomial pricers for American options: acq_options_binomial_american_greeks, acq_options_trinomial_american_greeks
  4. Added weighted linear regression: acq_regression_linear_create, acq_regression_eval
  5. Added functions to
    - count number of unique elements in excel range: acq_count_unique
    - concatenate the elements to string: acq_join
    - check if number is integer: acq_isinteger
    - check if number is prime: acq_isprime
    - check if year is a leap year: acq_isleap_year
    - convert to string: acq_tostring
    - compute max(x), min(x), max(abs(x)), min(abs(x)), mean(x) while ignoring non-numeric values: acq_max, acq_min, acq_absmax, acq_absmin, acq_mean