Release Notes¶
This page is the source of truth for quantflow release notes. Each section
below maps to a tagged release on
GitHub. When a new tag is
pushed, the matching section is extracted by
.github/workflows/release.yml and published as the GitHub Release body.
v0.8.0¶
Volatility-surface calibration overhaul. This release adds a two-factor BNS model, a double-Heston model (with optional jumps), Lewis and COS pricing methods, and reworks the calibration package layout. Several module renames and signature changes were made along the way: see Breaking changes below.
Breaking changes¶
Module renames.
quantflow.sp.weineris nowquantflow.sp.wiener(typo fix). Update imports.quantflow.options.calibrationis now a package, not a single module. Top-level imports keep working through the package__init__.pyre-exports. Code reaching into the oldquantflow.options.heston_calibrationmust switch toquantflow.options.calibration.heston.
ModelOptionPrice field rename. (#47)
ModelOptionPrice.moneynesspreviously meantlog(K/F). It now means standardised moneynesslog(K/F) / sqrt(ttm), and the raw log-strike is exposed as a new fieldlog_strike. Code readingoption.moneynessand expecting a log-strike must switch tooption.log_strike.get_intrinsic_value(moneyness=...)argument renamed tolog_strike=....
New features¶
BNS2: two-factor Barndorff-Nielsen & Shephard stochastic-volatility model with a single Brownian motion driving a convex combination of independent Gamma-OU variances and per-factor leverage. New section in the BNS calibration tutorial. (#54)DoubleHestonandDoubleHestonJ: two-factor Heston (with optional log-price jumps) and matchingDoubleHestonCalibration/DoubleHestonJCalibration. (#46)- Lewis and COS option-pricing methods: selectable via
OptionPricingMethod, alongside the existing Carr-Madan / FFT path. (#47) - CIR tutorial with PDF comparison example. (#49)
Improvements and fixes¶
- Heston calibration convergence fixes. (#45, #49)
- BNS calibration: dedicated
BNSCalibrationclass extracted, characteristic exponent derivation cleaned up, broader test coverage. (#50, #51) - OU module reworked: clearer Gamma-OU API, stronger tests for moments and the integrated Laplace transform. (#51)
pricing_method_comparisonexample simplified; redundant time-comparison code removed. (#48)
Documentation and assets¶
- New logo set (favicon, lockup, marks, social banners) under
docs/assets/logos/. (#53) - New
docs/mcp.mdpage covering the MCP server. - Bibliography rebuilt from BibTeX via
docs/bib2md.py; glossary expanded; mathjax tweaks for inline rendering. (#47, #49) - Tutorial-writing instructions added at
.github/instructions/tutorial.instructions.md.