History

0.1.4 (2023-01-17)

Fix Quantlib deprecations in ActualActual() and UnitedStates().
Fix pandas FutureWarning involving numeric_only default value.

0.1.3 (2022-10-11)

Drop the 'how' parameter from _drop_sparse_columns() for coherence with Pandas 1.5.0

0.1.2 (2021-06-16)

Changed VolatilitySurface object to be able to accept a grid of volatilies instead of an OptionsData object

0.1.0 (2021-03-10)

First release on PyPI.