ChangeLog

PLEASE NOTE THAT THE API IS STILL VERY UNSTABLE AS MORE USE CASES / FEATURES ARE ADDED REGULARLY

v0.3.2 (XX-XX-2022)

  • release on PyPI

v0.3.1 (23-03-2020)

  • Improved the documentation of the vasicek module

  • Fixed the broken API of the variance examples

v0.3.0 (17-06-2019)

  • Expanding sphinx documentation to cover all classes function

v0.2.1 (04-04-2019)

  • Including credit metrics style variance calculation

v0.2.0 (29-03-2019)

  • Refactoring to include threshold model functionality (formerly with transitionMatrix library)

v0.1.1 (11-07-2017)

  • Training: Notebook examples

v0.1.0 (16-04-2017)

  • First public release of the package