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ChangeLog

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

v0.4.0 (21-02-2024)

  • released 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