Tags: pedronahum/JACTUS
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v0.1.8 - Array-mode batch simulation & Gallery of Contracts Highlights: - Extend batch array-mode simulation to all 12 supported contract types (PAM, LAM, NAM, ANN, LAX, CSH, STK, COM, FXOUT, FUTUR, OPTNS, SWPPV) - Unified portfolio API: simulate_portfolio() with automatic batch dispatch - New Gallery of Contracts notebook showcasing all 18 ACTUS types - All notebooks made Colab-ready with pip install cells - Resolve all ruff (lint + format) and mypy errors across source and tests
v0.1.7 - Array-mode batch simulation & Gallery of Contracts Highlights: - Extend batch array-mode simulation to all 12 supported contract types (PAM, LAM, NAM, ANN, LAX, CSH, STK, COM, FXOUT, FUTUR, OPTNS, SWPPV) - Unified portfolio API: simulate_portfolio() with automatic batch dispatch - New Gallery of Contracts notebook showcasing all 18 ACTUS types - All notebooks made Colab-ready with pip install cells - Resolve all ruff and mypy errors across source and tests
fix: sync __version__ with pyproject.toml and fix Colab install __version__ in __init__.py was stuck at 0.1.2 while pyproject.toml had been bumped through 0.1.3–0.1.5. Also update notebook install cell to use --upgrade --no-deps to avoid breaking Colab's JAX stack.
fix: address audit findings for v0.1.1 release - Fix LAM cross-validation failures (LAM18, LAM21) by correcting double-counted accrued interest in _pre_simulate_to_prd() - Implement PP prepayment notional reduction via observe_event() in PAM, LAM, NAM, and LAX contracts - Add 19 missing ATTRIBUTE_MAP entries for ACTUS short names - Add holiday calendar support to BUS/252 day count convention - Implement TARGET, NYSE, and UK_SETTLEMENT holiday calendars - Add S/C business day convention helper functions and documentation - Document initial_state behavior in SimulationHistory - Add prepayment integration tests - Bump version to 0.1.1 276/276 ACTUS cross-validation tests now pass.
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