diff --git a/CHANGELOG.md b/CHANGELOG.md index 93e6d85..176bf68 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -4,6 +4,20 @@ All noteable changes to this project will be documented in this file. +## v2023.6.0 (2023-07-26) + +### Feature + +* Relax pandas dependency constraint ([`1bae2fb`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/1bae2fb779955636e1b57bff67abbfc5076661bd)) +* Support various types of numpy engine ([`05eb58c`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/05eb58cfdba0db6bd23a0bebac7dec061c58b1a3)) + +### Documentation + +* Update covariance page ([`6c10a7c`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/6c10a7cd608ed0d0d1a6b450d591884f1af60cb1)) +* Update README ([`bcbea6e`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/bcbea6e3ff0f9e7f29b966f1bdefe02ee85e175a)) +* Add statistical approach example doc ([`d8b2e44`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/d8b2e441b9c1f224e90b69e44cc724ca1fe78164)) +* Fix the missing import ([`37e1dc4`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/37e1dc46c4d460b34981475cd9f1c744eefb587c)) + ## v2023.5.1 (2023-06-23) ### Feature diff --git a/pyproject.toml b/pyproject.toml index 31801b6..ebd0ff2 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -1,6 +1,6 @@ [tool.poetry] name = "factor-pricing-model-risk-model" -version = "2023.5.1" +version = "2023.6.0" description = "Package to build risk models for factor pricing model" authors = ["Factor Pricing Model "] license = "MIT" diff --git a/src/fpm_risk_model/__init__.py b/src/fpm_risk_model/__init__.py index 601fd1f..21a35e3 100644 --- a/src/fpm_risk_model/__init__.py +++ b/src/fpm_risk_model/__init__.py @@ -1,4 +1,4 @@ -__version__ = "2023.5.1" +__version__ = "2023.6.0" # flake8: noqa from .cov_estimator import CovarianceEstimator, RollingCovarianceEstimator