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RLS: 2.7.0#1222

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attack68 wants to merge 22 commits intomainfrom
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RLS: 2.7.0#1222
attack68 wants to merge 22 commits intomainfrom
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@attack68 attack68 commented Feb 15, 2026

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@attack68 attack68 changed the title RLS: 2.6.1 RLS: 2.7.0 Feb 25, 2026
attack68 and others added 17 commits February 25, 2026 14:35
@attack68
CLN: timezone (#321) (#1228)
5535be1 
Co-authored-by: JHM Darbyshire (M1) <[email protected]>
@attack68
CLN: Fix numpy 121 parameter names (#322) (#1229)
937154b 
Co-authored-by: JHM Darbyshire (M1) <[email protected]>
@attack68
FIX: numpy renamed parameter for lower versions (#323) (#1230)
bd23369 
Co-authored-by: JHM Darbyshire (M1) <[email protected]>
@attack68
CI: delete cargo.lock (#1231)
3fb2d6b 
Co-authored-by: JHM Darbyshire (M1) <[email protected]>
@attack68
DOC: IR Swaptions development (#324) (#1232)
8d7abfe
@attack68
DEV: migrate IROptionMetric to Rust complex enum (#325) (#1233)
3e71fb4 
Co-authored-by: JHM Darbyshire (M1) <[email protected]>
@attack68 @mikelync
ENH: IRVolValue sabr param (#327) (#1234)
83de7b9 
Co-authored-by: mikelync <[email protected]>
@attack68 @mikelync
ENH: add IRStraddle (#1235)
10c9a81 
Co-authored-by: mikelync <[email protected]>
Co-authored-by: JHM Darbyshire (M1) <[email protected]>
@attack68
CLN: python 3.10 does not have Never (#329) (#1236)
003056d 
Co-authored-by: JHM Darbyshire (M1) <[email protected]>
@attack68
REF: Restructure _BaseIRSmile (#330) (#1237)
a883edd
@attack68
REF: Restructure _BaseIRCube (#331) (#1238)
8014d83
@attack68
ENH: add additional Solver stopping criteria (#334) (#1239)
014c9ea
@mikelync
ENH: add Solver.from_other (#336) (#1240)
74c775f
@mikelync
ENH: add tests for Brent and Dekker (#338) (#1241)
b11dd18 
Co-authored-by: Mike Lync <[email protected]>
@attack68 @mikelync
ENH: option pricing root solvers (#339) (#1243)
8711703 
Co-authored-by: mikelync <[email protected]>
@mikelync
ENH: add a Fee instrument (#341) (#1244)
1384645
@attack68 @mikelync
REF: collapse curve fetching to one function (#342) (#1245)
d501a88 
Co-authored-by: Mike Lync <[email protected]>
Co-authored-by: JHM Darbyshire (win11) <[email protected]>
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@attack68 @mikelync