Tags: ArturSepp/GoalBasedAllocation

Release 0.4.2

Release 0.4.1

Release 0.4.0

Release v0.3.1

goal-based-allocation 0.3.0

Add variance-swap module and tests

Introduce goal_based_allocation.variance_swap: closed-form fair variance-swap strikes for a 2-state regime-switching jump-diffusion, decomposition into diffusion/crash/recovery jump components, occupation_times, jump-skew probe, Monte Carlo reference, size-premium calibration (implied_crash_size_from_var_swap) and skew over-identification test. Export new API symbols in __init__.py. Add tests/tests_variance_swap.py covering identities, limits, MC checks, calibration and skew prediction. Make vanilla_option_pricer imports resilient to direct execution via a try/except fallback to local package imports.