v1.0.0

First major release, consolidating the API for the 1.x series: a new
distributions package, a rewritten Kalman filtering module, an expanded
interest-rate toolkit and leaner naming across the options API. Several
modules were renamed, reworked or removed: see Breaking changes before
upgrading.

Breaking changes

• New quantflow.dists package: Marginal1D moved there from
  quantflow.utils.marginal, and the 1D distributions from
  quantflow.utils.distributions; update imports accordingly
  (#80).
• implied_vol/implied_vols fields and arguments renamed to iv across the
  options surface, calibration and plotting APIs
  (#67).
• Kalman filtering rewritten: the old quantflow.ta.kalman module was removed
  and replaced by a state-space API with LinearGaussianModel, KalmanFilter
  and UnscentedKalmanFilter
  (#76,
  #79).
• Options inputs and strategies reworked, with moneyness utilities moved into
  the new quantflow.options.moneyness module
  (#68).
• Interest-rate package overhaul: CIR and Vasicek models expanded,
  Nelson-Siegel slimmed down, new no-discount curve
  (#74).
• The quantflow.ai package was removed
  (#75).
• EWMA alpha/period conversion corrected; results change for code relying on
  the previous formula
  (#73).

New features

• Interpolated yield curves
  (#81).
• Historical calibration of interest-rate models
  (#77).
• Yield-curve fitting of forward and discount factors
  (#63).
• Yahoo Finance volatility-surface loader
  (#61).

Improvements and fixes

• Increased test coverage across the package, the app and the CIR curves
  (#69,
  #70,
  #71).
• Documentation examples are now built once in CI and shared by the
  multi-arch image builds
  (#82).
• Dependency updates, including aio-fluid
  (#78).

Documentation and assets

• Docs improvements: plotly charts, example fixtures relocated, frontend
  moved, CIR and Vasicek rates API pages
  (#62,
  #64,
  #65,
  #66,
  #72).
• Code of conduct added
  (#83).

Full changelog