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4 changes: 4 additions & 0 deletions CHANGELOG.md
Original file line number Diff line number Diff line change
Expand Up @@ -39,6 +39,10 @@ All notable changes to this project are documented here. The format follows
- The tail size `ceil(n * (1 - level))` of historical VaR moved to a shared
helper, so single-sample and rolling historical VaR always use the same rule.
Results are unchanged.
- The README is organised as install, one example, an API sketch and how it
works, and its doctests are unchanged. The command-line examples moved to
`docs/CLI.md`, the figures and studies to `docs/EXAMPLES.md`, and the
per-component checks, full limitations and references to `docs/DESIGN.md`.

### Fixed

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