DeFiMath v3.0.0 released - Portfolio analytics, Solidity 0.8.35, full test coverage

A major release that extends DeFiMath beyond options pricing into general portfolio and performance math — useful for vaults, structured products, risk engines, and any protocol that needs to reason about returns on-chain — and ships under a fresh Solidity version with full test coverage.

Statistics

• mean — arithmetic mean, Σ(vᵢ) / n.
• geometricMean — geometric mean of two values, √(a · b).
• weightedAverage — weighted average, Σ(vᵢ · wᵢ) / Σ(wᵢ).
• stdDev — sample standard deviation, √(Σ(vᵢ − μ)² / (n − 1)).

Risk and return

• historicalVolatility — annualized volatility from a price series (sample std dev of log returns, annualized).
• sharpeRatio — risk-adjusted return: (annualized return − risk-free rate) / annualized volatility.
• maxDrawdown — largest peak-to-trough decline on an equity curve, expressed as a fraction.
• valueAtRisk (VaR) — historical Value at Risk: the return threshold below which losses fall with probability 1 − α.
• conditionalValueAtRisk (CVaR) — Expected Shortfall: the mean return in the left tail beyond VaR.
• yieldToMaturity — closed-form YTM for a zero-coupon bond, ln(faceValue / price) / timeYear, continuous compounding.
• internalRateOfReturn — IRR via Newton-Raphson; solves Σ Cᵢ · e^(−irr·tᵢ) = 0 from an initial guess.

Release polish

• Bumped to Solidity 0.8.35 (also remains compatible down to 0.8.31)
• Compiler warnings cleaned up
• Output parameters now have explicit names across the API
• NatSpec author tags added throughout
• Repository folder structure tightened
• 100% test coverage — every public function, every branch

DeFiMath at v3.0.0 is a focused, fully-tested Solidity library covering options pricing, Greeks, implied volatility, finance primitives, and portfolio statistics.