Commits

Branch selector

 master

User selector

All users

Datepicker

All time

Commit History

Commits on Mar 28, 2020

• expose HestonRNDCalculator

  

  Alexander Winter

  committed
  e9e519c

  Copy full SHA for e9e519c

Commits on Jan 25, 2020

• expose additional functions related to Heston calibration

  

  Alexander Winter

  committed
  04d4d60

  Copy full SHA for 04d4d60

Commits on Dec 11, 2019

• expose SviFxBlackVolSurface

  

  Alexander Winter

  committed
  91dc6a8

  Copy full SHA for 91dc6a8

Commits on Dec 2, 2019

• Update changelog and news.

  lballabio

  committed
  8466eef

  Copy full SHA for 8466eef

Commits on Nov 24, 2019

• Remove assertions in compiled Python module.

  lballabio

  committed
  c66d106

  Copy full SHA for c66d106

• Use valid path for install_data.

  lballabio

  committed
  dd0f338

  Copy full SHA for dd0f338

Commits on Nov 21, 2019

• Merge pull request lballabio#221.

  lballabio

  committed
  8862e8c

  Copy full SHA for 8862e8c

Commits on Nov 20, 2019

• formatting

  klausspanderen

  committed
  628484c

  Copy full SHA for 628484c

• added Newton solver for Java and C#

  klausspanderen

  committed
  8ced4d1

  Copy full SHA for 8ced4d1

Commits on Nov 19, 2019

• Update list of copyrights.

  lballabio

  committed
  597f70d

  Copy full SHA for 597f70d

Commits on Nov 18, 2019

• Update C# project.

  lballabio

  committed
  3b52fd0

  Copy full SHA for 3b52fd0

Commits on Nov 16, 2019

• Merge pull request lballabio#220.

  lballabio

  committed
  76eae21

  Copy full SHA for 76eae21

• Merge branch 'master' into runtime-indexed-flag

  lballabio

  committed
  d538df5

  Copy full SHA for d538df5

• Merge pull request lballabio#219.

  lballabio

  committed
  bb3f496

  Copy full SHA for bb3f496

Commits on Nov 15, 2019

• Upgrade requirement for QuantLib version.

  lballabio

  committed
  0920905

  Copy full SHA for 0920905

• Merge pull request lballabio#214.

  lballabio

  committed
  ba87bbd

  Copy full SHA for ba87bbd

• Merge pull request lballabio#218.

  lballabio

  committed
  5cd4872

  Copy full SHA for 5cd4872

• Return by shared_ptr to avoid copy; add tests to suite.

  lballabio

  committed
  c54faf3

  Copy full SHA for c54faf3

• Expose runtime selection of par/indexed coupons.

  lballabio

  committed
  39ec26f

  Copy full SHA for 39ec26f

• Export switch to choose FRA pricing method.

  lballabio

  committed
  12a0ca8

  Copy full SHA for 12a0ca8

• Merge branch 'master' into ex-coupon-floater

  lballabio

  committed
  53a1c98

  Copy full SHA for 53a1c98

• Expose ex-coupon functionality for floaters.

  lballabio

  committed
  05cea2a

  Copy full SHA for 05cea2a

• Avoid time-out with no output.

  lballabio

  committed
  f5cfb59

  Copy full SHA for f5cfb59

Commits on Nov 14, 2019

• Merge pull request lballabio#216.

  lballabio

  committed
  6c4c6d1

  Copy full SHA for 6c4c6d1

• Merge pull request lballabio#215.

  lballabio

  committed
  8fee133

  Copy full SHA for 8fee133

• Rename classes.

  lballabio

  committed
  0758344

  Copy full SHA for 0758344

• Avoid deprecated classes

  lballabio

  committed
  5a249c4

  Copy full SHA for 5a249c4

Commits on Nov 10, 2019

• Update discountcurve.i

  mdelmedico

  authored
  1f20683

  Copy full SHA for 1f20683

• Update discountcurve.i

  mdelmedico

  authored
  a436acd

  Copy full SHA for a436acd

• Update zerocurve.i

  mdelmedico

  authored
  43e3733

  Copy full SHA for 43e3733

Commits on Nov 5, 2019

• changed author email

  prasadsom

  committed
  2277fb9

  Copy full SHA for 2277fb9

• Added static method one for each ctor

  Show description for b36b7d5
  prasadsom

  committed
  b36b7d5

  Copy full SHA for b36b7d5

Commits on Nov 4, 2019

• Added static method one for each ctor

  prasadsom

  committed
  a5ea37f

  Copy full SHA for a5ea37f

Commits on Oct 25, 2019

• Update C# project.

  lballabio

  committed
  1980839

  Copy full SHA for 1980839

• Merge pull request lballabio#211.

  lballabio

  committed
  00c5768

  Copy full SHA for 00c5768

Pagination

Previous

Next