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Fix lower/upper bounds for global bootstrap (#2120) Check CMake file list and VC++ projects #672: Commit e44806f pushed by sweemer
November 30, 2024 08:05 4m 5s master
master
November 30, 2024 08:05 4m 5s
SABR swaption vol cube: use correct guess for given option and swap t… Check CMake file list and VC++ projects #671: Commit 585bb09 pushed by sweemer
November 10, 2024 07:57 30m 15s master
master
November 10, 2024 07:57 30m 15s
Add SwapRateHelper constructor with fixed dates (#2106) Check CMake file list and VC++ projects #670: Commit a6378c5 pushed by sweemer
October 30, 2024 10:32 1m 45s master
master
October 30, 2024 10:32 1m 45s
Simplify Null<T> implementation (#2082) Check CMake file list and VC++ projects #669: Commit 8bd5703 pushed by sweemer
October 3, 2024 23:20 1m 50s master
master
October 3, 2024 23:20 1m 50s
Deprecate some experimental code (#2064) Check CMake file list and VC++ projects #668: Commit 436bd90 pushed by sweemer
September 4, 2024 07:51 1m 20s master
master
September 4, 2024 07:51 1m 20s
Upgrade clang-tidy in CI build (#2062) Check CMake file list and VC++ projects #667: Commit 302973d pushed by sweemer
August 20, 2024 03:31 1m 12s master
master
August 20, 2024 03:31 1m 12s
Allow passing a pricer to OISRateHelper, deprecate superseded experim… Check CMake file list and VC++ projects #666: Commit 897ddbe pushed by sweemer
August 10, 2024 03:48 29m 50s master
master
August 10, 2024 03:48 29m 50s
Add more warnings to W3 (#2048) Check CMake file list and VC++ projects #665: Commit 2243398 pushed by sweemer
August 5, 2024 11:25 34m 29s master
master
August 5, 2024 11:25 34m 29s
Add more warnings to W3 Check CMake file list and VC++ projects #664: Commit 638cbf2 pushed by sweemer
August 5, 2024 09:11 1m 26s more-w3
more-w3
August 5, 2024 09:11 1m 26s
Pass extrapolate to constructor Check CMake file list and VC++ projects #663: Commit 6a63c58 pushed by sweemer
August 3, 2024 03:21 2m 7s enable-extrapolation
enable-extrapolation
August 3, 2024 03:21 2m 7s
Pass extrapolate to constructor Check CMake file list and VC++ projects #662: Commit b22193d pushed by sweemer
August 3, 2024 02:40 1m 15s enable-extrapolation
enable-extrapolation
August 3, 2024 02:40 1m 15s
Add more warnings to W3 Check CMake file list and VC++ projects #661: Commit 1b48bac pushed by sweemer
August 3, 2024 00:20 7m 11s more-w3
more-w3
August 3, 2024 00:20 7m 11s
Check a couple of vector accesses Check CMake file list and VC++ projects #660: Commit 0e83ab7 pushed by sweemer
August 2, 2024 23:58 1m 16s master
master
August 2, 2024 23:58 1m 16s
Remove leftover test class (#2046) Check CMake file list and VC++ projects #659: Commit a05c512 pushed by sweemer
July 31, 2024 21:06 1m 14s master
master
July 31, 2024 21:06 1m 14s
Enable C4127 at W3 warning level Check CMake file list and VC++ projects #658: Commit df04c16 pushed by sweemer
July 29, 2024 10:00 1h 3m 5s enable-c4127
enable-c4127
July 29, 2024 10:00 1h 3m 5s
Update ext::optional for C++17 Check CMake file list and VC++ projects #657: Commit 403b2e4 pushed by sweemer
July 29, 2024 09:59 1m 12s constexpr-nullopt
constexpr-nullopt
July 29, 2024 09:59 1m 12s
add exact Bachelier implied vol from Jaeckel paper (#2028) Check CMake file list and VC++ projects #656: Commit 9d01e03 pushed by sweemer
July 29, 2024 08:06 6m 49s master
master
July 29, 2024 08:06 6m 49s
Remove workaround for GCC 3.4 and below Check CMake file list and VC++ projects #655: Commit f00816b pushed by sweemer
July 27, 2024 23:25 1h 28m 13s array-expressions
array-expressions
July 27, 2024 23:25 1h 28m 13s
Update .clang-format and check_header.py to C++17 Check CMake file list and VC++ projects #654: Commit 25924fa pushed by sweemer
July 27, 2024 22:59 1h 20m 1s c++17-fixes
c++17-fixes
July 27, 2024 22:59 1h 20m 1s
Enable C4127 at W3 warning level Check CMake file list and VC++ projects #653: Commit 3964f6f pushed by sweemer
July 27, 2024 22:57 54m 33s enable-c4127
enable-c4127
July 27, 2024 22:57 54m 33s
Update ext::optional for C++17 Check CMake file list and VC++ projects #652: Commit db59c3f pushed by sweemer
July 27, 2024 22:56 4m 26s constexpr-nullopt
constexpr-nullopt
July 27, 2024 22:56 4m 26s
Enable C4127 at W3 warning level Check CMake file list and VC++ projects #651: Commit b25fa33 pushed by sweemer
July 27, 2024 22:41 1m 14s enable-c4127
enable-c4127
July 27, 2024 22:41 1m 14s
Add CI build in C++23 mode Check CMake file list and VC++ projects #650: Commit 7432f80 pushed by sweemer
July 27, 2024 20:35 1m 12s master
master
July 27, 2024 20:35 1m 12s
Set version to 1.35-rc Check CMake file list and VC++ projects #649: Commit 87951d4 pushed by sweemer
July 10, 2024 22:55 1m 17s master
master
July 10, 2024 22:55 1m 17s
Allow for holidays at start or end of SOFR future periods (#2013) Check CMake file list and VC++ projects #648: Commit 1378d49 pushed by sweemer
July 9, 2024 00:50 1m 24s master
master
July 9, 2024 00:50 1m 24s