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Fix lower/upper bounds for global bootstrap (#2120) Mac OS build #672: Commit e44806f pushed by sweemer
November 30, 2024 08:05 38m 6s master
master
November 30, 2024 08:05 38m 6s
SABR swaption vol cube: use correct guess for given option and swap t… Mac OS build #671: Commit 585bb09 pushed by sweemer
November 10, 2024 07:57 51m 59s master
master
November 10, 2024 07:57 51m 59s
Add SwapRateHelper constructor with fixed dates (#2106) Mac OS build #670: Commit a6378c5 pushed by sweemer
October 30, 2024 10:32 38m 17s master
master
October 30, 2024 10:32 38m 17s
Simplify Null<T> implementation (#2082) Mac OS build #669: Commit 8bd5703 pushed by sweemer
October 3, 2024 23:20 35m 17s master
master
October 3, 2024 23:20 35m 17s
Deprecate some experimental code (#2064) Mac OS build #668: Commit 436bd90 pushed by sweemer
September 4, 2024 07:51 41m 27s master
master
September 4, 2024 07:51 41m 27s
Upgrade clang-tidy in CI build (#2062) Mac OS build #667: Commit 302973d pushed by sweemer
August 20, 2024 03:31 39m 17s master
master
August 20, 2024 03:31 39m 17s
Allow passing a pricer to OISRateHelper, deprecate superseded experim… Mac OS build #666: Commit 897ddbe pushed by sweemer
August 10, 2024 03:48 1h 14m 16s master
master
August 10, 2024 03:48 1h 14m 16s
Add more warnings to W3 (#2048) Mac OS build #665: Commit 2243398 pushed by sweemer
August 5, 2024 11:25 33m 7s master
master
August 5, 2024 11:25 33m 7s
Add more warnings to W3 Mac OS build #664: Commit 638cbf2 pushed by sweemer
August 5, 2024 09:11 44m 10s more-w3
more-w3
August 5, 2024 09:11 44m 10s
Pass extrapolate to constructor Mac OS build #663: Commit 6a63c58 pushed by sweemer
August 3, 2024 03:21 17m 6s enable-extrapolation
enable-extrapolation
August 3, 2024 03:21 17m 6s
Pass extrapolate to constructor Mac OS build #662: Commit b22193d pushed by sweemer
August 3, 2024 02:40 33m 45s enable-extrapolation
enable-extrapolation
August 3, 2024 02:40 33m 45s
Add more warnings to W3 Mac OS build #661: Commit 1b48bac pushed by sweemer
August 3, 2024 00:20 28m 42s more-w3
more-w3
August 3, 2024 00:20 28m 42s
Check a couple of vector accesses Mac OS build #660: Commit 0e83ab7 pushed by sweemer
August 2, 2024 23:58 22m 4s master
master
August 2, 2024 23:58 22m 4s
Remove leftover test class (#2046) Mac OS build #659: Commit a05c512 pushed by sweemer
July 31, 2024 21:06 38m 16s master
master
July 31, 2024 21:06 38m 16s
Enable C4127 at W3 warning level Mac OS build #658: Commit df04c16 pushed by sweemer
July 29, 2024 10:00 53m 22s enable-c4127
enable-c4127
July 29, 2024 10:00 53m 22s
Update ext::optional for C++17 Mac OS build #657: Commit 403b2e4 pushed by sweemer
July 29, 2024 09:59 27m 41s constexpr-nullopt
constexpr-nullopt
July 29, 2024 09:59 27m 41s
add exact Bachelier implied vol from Jaeckel paper (#2028) Mac OS build #656: Commit 9d01e03 pushed by sweemer
July 29, 2024 08:06 36m 5s master
master
July 29, 2024 08:06 36m 5s
Remove workaround for GCC 3.4 and below Mac OS build #655: Commit f00816b pushed by sweemer
July 27, 2024 23:25 1h 10m 12s array-expressions
array-expressions
July 27, 2024 23:25 1h 10m 12s
Update .clang-format and check_header.py to C++17 Mac OS build #654: Commit 25924fa pushed by sweemer
July 27, 2024 22:59 1h 35m 9s c++17-fixes
c++17-fixes
July 27, 2024 22:59 1h 35m 9s
Enable C4127 at W3 warning level Mac OS build #653: Commit 3964f6f pushed by sweemer
July 27, 2024 22:57 1h 5m 34s enable-c4127
enable-c4127
July 27, 2024 22:57 1h 5m 34s
Update ext::optional for C++17 Mac OS build #652: Commit db59c3f pushed by sweemer
July 27, 2024 22:56 33m 59s constexpr-nullopt
constexpr-nullopt
July 27, 2024 22:56 33m 59s
Enable C4127 at W3 warning level Mac OS build #651: Commit b25fa33 pushed by sweemer
July 27, 2024 22:41 15m 39s enable-c4127
enable-c4127
July 27, 2024 22:41 15m 39s
Add CI build in C++23 mode Mac OS build #650: Commit 7432f80 pushed by sweemer
July 27, 2024 20:35 1h 3m 30s master
master
July 27, 2024 20:35 1h 3m 30s
Set version to 1.35-rc Mac OS build #649: Commit 87951d4 pushed by sweemer
July 10, 2024 22:55 19m 11s master
master
July 10, 2024 22:55 19m 11s
Allow for holidays at start or end of SOFR future periods (#2013) Mac OS build #648: Commit 1378d49 pushed by sweemer
July 9, 2024 00:50 34m 22s master
master
July 9, 2024 00:50 34m 22s