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pcaspers

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Commits on Nov 23, 2018

• amend checks, unify message

  pcaspers

  committed
  215c43d

Commits on Nov 17, 2018

• missing registration

  pcaspers

  committed
  dc67913

• Merge remote-tracking branch 'luigi/master' into fixCmsSpPricerObs

  pcaspers

  committed
  e535cc0

• just formatting

  pcaspers

  committed
  7237253

• remove cache, since it does not work properly

  Show description for 18d1c16
  pcaspers

  committed
  18d1c16

Commits on Nov 8, 2018

• add virtual dtor

  pcaspers

  committed
  90bcbc9

Commits on Sep 8, 2018

• more fixes

  pcaspers

  committed
  4fa4aa4

• fix unit tests

  pcaspers

  committed
  f17a7be

• change enum, remove optional, refactor

  pcaspers

  committed
  05f7686

Commits on Sep 1, 2018

• Merge remote-tracking branch 'luigi/master' into addCollaterizedCashPrice

  pcaspers

  committed
  e4dc2ec

• add swaption settlement methods

  pcaspers

  committed
  6c54e49

• fix weights

  pcaspers

  committed
  654a62e

Commits on Jul 25, 2018

• add missing registration

  pcaspers

  committed
  ddbef9e

Commits on Jun 15, 2018

• remove debug code

  pcaspers

  committed
  4ff6898

Commits on Jun 14, 2018

• add thirty 360 German

  pcaspers

  committed
  2873ef2

Commits on Jun 7, 2018

• add ctors that take handles to the model

  pcaspers

  committed
  386761c

Commits on May 10, 2018

• change deepUpdate() implementation so that it applies to lazy objects only

  pcaspers

  committed
  0332001

• Revert "first cut at lazy floating rate coupon"

  Show description for c7bb466
  pcaspers

  committed
  c7bb466

• Revert "fixes"

  Show description for 1e0d52a
  pcaspers

  committed
  1e0d52a

• Revert "resolve diamond problem"

  Show description for 874eb4e
  pcaspers

  committed
  874eb4e

• Revert "update lazy coupons in curve bootstrapping"

  Show description for 0061c7c
  pcaspers

  committed
  0061c7c

Commits on May 7, 2018

• improve performance

  pcaspers

  committed
  4e5f1cf

Commits on May 5, 2018

• add deepUpdate impl (since frc is lazy)

  pcaspers

  committed
  8e8a26e

• use deep update instead of explicit updates

  pcaspers

  committed
  5f4bfa4

Commits on May 1, 2018

• fix index

  pcaspers

  committed
  46f1981

Commits on Apr 16, 2018

• fix output

  pcaspers

  committed
  d2231bf

Commits on Apr 9, 2018

• check

  pcaspers

  committed
  26968aa

Commits on Apr 8, 2018

• add initializers for arrays and matrices

  pcaspers

  committed
  9fa7170

Commits on Apr 6, 2018

• lower bound for negative rates in numeraire conversion, debug clogs

  pcaspers

  committed
  fa461dc

• fix again

  pcaspers

  committed
  0e951ed

• fix description

  pcaspers

  committed
  5a301e4

Commits on Apr 5, 2018

• enable extrapolation on local adapters

  pcaspers

  committed
  8e0652a

Commits on Apr 4, 2018

• const

  pcaspers

  committed
  f5efabe

• rename, const

  pcaspers

  committed
  88b2ab5

• draft extension of QL model

  pcaspers

  committed
  8f7ffe7

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