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Commits on Sep 18, 2015

• double barrier options, including quanto, with tests

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  rglarix

  authored and

  EthicalBanker

  committed
  0f9ed72

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Commits on Sep 17, 2015

• Moved new classes to experimental folder for the time being.

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  lballabio

  authored and

  EthicalBanker

  committed
  445cb10

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• Removed double analyic barrier

  EthicalBanker

  committed
  108a9d7

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• double barrier options, including quanto, with tests

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  rglarix

  authored and

  EthicalBanker

  committed
  4eabb0d

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• Moved new classes to experimental folder for the time being.

  Show description for 62d7352
  

  lballabio

  authored and

  EthicalBanker

  committed
  62d7352

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• fix bug with double Knockin options and rename experimental double barrier engine.

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  rglarix

  authored and

  EthicalBanker

  committed
  752be07

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• Brought STL math functions to global scope.

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  compatibl-dev

  authored and

  EthicalBanker

  committed
  8f15f61

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• Avoid use of deprecated Boost macro.

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  lballabio

  authored and

  EthicalBanker

  committed
  b716df6

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Commits on Sep 3, 2015

• Avoid use of deprecated Boost macro.

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  lballabio

  authored and

  EthicalBanker

  committed
  d9f43fc

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Commits on Dec 2, 2014

• Merge remote-tracking branch 'upstream/master'

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  EthicalBanker

  committed
  2c2a518

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Commits on Nov 27, 2014

• Refresh documentation page.

  Show description for 3c68e8c
  lballabio

  committed
  3c68e8c

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• Merge pull request #173.

  lballabio

  committed
  4d60b69

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Commits on Nov 26, 2014

• revert definition of QL_INFINITY (which may be misleading if has_infinity() is false), replace minus infinity by minus maximum real for log 0 (what really matters is only to have a defined value here)

  pcaspers

  committed
  9202ece

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Commits on Nov 25, 2014

• Fix inflation-rate interpolation.

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  lballabio

  committed
  c1cebdc

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• Add Vecer engine for continuous-averaging Asian options.

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  lballabio

  committed
  308711d

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Commits on Nov 23, 2014

• Export monotonic log-discount curve.

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  lballabio

  committed
  1cb7150

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• fix some garbage / never used values, add infinity

  pcaspers

  committed
  a8a588e

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Commits on Nov 21, 2014

• Fix file names in project filters.

  lballabio

  committed
  523e7b2

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• Add bivariate cumulative student t distribution.

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  lballabio

  committed
  2f880da

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Commits on Nov 19, 2014

• Fix expected hash value for 32-bit targets.

  lballabio

  committed
  a100b6d

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• Merge development branch: clean up VC++ configuration.

  lballabio

  committed
  488eb6e

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• Merge pull request #171.

  lballabio

  committed
  25b8cfb

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• Merge pull request #170.

  lballabio

  committed
  40cc084

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• Fix linking flag in Mac OS X instructions.

  lballabio

  committed
  3616764

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• replace macro MINSTRIKE by parameter cutoffStrike in the constructor (with same value as default, no no change of behaviour is implied by this)

  pcaspers

  committed
  6a820e6

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Commits on Nov 18, 2014

• add test cases

  pcaspers

  committed
  20a54f3

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• Mention location of example file.

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  lballabio

  committed
  0877dc7

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Commits on Nov 17, 2014

• formatting

  pcaspers

  committed
  18358f2

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• fix transformation and inverse

  pcaspers

  committed
  b9140ec

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• Merge latest changesets from 1.4.x branch.

  lballabio

  committed
  e330ce9

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• Update download page for 1.4.1 release.

  lballabio

  committed
  1cf8b20

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Commits on Nov 14, 2014

• Fix configuration of a few VC++9 projects.

  Show description for 28d4043
  lballabio

  committed
  28d4043

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Commits on Nov 13, 2014

• Consolidate VC++ configuration.

  lballabio

  committed
  20b1c4d

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• Prepare VC++ projects for future compiler version.

  lballabio

  committed
  1cca979

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• Report correct quantities in test message.

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  lballabio

  committed
  8c44edd

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