Commits

Branch selector

 master

User selector

All users

All time

Commit History

Commits on Feb 16, 2025

• Automated fixes by clang-tidy

  

  github-actions[bot]

  authored and

  lballabio

  committed
  1b86c3a

  Copy full SHA for 1b86c3a

Commits on Feb 14, 2025

• Move a few options and engines from experimental folder to core library (#2157)

  lballabio

  authored
  0aab51c

  Copy full SHA for 0aab51c

Commits on Feb 13, 2025

• Documented writer-extensible option; moved from experimental to core

  lballabio

  committed
  99c5fd4

  Copy full SHA for 99c5fd4

• Documented holder-extensible option; moved from experimental to code

  lballabio

  committed
  2d23e50

  Copy full SHA for 2d23e50

• Documented two-asset correlation option; moved from experimental to core

  lballabio

  committed
  845f4a9

  Copy full SHA for 845f4a9

Commits on Feb 12, 2025

• Documented two-asset barrier option, moved from experimental to core

  lballabio

  committed
  a2c7433

  Copy full SHA for a2c7433

• Remove Doxygen blocks from outdated files

  lballabio

  committed
  a3191ef

  Copy full SHA for a3191ef

• Documented Levy Asian engine, moved from experimental to core

  lballabio

  committed
  c71c0b4

  Copy full SHA for c71c0b4

Commits on Feb 11, 2025

• Documented partial-time barrier option, moved from experimental to core

  lballabio

  committed
  f1adb05

  Copy full SHA for f1adb05

• Sort out partial-barrier enums

  lballabio

  committed
  d257dd3

  Copy full SHA for d257dd3

• Move analytic PDF Heston engine from experimental to core library

  lballabio

  committed
  37b074a

  Copy full SHA for 37b074a

Commits on Feb 10, 2025

• Partial-Time Barrier Put Option implementation (#2142)

  lballabio

  authored
  d47be92

  Copy full SHA for d47be92

• Remove unused private methods

  lballabio

  committed
  53623e4

  Copy full SHA for 53623e4

Commits on Feb 9, 2025

• #1986: added more explanitory error message in tests for puts

  paolodelia99

  committed
  2b443cc

  Copy full SHA for 2b443cc

• #1986: fixed bug, and refactored code

  paolodelia99

  committed
  1e01b71

  Copy full SHA for 1e01b71

• #1986: refactored according to suggestions, but tests are failing

  paolodelia99

  committed
  41b1591

  Copy full SHA for 41b1591

Commits on Feb 6, 2025

• Honor passed convention in case of end-of-month adjustment (#2154)

  lballabio

  authored
  e1dbeda

  Copy full SHA for e1dbeda

• Ensure that inflation curves are bootstrapped before access (#2153)

  lballabio

  authored
  22871b9

  Copy full SHA for 22871b9

• Honor passed convention in case of end-of-month adjustment

  lballabio

  committed
  4f32c12

  Copy full SHA for 4f32c12

• Ensure that inflation curves are bootstrapped before access

  lballabio

  committed
  ce2c2ec

  Copy full SHA for ce2c2ec

Commits on Feb 4, 2025

• Automated fixes by clang-tidy

  

  github-actions[bot]

  authored and

  lballabio

  committed
  46e16c0

  Copy full SHA for 46e16c0

Commits on Feb 3, 2025

• Don't use make_shared when it raises a deprecation warning

  lballabio

  committed
  4b6fe59

  Copy full SHA for 4b6fe59

• added china calendar for the year 2025 (#2150)

  lballabio

  authored
  b37fdbd

  Copy full SHA for b37fdbd

• Fixed QuantLib.vcxproj.filters "UTF-8 with BOM" encoding for vstudio;… (#2151)

  lballabio

  authored
  6b99bc6

  Copy full SHA for 6b99bc6

Commits on Feb 2, 2025

• Fixed QuantLib.vcxproj.filters "UTF-8 with BOM" encoding for vstudio; had double "EF BB BF"

  novitk

  committed
  7569b80

  Copy full SHA for 7569b80

• #1986: Fixed bug, missed strike and barrier fn, tests refactoring

  paolodelia99

  committed
  9b2cf3c

  Copy full SHA for 9b2cf3c

• #1986: code refactoring, but the tests are failing

  paolodelia99

  committed
  bfb3226

  Copy full SHA for bfb3226

• addded china calendar

  wegamekinglc

  committed
  77d3573

  Copy full SHA for 77d3573

Commits on Jan 29, 2025

• Deprecate passing interpolation flag to YoY indexes (#2146)

  lballabio

  authored
  3a61fcd

  Copy full SHA for 3a61fcd

Commits on Jan 28, 2025

• Cache rate in FuturesConvAdjustmentQuote (#2145)

  lballabio

  authored
  51a77aa

  Copy full SHA for 51a77aa

• Support error functions with arguments (#2131)

  lballabio

  authored
  8f1cbbe

  Copy full SHA for 8f1cbbe

• Make constructor explicit

  lballabio

  committed
  165405c

  Copy full SHA for 165405c

• Support error functions with arguments

  Show description for 4a5b84f
  eltoder

  committed
  4a5b84f

  Copy full SHA for 4a5b84f

• Cache rate in FuturesConvAdjustmentQuote

  eltoder

  committed
  a907444

  Copy full SHA for a907444

• Use non-interpolated index in test

  lballabio

  committed
  e8e6159

  Copy full SHA for e8e6159

Pagination

Previous

Next