Commits

Branch selector

 master

User selector

All users

All time

Commit History

Commits on Jul 30, 2014

• empowered implied vol methods for displaced diffusion

  

  Ferdinando Ametrano

  committed
  ad6e77a

  Copy full SHA for ad6e77a

Commits on Jul 29, 2014

• Merge pull request #119.

  lballabio

  committed
  7b8e762

  Copy full SHA for 7b8e762

• Merge pull request #116.

  lballabio

  committed
  be3d1ca

  Copy full SHA for be3d1ca

Commits on Jul 28, 2014

• Add more pay-off types to payoffTypeToString

  igitur

  committed
  3b05413

  Copy full SHA for 3b05413

Commits on Jul 21, 2014

• fix situation leading to infinite derivative, add test case

  pcaspers

  committed
  762c4db

  Copy full SHA for 762c4db

Commits on Jul 19, 2014

• Merge pull request #115 from pcaspers/openmp_g1d

  Show description for c1093ab
  lballabio

  committed
  c1093ab

  Copy full SHA for c1093ab

Commits on Jul 18, 2014

• fix struct initialization for msvc

  pcaspers

  committed
  2d9180d

  Copy full SHA for 2d9180d

• Avoid more warnings.

  Show description for 85f4e29
  lballabio

  committed
  85f4e29

  Copy full SHA for 85f4e29

Commits on Jul 17, 2014

• Merge pull request #101.

  lballabio

  committed
  ba830e9

  Copy full SHA for ba830e9

Commits on Jul 16, 2014

• remove changes from swapindex again, do the caching in the model class instead

  pcaspers

  committed
  8489b9b

  Copy full SHA for 8489b9b

• Merge pull request #114.

  lballabio

  committed
  dde16a5

  Copy full SHA for dde16a5

Commits on Jul 15, 2014

• The old link is no longer valid. Instead, there is a new one that works.

  scchess

  committed
  a8aee19

  Copy full SHA for a8aee19

Commits on Jul 4, 2014

• Export additional constructor parameters for ex-coupon dates.

  lballabio

  committed
  2125f0a

  Copy full SHA for 2125f0a

• Restored version check on gcc for unused-typedef warning.

  Show description for e2cc7ab
  lballabio

  committed
  e2cc7ab

  Copy full SHA for e2cc7ab

Commits on Jul 3, 2014

• Exported fitted bond discount curve to SWIG.

  lballabio

  committed
  e1c0eec

  Copy full SHA for e1c0eec

Commits on Jul 2, 2014

• Merge pull request #113.

  lballabio

  committed
  727e35f

  Copy full SHA for 727e35f

Commits on Jul 1, 2014

• fix primitive

  pcaspers

  committed
  19664fe

  Copy full SHA for 19664fe

• Merge pull request #112.

  lballabio

  committed
  ac2bb48

  Copy full SHA for ac2bb48

• Merge pull request #111.

  lballabio

  committed
  e3ea99c

  Copy full SHA for e3ea99c

• Removed version check on gcc.

  Show description for f0962d3
  lballabio

  committed
  f0962d3

  Copy full SHA for f0962d3

Commits on Jun 30, 2014

• Merge pull request #110.

  lballabio

  committed
  5f2b611

  Copy full SHA for 5f2b611

• Export new convention to SWIG.

  lballabio

  committed
  50bdcb8

  Copy full SHA for 50bdcb8

• Reorder enumeration to preserve old values.

  Show description for 23dd885
  lballabio

  committed
  23dd885

  Copy full SHA for 23dd885

Commits on Jun 28, 2014

• reorder member initialization, whitespace cleanup

  pcaspers

  committed
  0c9c010

  Copy full SHA for 0c9c010

• avoid clang warning

  pcaspers

  committed
  dbaceb0

  Copy full SHA for dbaceb0

• fix the case where the atm strike can not be implied for intermediate maturities

  pcaspers

  committed
  e795ad4

  Copy full SHA for e795ad4

• avoid gcc warning (which is part of -Wall since 4.8.0)

  pcaspers

  committed
  824cea2

  Copy full SHA for 824cea2

Commits on Jun 27, 2014

• fixed Half-Month Modified Following bug

  

  Ferdinando Ametrano

  authored and

  pmazzocchi

  committed
  7997932

  Copy full SHA for 7997932

• exported Half-Month Modified Following to Excel

  

  Ferdinando Ametrano

  authored and

  pmazzocchi

  committed
  fe4d145

  Copy full SHA for fe4d145

• HalfMonthModifiedFollowing update

  pmazzocchi

  committed
  b582d91

  Copy full SHA for b582d91

• Define HalfMonthModifiedFollowing

  pmazzocchi

  committed
  5e3fc4a

  Copy full SHA for 5e3fc4a

• Define HalfMonthModifiedFollowing as business day convention

  pmazzocchi

  committed
  690d671

  Copy full SHA for 690d671

Commits on Jun 26, 2014

• remove underlying swap method with tenor again,

  Show description for 3a9e752
  pcaspers

  committed
  3a9e752

  Copy full SHA for 3a9e752

• Merge pull request #107.

  lballabio

  committed
  6087f8a

  Copy full SHA for 6087f8a

• Exported new index to SWIG wrappers.

  lballabio

  committed
  20a7814

  Copy full SHA for 20a7814

Pagination

Previous

Next