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Commits on Apr 4, 2016

• Merge pull request #74.

  lballabio

  committed
  d6f5148

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Commits on Apr 1, 2016

• Read displacement from volatility structure if possible

  pcaspers

  committed
  96d91dc

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Commits on Mar 30, 2016

• Merge pull request #73.

  lballabio

  committed
  0536892

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Commits on Mar 29, 2016

• use better default number of calibration paths

  klausspanderen

  committed
  fceaa03

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Commits on Mar 28, 2016

• register handles correctly in HestonSLVMCModel

  klausspanderen

  committed
  c2243fe

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Commits on Mar 25, 2016

• Merge pull request #72.

  lballabio

  committed
  6dd144f

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Commits on Mar 19, 2016

• use separate RNGs for calibration and pricing

  pcaspers

  committed
  53f2584

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• disentangle calibration and pricing RNGs

  pcaspers

  committed
  75077ea

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Commits on Mar 16, 2016

• Add Boost directory to CMake include path.

  lballabio

  committed
  295475e

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Commits on Mar 15, 2016

• Merge pull request #69.

  lballabio

  committed
  7ae4b12

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• replace general by incremental statistics

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  pcaspers

  committed
  19a06cd

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• Merge pull request #68.

  lballabio

  committed
  6ada444

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Commits on Mar 14, 2016

• visit intermediate classes

  pcaspers

  committed
  c6a1a8e

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Commits on Mar 11, 2016

• Merge pull request #67.

  lballabio

  committed
  6ebbfc3

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• Updated LIBOR docs.

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  Magana

  committed
  3e13b31

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• Merge pull request #26.

  lballabio

  committed
  5883dde

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• Reuse mixed interpolation for log-mixed ones.

  lballabio

  committed
  49b46d6

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• Add behavior switch to mixed interpolation.

  lballabio

  committed
  4cfef98

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Commits on Mar 9, 2016

• Merge pull request #65.

  lballabio

  committed
  81e59fd

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• Renamed engine.

  lballabio

  committed
  7020e3e

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• add test case for Cholesky decomposition fix

  pcaspers

  committed
  5fc240a

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• Merge pull request #33.

  lballabio

  committed
  f4b257c

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• Merge latest changes from master.

  lballabio

  committed
  1ab20fa

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• numerical stabilization

  pcaspers

  committed
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Commits on Mar 8, 2016

• Merge pull request #64.

  lballabio

  committed
  7741867

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• Merge pull request #63.

  lballabio

  committed
  273c888

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Commits on Mar 7, 2016

• better threshold for pseudo inverse (taken from Peter's Moore-Penrose

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  klausspanderen

  committed
  c6967c5

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• subdivided long running tests into smaller pieces to allow faster

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  klausspanderen

  committed
  1f188d8

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• Merge pull request #62.

  lballabio

  committed
  774bec5

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• Update projects.

  lballabio

  committed
  d2d66ef

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• Merge pull request #61.

  lballabio

  committed
  e4d3555

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• Merge pull request #60.

  lballabio

  committed
  670e1df

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• Manage change of internals in Boost.Test 1.60.

  lballabio

  committed
  8f9507d

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Commits on Mar 6, 2016

• corrected typo

  klausspanderen

  committed
  1ab8e5d

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• add back-substitution test

  pcaspers

  committed
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