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Commits on Apr 2, 2024

• Fewer builds in default CI matrix

  lballabio

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• Remove extra output in tests

  lballabio

  committed
  217dd4a

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Commits on Mar 31, 2024

• Use checkout action v3 until available on older images

  lballabio

  committed
  56c63cc

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Commits on Mar 29, 2024

• Simplify workflow matrix for MacOS

  lballabio

  committed
  47ba67d

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Commits on Mar 28, 2024

• allow swaptions to take OvernightIndexedSwap (#1593)

  lballabio

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  9ff0542

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• Add warnings to docs

  lballabio

  committed
  9b4efa3

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• Update checkout action

  lballabio

  committed
  d6f6c13

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• Workflow for MSVC++ build via traditional solution

  lballabio

  committed
  1b42272

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• Ensure mathconstants.hpp is not included before qldefines.hpp

  lballabio

  committed
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Commits on Mar 26, 2024

• Don't optimize VC++ 2015 build, don't run tests.

  Show description for 6522577
  lballabio

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  6522577

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Commits on Mar 25, 2024

• Automated fixes by clang-tidy

  

  github-actions[bot]

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  lballabio

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  c566b6d

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• Speed up CI build for VC++ 2015

  lballabio

  committed
  8c0386b

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Commits on Mar 22, 2024

• Add conversions to Real in Laplace Interpolation file for consistency (#1935)

  lballabio

  authored
  27d4f37

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• LinearTsrPricer: fix past payment dates, support overnight swap indices, add missing include (#1775)

  lballabio

  authored
  c7943e5

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• Update copyright list in license

  

  github-actions[bot]

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  lballabio

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  a5612b9

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• Use fixed vs floater swap

  lballabio

  committed
  fffcb9f

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• Merge branch 'master' into pull-request-1775

  lballabio

  committed
  f97c6d9

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• Fixes accumulate to work with the Real type in laplaceinterpolation.cpp

  auto-differentiation-dev

  authored
  a5a6c55

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• Correct cast to Real for ternary expression

  auto-differentiation-dev

  authored
  2a7555b

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Commits on Mar 21, 2024

• handle non-equidistant grids and arbitrary dimensions in Laplace interpolation, add unit tests (#1931)

  lballabio

  authored
  7356c36

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• remove template version, just support QuantLib::Matrix

  pcaspers

  committed
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Commits on Mar 20, 2024

• Bug fix - cross currency basis swap rate helpers settlement date payment (#1930)

  lballabio

  authored
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Commits on Mar 19, 2024

• make ctor explicit

  pcaspers

  committed
  85448fc

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• update make file

  pcaspers

  committed
  93586e0

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• update project files, fix typo

  pcaspers

  committed
  3e1e10f

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• handle non-equidistant grids and arbitrary dimensions

  pcaspers

  committed
  628ebc5

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Commits on Mar 18, 2024

• Use correct discount rate for settlement date cash flow

  marcin-rybacki

  committed
  ea5fe1b

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Commits on Mar 15, 2024

• Extract swap-building function

  lballabio

  committed
  ebf1f88

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• Use correct fixed rate and float schedule in OIS case

  lballabio

  committed
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Commits on Mar 10, 2024

• Avoid brew errors in CI setup

  lballabio

  committed
  8b687cb

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• Remove OSX 11 from build matrix.

  lballabio

  committed
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• Avoid reinstalling brew dependent packages

  lballabio

  committed
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Commits on Mar 8, 2024

• Uses Real in GeometricBrownianMotionProcess instead of double (#1927)

  lballabio

  authored
  992a8e1

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• Add missing argument to uninstantiated template method call

  lballabio

  committed
  b56beba

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• Avoid ambiguous calls

  lballabio

  committed
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