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Make fewer copies of arrays
Check doc generation #3234: Pull request #2114 opened by eltoder
November 14, 2024 20:31 20m 48s eltoder:feature/array-copies
November 14, 2024 20:31 20m 48s
Don't require helpers when passing fixed parameters to fitted bond cu…
Check doc generation #3233: Commit 1aae346 pushed by lballabio
November 13, 2024 11:11 3m 52s master
November 13, 2024 11:11 3m 52s
Don't require helpers when passing fixed parameters to fitted bond curve
Check doc generation #3232: Pull request #2113 opened by lballabio
November 13, 2024 10:25 3m 33s bond-curves
November 13, 2024 10:25 3m 33s
Don't require helpers when passing fixed parameters to fitted curve
Check doc generation #3231: Commit 86f28e5 pushed by lballabio
November 13, 2024 09:37 3m 23s bond-curves
November 13, 2024 09:37 3m 23s
Update copyright list in license
Check doc generation #3230: Commit 06f6172 pushed by lballabio
November 12, 2024 14:51 17m 52s master
November 12, 2024 14:51 17m 52s
added pricing engines for spread- and basket options (#2110)
Check doc generation #3229: Commit 266c3d3 pushed by lballabio
November 12, 2024 13:43 3m 42s master
November 12, 2024 13:43 3m 42s
added pricing engines for spread- and basket options
Check doc generation #3228: Pull request #2110 synchronize by klausspanderen
November 11, 2024 19:21 4m 18s klausspanderen:spread_option
November 11, 2024 19:21 4m 18s
added pricing engines for spread- and basket options
Check doc generation #3226: Pull request #2110 synchronize by klausspanderen
November 10, 2024 13:13 19m 52s klausspanderen:spread_option
November 10, 2024 13:13 19m 52s
added pricing engines for spread- and basket options
Check doc generation #3225: Pull request #2110 synchronize by klausspanderen
November 9, 2024 18:26 19m 42s klausspanderen:spread_option
November 9, 2024 18:26 19m 42s
added pricing engines for spread- and basket options
Check doc generation #3224: Pull request #2110 opened by klausspanderen
November 9, 2024 18:18 22m 33s klausspanderen:spread_option
November 9, 2024 18:18 22m 33s
SABR swaption vol cube: use correct guess for given option and swap t…
Check doc generation #3223: Commit 585bb09 pushed by lballabio
November 2, 2024 17:19 2m 50s master
November 2, 2024 17:19 2m 50s
SABR swaption vol cube: use correct guess for given option and swap tenors
Check doc generation #3222: Pull request #2108 opened by lballabio
November 2, 2024 11:13 23m 59s sabr-check
November 2, 2024 11:13 23m 59s
Add date generation rule to OISRateHelper constructor (#2107)
Check doc generation #3221: Commit ea7e1e4 pushed by lballabio
November 2, 2024 11:12 22m 41s master
November 2, 2024 11:12 22m 41s
Use correct guess for given option and swap tenors
Check doc generation #3220: Commit 46880be pushed by lballabio
November 1, 2024 20:49 2m 56s sabr-check
November 1, 2024 20:49 2m 56s
Add date generation rule to OISRateHelper constructor
Check doc generation #3219: Pull request #2107 synchronize by sophistis42
November 1, 2024 13:23 26m 41s sophistis42:add_rule_to_oisratehelper
November 1, 2024 13:23 26m 41s
Add SwapRateHelper constructor with fixed dates (#2106)
Check doc generation #3217: Commit a6378c5 pushed by lballabio
October 28, 2024 08:30 4m 17s master
October 28, 2024 08:30 4m 17s
Add SwapRateHelper constructor with fixed dates
Check doc generation #3216: Pull request #2106 synchronize by lballabio
October 28, 2024 07:40 2m 50s eltoder:feature/dated-swap-helper-2
October 28, 2024 07:40 2m 50s
Add SwapRateHelper constructor with fixed dates
Check doc generation #3215: Pull request #2106 synchronize by eltoder
October 25, 2024 14:20 3m 18s eltoder:feature/dated-swap-helper-2
October 25, 2024 14:20 3m 18s
Add SwapRateHelper constructor with fixed dates
Check doc generation #3214: Pull request #2106 opened by eltoder
October 25, 2024 14:01 14m 57s eltoder:feature/dated-swap-helper-2
October 25, 2024 14:01 14m 57s
Remove a class deprecated in version 1.26 (#2104)
Check doc generation #3213: Commit a63045e pushed by lballabio
October 25, 2024 11:39 3m 9s master
October 25, 2024 11:39 3m 9s
Remove a class deprecated in version 1.26
Check doc generation #3212: Pull request #2104 opened by lballabio
October 25, 2024 10:42 3m 26s deprecated-1.26
October 25, 2024 10:42 3m 26s
Remove class deprecated in version 1.26
Check doc generation #3211: Commit 92682f6 pushed by lballabio
October 25, 2024 09:14 31m 0s deprecated-1.26
October 25, 2024 09:14 31m 0s
Merge DatedOISRateHelper with OISRateHelper (#2103)
Check doc generation #3210: Commit e3e33d4 pushed by lballabio
October 25, 2024 09:00 2m 57s master
October 25, 2024 09:00 2m 57s
Merge DatedOISRateHelper with OISRateHelper
Check doc generation #3209: Pull request #2103 synchronize by lballabio
October 25, 2024 07:59 3m 1s eltoder:feature/dated-ois-custom-pillar
October 25, 2024 07:59 3m 1s