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Optionally allow using forward price for swaption implied-volatility … Check CMake file list and VC++ projects #2946: Commit ee934e4 pushed by lballabio
July 17, 2024 11:57 1m 16s master
master
July 17, 2024 11:57 1m 16s
Optionally allow using forward price for swaption implied-volatility calculation Check CMake file list and VC++ projects #2945: Pull request #2025 opened by lballabio
July 17, 2024 10:37 1m 19s swaption-fwd-price
swaption-fwd-price
July 17, 2024 10:37 1m 19s
Allow forward price as additional result and in implied vol calculation Check CMake file list and VC++ projects #2944: Commit c1241da pushed by lballabio
July 17, 2024 09:03 1m 18s swaption-fwd-price
swaption-fwd-price
July 17, 2024 09:03 1m 18s
Fix comment Check CMake file list and VC++ projects #2943: Commit 617a490 pushed by lballabio
July 16, 2024 14:35 1m 14s master
master
July 16, 2024 14:35 1m 14s
Expose OvernightIndexedCouponPricer Check CMake file list and VC++ projects #2942: Pull request #2024 opened by ralfkonrad
July 16, 2024 14:18 1m 14s ralfkonrad:feature/expose_OvernightIndexedCouponPricer
ralfkonrad:feature/expose_OvernightIndexedCouponPricer
July 16, 2024 14:18 1m 14s
Update copyright list in license Check CMake file list and VC++ projects #2941: Commit a70094f pushed by lballabio
July 16, 2024 11:27 25m 47s master
master
July 16, 2024 11:27 25m 47s
Separate validation from benchmarking run (#2021) Check CMake file list and VC++ projects #2940: Commit 435cfe7 pushed by lballabio
July 16, 2024 11:25 1m 17s master
master
July 16, 2024 11:25 1m 17s
Extend Index interface Check CMake file list and VC++ projects #2939: Pull request #2022 opened by ralfkonrad
July 16, 2024 09:28 13m 16s ralfkonrad:feature/extend_Index
ralfkonrad:feature/extend_Index
July 16, 2024 09:28 13m 16s
Separate validation from benchmarking run Check CMake file list and VC++ projects #2938: Pull request #2021 synchronize by amd-jadutoit
July 16, 2024 09:18 1m 18s amd-jadutoit:jdt-new-benchmark
amd-jadutoit:jdt-new-benchmark
July 16, 2024 09:18 1m 18s
Separate validation from benchmarking run Check CMake file list and VC++ projects #2937: Pull request #2021 opened by amd-jadutoit
July 15, 2024 12:56 1m 44s amd-jadutoit:jdt-new-benchmark
amd-jadutoit:jdt-new-benchmark
July 15, 2024 12:56 1m 44s
Add Currency information to EquityIndex Check CMake file list and VC++ projects #2936: Pull request #2020 opened by ralfkonrad
July 15, 2024 12:31 1m 28s ralfkonrad:feature/EquityIndex_with_currency
ralfkonrad:feature/EquityIndex_with_currency
July 15, 2024 12:31 1m 28s
disable boost tanh_sinh integration until issues with toolset 14.40 are fixed Check CMake file list and VC++ projects #2935: Pull request #1989 synchronize by klausspanderen
July 13, 2024 11:43 1m 12s klausspanderen:master
klausspanderen:master
July 13, 2024 11:43 1m 12s
Update news and contributors Check CMake file list and VC++ projects #2933: Commit 5781ab2 pushed by lballabio
July 11, 2024 08:12 26m 24s master
master
July 11, 2024 08:12 26m 24s
Fix Brazilian holidays (São Paulo city holidays) (#2018) Check CMake file list and VC++ projects #2932: Commit 7d70bd1 pushed by lballabio
July 11, 2024 08:07 1m 50s master
master
July 11, 2024 08:07 1m 50s
Fix Brazilian holidays (São Paulo city holidays) Check CMake file list and VC++ projects #2931: Pull request #2018 opened by lukedays
July 10, 2024 21:14 14m 34s lukedays:fix-brazilian-holidays
lukedays:fix-brazilian-holidays
July 10, 2024 21:14 14m 34s
Set version to 1.35-rc Check CMake file list and VC++ projects #2930: Commit 87951d4 pushed by lballabio
July 9, 2024 15:12 1m 18s v1.35rc
v1.35rc
July 9, 2024 15:12 1m 18s
Set version to 1.35-rc Check CMake file list and VC++ projects #2929: Commit 87951d4 pushed by lballabio
July 9, 2024 13:53 1m 22s master
master
July 9, 2024 13:53 1m 22s
Allow for holidays at start or end of SOFR future periods (#2013) Check CMake file list and VC++ projects #2928: Commit 1378d49 pushed by lballabio
July 8, 2024 22:28 1m 16s master
master
July 8, 2024 22:28 1m 16s
Allow for holidays at start or end of SOFR future periods Check CMake file list and VC++ projects #2927: Pull request #2013 synchronize by lballabio
July 8, 2024 19:30 27m 16s overnight-futures
overnight-futures
July 8, 2024 19:30 27m 16s
Remove unused variables and include Check CMake file list and VC++ projects #2926: Commit 4ded3b0 pushed by lballabio
July 8, 2024 19:30 3m 29s overnight-futures
overnight-futures
July 8, 2024 19:30 3m 29s
Deprecate the correct Currency::Data constructor (#2014) Check CMake file list and VC++ projects #2925: Commit 9e4ef24 pushed by lballabio
July 8, 2024 18:41 18m 5s master
master
July 8, 2024 18:41 18m 5s
Deprecate the correct Currency::Data constructor Check CMake file list and VC++ projects #2924: Pull request #2014 opened by lballabio
July 8, 2024 14:52 2m 23s currencies
currencies
July 8, 2024 14:52 2m 23s
Allow for holidays at start or end of SOFR future periods Check CMake file list and VC++ projects #2923: Pull request #2013 opened by lballabio
July 8, 2024 13:36 1m 33s overnight-futures
overnight-futures
July 8, 2024 13:36 1m 33s
add primitive polynomials up to degree 27 Check CMake file list and VC++ projects #2922: Pull request #2012 opened by pcaspers
July 8, 2024 12:35 26m 11s pcaspers:add_primitive_polynomials_degree_27
pcaspers:add_primitive_polynomials_degree_27
July 8, 2024 12:35 26m 11s
Deprecate the correct constructor Check CMake file list and VC++ projects #2921: Commit a886fe7 pushed by lballabio
July 8, 2024 12:31 1m 20s currencies
currencies
July 8, 2024 12:31 1m 20s