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Allow use of risk-free rates in asset swaps (#2118) Update generated headers #990: Commit 9cd5eab pushed by lballabio
November 21, 2024 15:01 16m 30s master
master
November 21, 2024 15:01 16m 30s
Enable using overnight rates in asset swap Update generated headers #989: Commit 4182cd0 pushed by lballabio
November 21, 2024 11:25 18m 20s asset-swaps
asset-swaps
November 21, 2024 11:25 18m 20s
Unify asset swap constructors Update generated headers #988: Commit c56549c pushed by lballabio
November 19, 2024 16:58 2m 15s asset-swaps
asset-swaps
November 19, 2024 16:58 2m 15s
Add SimpleCostFunction (#2117) Update generated headers #987: Commit 13e24b1 pushed by lballabio
November 19, 2024 14:40 2m 11s master
master
November 19, 2024 14:40 2m 11s
Make fewer copies of arrays (#2114) Update generated headers #986: Commit a83be9e pushed by lballabio
November 19, 2024 10:14 2m 21s master
master
November 19, 2024 10:14 2m 21s
Fix datatypes for consistent Real usage, keeping AD compatibility (#2… Update generated headers #985: Commit a07bf7b pushed by lballabio
November 18, 2024 21:53 2m 23s master
master
November 18, 2024 21:53 2m 23s
More clang-tidy suggestions, dead link Update generated headers #984: Commit e8e8b06 pushed by lballabio
November 18, 2024 13:41 2m 32s master
master
November 18, 2024 13:41 2m 32s
More clang-tidy suggestions, dead link Update generated headers #983: Commit e8e8b06 pushed by lballabio
November 18, 2024 11:42 2m 8s tidy
tidy
November 18, 2024 11:42 2m 8s
Automated fixes by clang-tidy Update generated headers #982: Commit bb4b781 pushed by lballabio
November 18, 2024 10:53 14m 58s master
master
November 18, 2024 10:53 14m 58s
Automated fixes by clang-tidy Update generated headers #981: Commit ec99354 pushed by lballabio
November 18, 2024 09:26 2m 22s clang-tidy-fixes-master
clang-tidy-fixes-master
November 18, 2024 09:26 2m 22s
Apply a few clang-tidy suggestions manually Update generated headers #980: Commit 5bf7c0d pushed by lballabio
November 17, 2024 18:20 2m 29s master
master
November 17, 2024 18:20 2m 29s
Apply a few clang-tidy suggestions manually Update generated headers #979: Commit 5bf7c0d pushed by lballabio
November 17, 2024 13:24 2m 13s clang-tidy
clang-tidy
November 17, 2024 13:24 2m 13s
Don't require helpers when passing fixed parameters to fitted bond cu… Update generated headers #978: Commit 1aae346 pushed by lballabio
November 13, 2024 11:11 2m 16s master
master
November 13, 2024 11:11 2m 16s
Don't require helpers when passing fixed parameters to fitted curve Update generated headers #977: Commit 86f28e5 pushed by lballabio
November 13, 2024 09:37 2m 32s bond-curves
bond-curves
November 13, 2024 09:37 2m 32s
Update copyright list in license Update generated headers #976: Commit 06f6172 pushed by lballabio
November 12, 2024 14:51 20m 38s master
master
November 12, 2024 14:51 20m 38s
added pricing engines for spread- and basket options (#2110) Update generated headers #975: Commit 266c3d3 pushed by lballabio
November 12, 2024 13:43 2m 12s master
master
November 12, 2024 13:43 2m 12s
SABR swaption vol cube: use correct guess for given option and swap t… Update generated headers #974: Commit 585bb09 pushed by lballabio
November 2, 2024 17:19 2m 7s master
master
November 2, 2024 17:19 2m 7s
Add date generation rule to OISRateHelper constructor (#2107) Update generated headers #973: Commit ea7e1e4 pushed by lballabio
November 2, 2024 11:12 2m 8s master
master
November 2, 2024 11:12 2m 8s
Use correct guess for given option and swap tenors Update generated headers #972: Commit 46880be pushed by lballabio
November 1, 2024 20:49 2m 12s sabr-check
sabr-check
November 1, 2024 20:49 2m 12s
Add SwapRateHelper constructor with fixed dates (#2106) Update generated headers #971: Commit a6378c5 pushed by lballabio
October 28, 2024 08:30 2m 11s master
master
October 28, 2024 08:30 2m 11s
Remove a class deprecated in version 1.26 (#2104) Update generated headers #970: Commit a63045e pushed by lballabio
October 25, 2024 11:39 2m 19s master
master
October 25, 2024 11:39 2m 19s
Remove class deprecated in version 1.26 Update generated headers #969: Commit 92682f6 pushed by lballabio
October 25, 2024 09:14 30m 49s deprecated-1.26
deprecated-1.26
October 25, 2024 09:14 30m 49s
Merge DatedOISRateHelper with OISRateHelper (#2103) Update generated headers #968: Commit e3e33d4 pushed by lballabio
October 25, 2024 09:00 2m 14s master
master
October 25, 2024 09:00 2m 14s
Automated fixes by clang-tidy Update generated headers #967: Commit 5ee8f89 pushed by lballabio
October 20, 2024 11:21 2m 7s master
master
October 20, 2024 11:21 2m 7s
Deprecate indexIsInterpolated parameter in YoY inflation curves (#2… Update generated headers #966: Commit 98e6e3b pushed by lballabio
October 18, 2024 06:30 2m 10s master
master
October 18, 2024 06:30 2m 10s