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apply the paymentLag and paymentCalendar to the fixed leg (#1812) Update generated headers #564: Commit 6c22cad pushed by lballabio
October 17, 2023 21:23 18m 46s master
master
October 17, 2023 21:23 18m 46s
Update documentation for configuration flag Update generated headers #563: Commit d02ef24 pushed by lballabio
October 13, 2023 07:17 2m 54s master
master
October 13, 2023 07:17 2m 54s
fix past-end iterator dereference, clean up (#1806) Update generated headers #562: Commit 82f71c2 pushed by lballabio
October 6, 2023 14:50 3m 7s master
master
October 6, 2023 14:50 3m 7s
Avoid internal compiler error on VC++17 (#1805) Update generated headers #561: Commit 79561ae pushed by lballabio
October 6, 2023 06:39 2m 38s master
master
October 6, 2023 06:39 2m 38s
Avoid internal compiler error on VC++17 Update generated headers #560: Commit 0a6c999 pushed by lballabio
October 5, 2023 14:02 4m 18s test2
test2
October 5, 2023 14:02 4m 18s
Fix double/Real consistency for maintaining AAD compatibility (#1803) Update generated headers #559: Commit 6f30467 pushed by lballabio
October 5, 2023 13:25 3m 6s master
master
October 5, 2023 13:25 3m 6s
Update generated headers Update generated headers #558: by lballabio
October 4, 2023 09:53 3m 19s master
master
October 4, 2023 09:53 3m 19s
Disable array-bounds warning in workflow. Update generated headers #557: Commit 751144f pushed by lballabio
October 2, 2023 09:47 2m 35s master
master
October 2, 2023 09:47 2m 35s
Hmm Update generated headers #556: Commit e6752bc pushed by lballabio
October 2, 2023 07:27 3m 8s array-bounds
array-bounds
October 2, 2023 07:27 3m 8s
Disable array-bounds warning in workflow. Update generated headers #555: Commit 89737a1 pushed by lballabio
October 2, 2023 06:59 3m 15s array-bounds
array-bounds
October 2, 2023 06:59 3m 15s
Automated fixes by clang-tidy Update generated headers #554: Commit 4a1fe40 pushed by lballabio
October 2, 2023 05:14 3m 4s master
master
October 2, 2023 05:14 3m 4s
Include time zero / evaluation date in option date interpolation (#1783) Update generated headers #553: Commit eaa249d pushed by lballabio
September 29, 2023 12:26 3m 22s master
master
September 29, 2023 12:26 3m 22s
Detect null time-to-reference when calculating zero rates (#1798) Update generated headers #552: Commit 1e58438 pushed by lballabio
September 29, 2023 08:27 2m 32s master
master
September 29, 2023 08:27 2m 32s
Detect null time-to-reference Update generated headers #551: Commit 6dc78b2 pushed by lballabio
September 28, 2023 12:25 52m 26s zero-rate-check
zero-rate-check
September 28, 2023 12:25 52m 26s
xoshiro265** uniform random number generator (#1769) Update generated headers #550: Commit 75accb5 pushed by lballabio
September 28, 2023 12:24 22m 18s master
master
September 28, 2023 12:24 22m 18s
Avoid a few new warnings Update generated headers #549: Commit a2e4bc5 pushed by lballabio
September 27, 2023 09:57 3m 20s master
master
September 27, 2023 09:57 3m 20s
Automated fixes by clang-tidy Update generated headers #548: Commit d08dc85 pushed by lballabio
September 24, 2023 18:03 3m 22s master
master
September 24, 2023 18:03 3m 22s
Add special holiday 2 Oct 2023 for Korea (#1793) Update generated headers #547: Commit ac9d996 pushed by lballabio
September 22, 2023 11:13 2m 34s master
master
September 22, 2023 11:13 2m 34s
Pass through max evaluations to the solver (#1792) Update generated headers #546: Commit fd99a8e pushed by lballabio
September 21, 2023 13:44 2m 45s master
master
September 21, 2023 13:44 2m 45s
Optional redemption argument for amortizing bond constructors (#1790) Update generated headers #545: Commit 7e0e5df pushed by lballabio
September 20, 2023 20:00 3m 18s master
master
September 20, 2023 20:00 3m 18s
Add common fixed-vs-floater base class for vanilla swap and OIS (#1789) Update generated headers #544: Commit 6400e4d pushed by lballabio
September 19, 2023 09:22 2m 39s master
master
September 19, 2023 09:22 2m 39s
Automated fixes by clang-tidy Update generated headers #543: Commit 4d4d314 pushed by lballabio
September 18, 2023 15:35 1h 26m 30s fixed-vs-floater
fixed-vs-floater
September 18, 2023 15:35 1h 26m 30s
Automated fixes by clang-tidy Update generated headers #542: Commit 774a0f7 pushed by lballabio
September 18, 2023 15:33 48m 38s fixed-vs-floater
fixed-vs-floater
September 18, 2023 15:33 48m 38s
Bump docker/login-action from 2 to 3 Update generated headers #541: Commit cd33939 pushed by lballabio
September 18, 2023 14:24 14m 33s master
master
September 18, 2023 14:24 14m 33s
Inherit OIS from fixed-vs-floating swap Update generated headers #540: Commit 4e0942a pushed by lballabio
September 18, 2023 14:02 3m 55s fixed-vs-floater
fixed-vs-floater
September 18, 2023 14:02 3m 55s
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