pyisda, branch 0-copy-deserialize Cython bindings to the ISDA Cds model https://projects.horel.org/guillaume/pyisda/atom/?h=0-copy-deserialize 2019-12-06T19:58:28Z wip 2019-12-06T19:58:28Z Guillaume Horel guillaume.horel@gmail.com 2019-12-06T19:58:28Z urn:sha1:74353eb50d17415338c29cadfbdd2224ad1c0def faster build 2019-11-06T18:23:59Z Guillaume Horel guillaume.horel@gmail.com 2019-11-06T18:23:59Z urn:sha1:2a869b4cd7d56316a52ed14bf80d3054e0f5d1ca return nan for defaulted curves 2019-11-04T21:16:36Z Guillaume Horel guillaume.horel@gmail.com 2019-11-04T21:16:36Z urn:sha1:1cafbe89ac8888e25690d4c4b5a07670fba3dd17 allocate recovery_rates 2019-10-24T20:53:02Z Guillaume Horel guillaume.horel@gmail.com 2019-10-24T20:53:02Z urn:sha1:a035cf7a85ab28046c312d5077d6143969ac5cca bugfix 2019-10-24T20:38:07Z Guillaume Horel guillaume.horel@gmail.com 2019-10-24T20:38:07Z urn:sha1:8f51643b678b006692fd6b1bdd2899f1832d99df allow to set weights 2019-10-10T20:57:12Z Guillaume Horel guillaume.horel@gmail.com 2019-10-10T20:57:12Z urn:sha1:0ee8969150cc0a68d920cd22499219916da60416 allow to specify the stub type 2019-09-20T18:50:32Z Guillaume Horel guillaume.horel@gmail.com 2019-09-20T18:50:24Z urn:sha1:5ae5babc87fcbf60d73a3fb06d0e16afda1c3f81 add new Seniority type 2019-09-13T14:18:32Z Guillaume Horel guillaume.horel@gmail.com 2019-09-13T14:18:32Z urn:sha1:4e39f414c2f4f83b493aa4c05cbdf6fad11da13d export start_date 2019-08-23T20:11:13Z Guillaume Horel guillaume.horel@gmail.com 2019-08-23T20:11:13Z urn:sha1:3b698d9f788a6317136335ae2d82de03d7ed5260 add spreads method 2019-08-22T19:08:55Z Guillaume Horel guillaume.horel@gmail.com 2019-08-22T19:03:47Z urn:sha1:ab91fe7674fa7053c0e311a6526cd1cad342e42f