pyisda, branch v0.2 Cython bindings to the ISDA Cds model https://projects.horel.org/guillaume/pyisda/atom/?h=v0.2 2020-12-30T20:22:56Z bump version 2020-12-30T20:22:56Z Guillaume Horel guillaume.horel@gmail.com 2020-12-30T20:22:56Z urn:sha1:d7ee7a6bee1be2451a224091e6f4c32f56263771 allow to pass array of dates 2020-11-17T22:24:07Z Guillaume Horel guillaume.horel@gmail.com 2020-11-17T22:24:07Z urn:sha1:3b3d53ea09d054c3bd909ae632dded1d3758ea86 use full ticker 2020-11-13T21:14:24Z Guillaume Horel guillaume.horel@gmail.com 2020-11-13T20:57:19Z urn:sha1:3be205c245acbeaf1dd8866b59a57638f78bd3a2 bugfix cl_pv wasn't initialized in the paralllel section 2020-09-25T17:42:33Z Guillaume Horel guillaume.horel@gmail.com 2020-09-25T17:42:33Z urn:sha1:20b378876a27e833160d6d039f46c0e0723a4a48 raise in case of None 2020-09-08T19:34:59Z Guillaume Horel guillaume.horel@gmail.com 2020-09-08T19:34:59Z urn:sha1:2656a785c2f1b941e52787684a0609405dc8e8c3 allow to compute dispersion for expected loss 2020-07-09T22:45:19Z Guillaume Horel guillaume.horel@gmail.com 2020-07-09T02:02:03Z urn:sha1:4991a8dcd67eb8c65332a9a0f8558e8e46c22b7c allow to pass the fixed_rate in accrued 2020-07-01T00:56:36Z Guillaume Horel guillaume.horel@gmail.com 2020-07-01T00:56:36Z urn:sha1:03d2c41f8dec4ebc99ab44d28719e276d41694e4 pyisda/date.pyx 2020-04-06T01:46:31Z Guillaume Horel guillaume.horel@gmail.com 2020-04-06T01:46:31Z urn:sha1:9f9bb410476298f1bcd4af3405eb88c98be7b92f fix weights 2020-03-06T21:38:27Z Guillaume Horel guillaume.horel@gmail.com 2020-03-06T21:38:27Z urn:sha1:04f6d326fd716fce6a20cb559dbfbbe05213e180 skip over matured tenors 2020-02-21T21:37:05Z Guillaume Horel guillaume.horel@gmail.com 2020-02-21T21:37:05Z urn:sha1:c0e91685a336e4ce54d848aa0288f905ac3cf3c0