pyisda, branch v0.3.1Cython bindings to the ISDA Cds modelhttps://projects.horel.org/guillaume/pyisda/atom/?h=v0.3.12021-09-17T18:32:52Zbump to 0.3.12021-09-17T18:32:52ZGuillaume Horelguillaume.horel@gmail.com2021-09-17T18:32:52Zurn:sha1:ba3554594851df377d4e87e8f043515b5b39d81ause new templated PiecewiseYieldCurve2021-09-17T18:32:26ZGuillaume Horelguillaume.horel@gmail.com2021-09-17T18:32:26Zurn:sha1:fbe778e3964b80517d1c442d3ca9d19c38e88a37pv is not defined in case of empty curves2021-09-17T18:31:10ZGuillaume Horelguillaume.horel@gmail.com2021-09-17T18:31:10Zurn:sha1:60ea3e046ddc0942677a51c3b6688885d755df8b
- return NaN
- as a side effect, do not segfault when epsilon != 0
bump to 0.32021-03-16T01:52:30ZGuillaume Horelguillaume.horel@gmail.com2021-03-16T01:52:30Zurn:sha1:2eef49e91679e84ca4b9d9d9f06d1cec6356f67callow to return log of survival probabilities2021-03-16T01:51:41ZGuillaume Horelguillaume.horel@gmail.com2021-03-16T01:51:41Zurn:sha1:ba6e47340c1c4a44b34c5641eaadb9832a5a9493bump version2020-12-30T20:22:56ZGuillaume Horelguillaume.horel@gmail.com2020-12-30T20:22:56Zurn:sha1:d7ee7a6bee1be2451a224091e6f4c32f56263771allow to pass array of dates2020-11-17T22:24:07ZGuillaume Horelguillaume.horel@gmail.com2020-11-17T22:24:07Zurn:sha1:3b3d53ea09d054c3bd909ae632dded1d3758ea86use full ticker2020-11-13T21:14:24ZGuillaume Horelguillaume.horel@gmail.com2020-11-13T20:57:19Zurn:sha1:3be205c245acbeaf1dd8866b59a57638f78bd3a2bugfix cl_pv wasn't initialized in the paralllel section2020-09-25T17:42:33ZGuillaume Horelguillaume.horel@gmail.com2020-09-25T17:42:33Zurn:sha1:20b378876a27e833160d6d039f46c0e0723a4a48raise in case of None2020-09-08T19:34:59ZGuillaume Horelguillaume.horel@gmail.com2020-09-08T19:34:59Zurn:sha1:2656a785c2f1b941e52787684a0609405dc8e8c3