pyisda, branch v0.3.2Cython bindings to the ISDA Cds modelhttps://projects.horel.org/guillaume/pyisda/atom/?h=v0.3.22021-11-20T03:17:57Zbump to 0.3.22021-11-20T03:17:57ZGuillaume Horelguillaume.horel@gmail.com2021-11-20T03:17:57Zurn:sha1:7a02344500d91ddea8ea9f03ad72d9669265f032add zero_rate2021-11-20T03:17:28ZGuillaume Horelguillaume.horel@gmail.com2021-11-20T03:17:28Zurn:sha1:cacb1a063048d9cbdbf56814341f72857cf288b4use Continuous compounding by default2021-11-20T03:17:01ZGuillaume Horelguillaume.horel@gmail.com2021-11-20T03:17:01Zurn:sha1:cf39918f495bf51e07320531daeef96be7bb077fbump 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:sha1:3b3d53ea09d054c3bd909ae632dded1d3758ea86