pyisda, branch v0.3.24 Cython bindings to the ISDA Cds model https://projects.horel.org/guillaume/pyisda/atom/?h=v0.3.24 2023-06-05T16:58:41Z bump to 0.3.24 2023-06-05T16:58:41Z Guillaume Horel guillaume.horel@gmail.com 2023-06-05T16:58:41Z urn:sha1:e0340354c0597e4ca97545b093510b833d6af5f1 fix docstring 2023-06-02T20:31:56Z Guillaume Horel guillaume.horel@gmail.com 2023-06-02T20:31:56Z urn:sha1:083c4dcfc5b57b13d544ff22b9880a081c99ad92 bug fixes 2023-06-02T20:08:21Z Guillaume Horel guillaume.horel@gmail.com 2023-06-02T20:08:21Z urn:sha1:0d8a1ae8fe12963a1ad1ece07c49e32bd1fbec02 also vectorize when providing forward date 2023-06-02T20:06:55Z Guillaume Horel guillaume.horel@gmail.com 2023-06-02T20:06:55Z urn:sha1:5c81b40427951bb1ae00b045926df7f44b1268e3 no need to manually expose these numpy functions 2023-06-02T15:46:34Z Guillaume Horel guillaume.horel@gmail.com 2023-06-02T15:46:34Z urn:sha1:96352a2bb657815d42eb38b85d31f0bd9fc56a4a handle case of Annual basis 2023-05-31T19:15:27Z Guillaume Horel guillaume.horel@gmail.com 2023-05-31T19:15:27Z urn:sha1:8c8a4092458029b4c619eb0603ee21c639702a2b no need to scale 2023-05-31T19:15:09Z Guillaume Horel guillaume.horel@gmail.com 2023-05-31T19:15:09Z urn:sha1:45a65c94c783fef388349a124541559fa2d9a804 bugfix 2023-05-31T18:48:47Z Guillaume Horel guillaume.horel@gmail.com 2023-05-31T18:48:47Z urn:sha1:f7d9573e7a7a4a803e3559126c27a4e09affa1e1 this would get cancelled out 2023-05-31T17:12:59Z Guillaume Horel guillaume.horel@gmail.com 2023-05-31T17:12:59Z urn:sha1:27e15cb01dc73373e741930f4760d06dee3a260a bring back tweak_curve 2023-05-31T15:07:32Z Guillaume Horel guillaume.horel@gmail.com 2023-05-31T15:07:32Z urn:sha1:0142aa5313090c0056f456e7746a1747c8a144c6