pyisda, branch v0.3.25 Cython bindings to the ISDA Cds model https://projects.horel.org/guillaume/pyisda/atom/?h=v0.3.25 2023-06-09T20:55:41Z bump to 0.3.25 2023-06-09T20:55:41Z Guillaume Horel guillaume.horel@gmail.com 2023-06-09T20:55:41Z urn:sha1:73c5e0ebb06afd5401e115c6ba8c54814e4e90df speedups 2023-06-09T20:55:25Z Guillaume Horel guillaume.horel@gmail.com 2023-06-09T20:55:25Z urn:sha1:c225db00f4448eb3566f567e0c44d3ffb5967c03 log of default prob instead of log of surv prob 2023-06-09T20:54:50Z Guillaume Horel guillaume.horel@gmail.com 2023-06-09T20:54:50Z urn:sha1:86c120cf8ca9a7dbff88d1084a0faee19ee6e339 speedups 2023-06-09T20:11:49Z Guillaume Horel guillaume.horel@gmail.com 2023-06-09T20:11:49Z urn:sha1:be2496b941a9af64dcdccb80f553c1694da89eb6 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