pyisda, branch v0.3.3 Cython bindings to the ISDA Cds model https://projects.horel.org/guillaume/pyisda/atom/?h=v0.3.3 2021-11-22T22:55:36Z bump to 0.3.3 2021-11-22T22:55:36Z Guillaume Horel guillaume.horel@gmail.com 2021-11-22T22:55:36Z urn:sha1:54aa1113c8e0f7a4657b33c22b8aa66b8d562063 allow to create curve from zero rates 2021-11-22T22:55:02Z Guillaume Horel guillaume.horel@gmail.com 2021-11-22T22:54:30Z urn:sha1:a8c6922c722e2a8104bfffd261040c10f0198169 bump to 0.3.2 2021-11-20T03:17:57Z Guillaume Horel guillaume.horel@gmail.com 2021-11-20T03:17:57Z urn:sha1:7a02344500d91ddea8ea9f03ad72d9669265f032 add zero_rate 2021-11-20T03:17:28Z Guillaume Horel guillaume.horel@gmail.com 2021-11-20T03:17:28Z urn:sha1:cacb1a063048d9cbdbf56814341f72857cf288b4 use Continuous compounding by default 2021-11-20T03:17:01Z Guillaume Horel guillaume.horel@gmail.com 2021-11-20T03:17:01Z urn:sha1:cf39918f495bf51e07320531daeef96be7bb077f bump to 0.3.1 2021-09-17T18:32:52Z Guillaume Horel guillaume.horel@gmail.com 2021-09-17T18:32:52Z urn:sha1:ba3554594851df377d4e87e8f043515b5b39d81a use new templated PiecewiseYieldCurve 2021-09-17T18:32:26Z Guillaume Horel guillaume.horel@gmail.com 2021-09-17T18:32:26Z urn:sha1:fbe778e3964b80517d1c442d3ca9d19c38e88a37 pv is not defined in case of empty curves 2021-09-17T18:31:10Z Guillaume Horel guillaume.horel@gmail.com 2021-09-17T18:31:10Z urn:sha1:60ea3e046ddc0942677a51c3b6688885d755df8b - return NaN - as a side effect, do not segfault when epsilon != 0 bump to 0.3 2021-03-16T01:52:30Z Guillaume Horel guillaume.horel@gmail.com 2021-03-16T01:52:30Z urn:sha1:2eef49e91679e84ca4b9d9d9f06d1cec6356f67c allow to return log of survival probabilities 2021-03-16T01:51:41Z Guillaume Horel guillaume.horel@gmail.com 2021-03-16T01:51:41Z urn:sha1:ba6e47340c1c4a44b34c5641eaadb9832a5a9493