| Age | Commit message (Collapse) | Author | |
|---|---|---|---|
| 2017-12-08 | hide __deepcopy__ | Guillaume Horel | |
| 2017-11-30 | Revert "try __get/setstate__" | Guillaume Horel | |
| This reverts commit 87bce7a101ca0a411c86e39a0f3c6904824b1722. | |||
| 2017-11-30 | try __get/setstate__ | Guillaume Horel | |
| 2017-11-30 | fixup | Guillaume Horel | |
| 2017-11-29 | fast hashing for CreditIndex | Guillaume Horel | |
| 2017-11-29 | try to disambiguate C attribute and method | Guillaume Horel | |
| 2017-11-29 | try to implement pickle for index | Guillaume Horel | |
| 2017-11-29 | put stuff in functions | Guillaume Horel | |
| 2017-11-28 | implement deepcopy for CreditIndex | Guillaume Horel | |
| 2017-11-22 | Revert "no need to allocate for hashing" | Guillaume Horel | |
| This reverts commit 5aa9d6efaaa5f59351e5a93ff23ca531cf48bf4c. | |||
| 2017-11-22 | no need to allocate for hashing | Guillaume Horel | |
| 2017-11-21 | set F_CONTIGUOUS flag to True | Guillaume Horel | |
| 2017-11-21 | cleanup | Guillaume Horel | |
| 2017-11-21 | no need for separate struct | Guillaume Horel | |
| 2017-11-20 | give up on memoryview | Guillaume Horel | |
| 2017-11-20 | trying to fix the memoryview | Guillaume Horel | |
| 2017-11-17 | slightly faster | Guillaume Horel | |
| 2017-11-17 | try to fix the memoryview code | Guillaume Horel | |
| 2017-11-17 | copy recovery_rates back an forth | Guillaume Horel | |
| 2017-11-17 | tie numpy array's life to the C++ vector life | Guillaume Horel | |
| 2017-11-16 | export and copy recovery_rates | Guillaume Horel | |
| 2017-11-16 | save recovery curve | Guillaume Horel | |
| 2017-11-16 | return numpy array | Guillaume Horel | |
| 2017-11-10 | implement deepcopy for derived classes | Guillaume Horel | |
| 2017-10-31 | possible None | Guillaume Horel | |
| 2017-09-22 | clear weights | Guillaume Horel | |
| 2017-09-22 | fix memory issues | Guillaume Horel | |
| 2017-08-16 | add survival_matrix method | Guillaume Horel | |
| 2017-06-16 | better index name | Guillaume Horel | |
| 2017-06-16 | small speedup | Guillaume Horel | |
| 2017-06-08 | cleanup memoryview business | Guillaume Horel | |
| 2017-06-07 | zero copy construction from memoryview | Guillaume Horel | |
| 2017-06-07 | partial revert of 332da55 | Guillaume Horel | |
| 2017-06-07 | small cleanup | Guillaume Horel | |
| 2017-06-06 | no need to be generic | Guillaume Horel | |
| 2017-06-06 | farm is the new city | Guillaume Horel | |
| 2017-06-06 | small cleanup | Guillaume Horel | |
| 2017-06-06 | add hand written serialize and deserialize function in C | Guillaume Horel | |
| 2017-05-18 | handle missing ticker | Guillaume Horel | |
| 2017-05-18 | memory could leak | Guillaume Horel | |
| 2017-05-18 | fix series name | Guillaume Horel | |
| 2017-05-18 | fix theta computation | Guillaume Horel | |
| 2017-05-18 | fix mask computation | Guillaume Horel | |
| 2017-05-17 | fix clean pv computation | Guillaume Horel | |
| 2017-05-17 | better column name | Guillaume Horel | |
| 2017-05-17 | more C++ | Guillaume Horel | |
| 2017-05-17 | Various tweaks | Guillaume Horel | |
| - switch to bitset for mask - add couple nogil | |||
| 2017-05-15 | fix de/serialization of the ticker | Guillaume Horel | |
| 2017-05-15 | No need to keep a separate list of tickers | Guillaume Horel | |
| - store the ticker directly into the curves - switch to C++ unordered map. | |||
| 2017-05-12 | allow to return forward rates | Guillaume Horel | |
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index : pyisda | |
| Cython bindings to the ISDA Cds model | gitolite user |
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