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2019-12-06wip0-copy-deserializeGuillaume Horel
2019-11-06faster buildGuillaume Horel
2019-11-04return nan for defaulted curvesGuillaume Horel
2019-10-24allocate recovery_ratesGuillaume Horel
2019-10-24bugfixGuillaume Horel
2019-10-10allow to set weightsGuillaume Horel
2019-09-20allow to specify the stub typeGuillaume Horel
2019-09-13add new Seniority typeGuillaume Horel
2019-08-23export start_dateGuillaume Horel
2019-08-22add spreads methodGuillaume Horel
2019-08-16prevent segfaultGuillaume Horel
2019-07-16improve survival_matrixGuillaume Horel
2019-04-30raise an exception to prevent zombie processesGuillaume Horel
2019-04-30allow to set maturityGuillaume Horel
2019-03-08typoGuillaume Horel
2019-03-07small speedupGuillaume Horel
2019-03-07faster curve generationGuillaume Horel
2019-03-07constifyGuillaume Horel
2019-03-06returns full ticker keyGuillaume Horel
2019-03-06constifyGuillaume Horel
2019-03-06small tweakGuillaume Horel
2019-03-05constifyGuillaume Horel
2019-03-05wipGuillaume Horel
2019-03-01use LogForwardPrice directlyGuillaume Horel
2019-02-27bugfixGuillaume Horel
2019-02-27use enum valuesGuillaume Horel
2019-02-15fix reduceGuillaume Horel
2019-02-14get rid of the separate weights parameterGuillaume Horel
2019-02-06simplify codeGuillaume Horel
2019-02-05add docstringGuillaume Horel
2019-02-05add protection_leg methodGuillaume Horel
2019-02-05Revert "use curve's own recoveries"Guillaume Horel
This reverts commit 4d112bf0881abba38f947c3924ba071e8bd57ae5.
2019-02-05use curve's own recoveriesGuillaume Horel
2019-01-18log to stderrGuillaume Horel
2019-01-17wider bracketGuillaume Horel
2018-12-18Sears!Guillaume Horel
2018-12-13remove public api fileGuillaume Horel
2018-12-13fix absolute importsGuillaume Horel
2018-11-30turn on level 3Guillaume Horel
2018-11-27bugfixGuillaume Horel
2018-11-13check None earlyGuillaume Horel
2018-11-09fix spread for defaulted curveGuillaume Horel
2018-11-08do not flag AA as defaultedGuillaume Horel
2018-11-08use vector to prevent memory leakGuillaume Horel
2018-11-08try to fix defaulted curveGuillaume Horel
2018-11-07fix defaulted caseGuillaume Horel
2018-11-02really use ticker nameGuillaume Horel
2018-10-29fix test and add to MakefileGuillaume Horel
2018-10-29initialize defaulted curve properlyGuillaume Horel
2018-10-29fix memory leakGuillaume Horel
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