pyisda - Cython bindings to the ISDA Cds model

Age	Commit message (Collapse)	Author
2017-05-05	expose functions to python	Guillaume Horel

2017-05-04	test for nan	Guillaume Horel

2017-04-13	fix hashing and pickling	Guillaume Horel

2017-04-13	more __hash__ methods	Guillaume Horel

2017-04-13	add __hash__ method	Guillaume Horel

2017-04-05	remove files commited by mistake	Guillaume Horel

2017-03-10	small cleanup	Guillaume Horel

2017-03-10	add par_spread method	Guillaume Horel

2017-03-10	make sure to remove accrued	Guillaume Horel

2017-02-27	add theta method	Guillaume Horel

2017-02-27	add duration	Guillaume Horel

2017-02-27	add weights, we might need them later on	Guillaume Horel

2017-02-23	not needed	Guillaume Horel

2017-02-23	typo	Guillaume Horel

2017-02-23	C++ name mangling	Guillaume Horel

2017-02-23	return DataFrame directly	Guillaume Horel

2017-02-23	no need for cpp_layer	Guillaume Horel

2017-02-23	no need for a helper class	Guillaume Horel

2017-02-23	more fixups	Guillaume Horel

2017-02-23	Finish C++ switch	Guillaume Horel
	not sure if it's worth it, but we'll see...
2017-02-23	add a couple methods	Guillaume Horel

2017-02-22	switch to C++cpp	Guillaume Horel

2017-02-22	also keep track of tickers	Guillaume Horel

2017-02-22	make CreditIndex depend on CurveList	Guillaume Horel

2017-02-21	add way to check for version string	Guillaume Horel

2017-02-21	move CreditIndex to its own file	Guillaume Horel

2017-02-17	rework CreditIndexCurve	Guillaume Horel

2017-02-17	fix tweak_curves	Guillaume Horel

2017-02-17	add convenience methods	Guillaume Horel

2017-02-16	refactoring	Guillaume Horel

2017-02-16	rename to CreditIndex and cleanup	Guillaume Horel

2017-02-16	fixups	Guillaume Horel

2017-02-15	better typing	Guillaume Horel

2017-02-15	cleanup docstring	Guillaume Horel

2017-02-15	add BasketIndex class	Guillaume Horel

2017-02-15	Couple cleanups	Guillaume Horel
	* use JpmcdsCopyCurve instead of our own function. * libcds now returns CONTINUOUS curve by default, so no need to convert back and forth.
2017-02-14	fixes	Guillaume Horel

2017-02-14	method to tweak curves	Guillaume Horel

2017-02-14	can copy a curve now	Guillaume Horel

2017-02-14	Add forward_hazard_rates property	Guillaume Horel
	this is also an example of returning a numpy array allocated with malloc on the C side.
2017-02-08	malloc cleanups	Guillaume Horel

2017-02-08	small speedup	Guillaume Horel

2017-02-07	try to release the gil	Guillaume Horel

2017-02-03	fix examples	Guillaume Horel

2017-02-03	PEP8, use bint	Guillaume Horel

2017-02-03	try to calibrate with upfronts	Guillaume Horel

2017-01-09	fix build	Guillaume Horel

2016-11-17	make it python2 compatible	Guillaume Horel

2016-11-17	guess is unitialized	Guillaume Horel

2016-11-17	spacing	Guillaume Horel