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2016-08-08cleanupGuillaume Horel
2016-08-08add base_date propertyGuillaume Horel
2016-08-08fix bugGuillaume Horel
2016-08-08better MakefileGuillaume Horel
2016-08-04add vectorized version of snac_pvGuillaume Horel
2016-08-04mark some functions nogilGuillaume Horel
2016-08-04pxd and pyx files share the same namespaceGuillaume Horel
no need to import from the pxd file in the pyx file.
2016-08-03round of improvements to the docsGuillaume Horel
2016-08-03be more defensiveGuillaume Horel
2016-07-26add test to prevent segfaultGuillaume Horel
2016-07-26try to be more compliantGuillaume Horel
2016-07-26better docstringsGuillaume Horel
2016-07-26start documenting the libraryGuillaume Horel
2016-07-19fix markit downloadGuillaume Horel
2016-07-19update exampleGuillaume Horel
2016-07-12add functions to import Markit yieldcurvesGuillaume Horel
2016-07-12reorganize projectGuillaume Horel
2016-07-12add method to compute accruedGuillaume Horel
2016-07-11update exampleGuillaume Horel
2016-07-11make pay_accrued_on_default the defaultGuillaume Horel
2016-07-11add a consctructor for ZeroCurve and rename it to YieldCurveGuillaume Horel
2016-07-06add inspect function for FeeLegGuillaume Horel
2016-07-06fix indentationGuillaume Horel
2016-07-06add new constructorGuillaume Horel
2016-07-05fix legs methodsGuillaume Horel
2016-07-05function to convert dcc to stringGuillaume Horel
2016-07-05add method to inspect content of curveGuillaume Horel
2016-07-01update exampleGuillaume Horel
2016-07-01more progressGuillaume Horel
2016-06-30legs functionsGuillaume Horel
2016-06-30rename zerocurve to curve, and merge yearfrac with dateGuillaume Horel
2016-06-30fix some maturities, still not matching :(Guillaume Horel
2016-06-29add basic exampleGuillaume Horel
2016-06-29add cdsone functionsGuillaume Horel
2016-06-29make ZeroCurve cimportableGuillaume Horel
2016-06-29add convenience function to convert python datesGuillaume Horel
2016-06-29move BadDay to zerocurveGuillaume Horel
2016-06-29improve cleanupGuillaume Horel
2016-06-29work in progressGuillaume Horel
2016-06-28cleanupsGuillaume Horel
2016-06-28initial importGuillaume Horel