pyisda - Cython bindings to the ISDA Cds model

Age	Commit message (Collapse)	Author
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

2017-05-12	return Series instead	Guillaume Horel

2017-05-12	small speedups and bugfix	Guillaume Horel

2017-05-11	include is a bitset	Guillaume Horel

2017-05-05	new function	Guillaume Horel

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