| Age | Commit message (Collapse) | Author | |
|---|---|---|---|
| 2016-10-25 | fix doc | Guillaume Horel | |
| 2016-09-27 | missing import | Guillaume Horel | |
| 2016-09-23 | improve comment | Guillaume Horel | |
| 2016-08-08 | add expected_forward_curve method | Guillaume Horel | |
| 2016-08-08 | cleanup | Guillaume Horel | |
| 2016-08-08 | add base_date property | Guillaume Horel | |
| 2016-08-08 | fix bug | Guillaume Horel | |
| 2016-08-08 | better Makefile | Guillaume Horel | |
| 2016-08-04 | add vectorized version of snac_pv | Guillaume Horel | |
| 2016-08-04 | mark some functions nogil | Guillaume Horel | |
| 2016-08-04 | pxd and pyx files share the same namespace | Guillaume Horel | |
| no need to import from the pxd file in the pyx file. | |||
| 2016-08-03 | round of improvements to the docs | Guillaume Horel | |
| 2016-08-03 | be more defensive | Guillaume Horel | |
| 2016-07-26 | add test to prevent segfault | Guillaume Horel | |
| 2016-07-26 | try to be more compliant | Guillaume Horel | |
| 2016-07-26 | better docstrings | Guillaume Horel | |
| 2016-07-26 | start documenting the library | Guillaume Horel | |
| 2016-07-19 | fix markit download | Guillaume Horel | |
| 2016-07-19 | update example | Guillaume Horel | |
| 2016-07-12 | add functions to import Markit yieldcurves | Guillaume Horel | |
| 2016-07-12 | reorganize project | Guillaume Horel | |
| 2016-07-12 | add method to compute accrued | Guillaume Horel | |
| 2016-07-11 | update example | Guillaume Horel | |
| 2016-07-11 | make pay_accrued_on_default the default | Guillaume Horel | |
| 2016-07-11 | add a consctructor for ZeroCurve and rename it to YieldCurve | Guillaume Horel | |
| 2016-07-06 | add inspect function for FeeLeg | Guillaume Horel | |
| 2016-07-06 | fix indentation | Guillaume Horel | |
| 2016-07-06 | add new constructor | Guillaume Horel | |
| 2016-07-05 | fix legs methods | Guillaume Horel | |
| 2016-07-05 | function to convert dcc to string | Guillaume Horel | |
| 2016-07-05 | add method to inspect content of curve | Guillaume Horel | |
| 2016-07-01 | update example | Guillaume Horel | |
| 2016-07-01 | more progress | Guillaume Horel | |
| 2016-06-30 | legs functions | Guillaume Horel | |
| 2016-06-30 | rename zerocurve to curve, and merge yearfrac with date | Guillaume Horel | |
| 2016-06-30 | fix some maturities, still not matching :( | Guillaume Horel | |
| 2016-06-29 | add basic example | Guillaume Horel | |
| 2016-06-29 | add cdsone functions | Guillaume Horel | |
| 2016-06-29 | make ZeroCurve cimportable | Guillaume Horel | |
| 2016-06-29 | add convenience function to convert python dates | Guillaume Horel | |
| 2016-06-29 | move BadDay to zerocurve | Guillaume Horel | |
| 2016-06-29 | improve cleanup | Guillaume Horel | |
| 2016-06-29 | work in progress | Guillaume Horel | |
| 2016-06-28 | cleanups | Guillaume Horel | |
| 2016-06-28 | initial import | Guillaume Horel | |
