pyisda - Cython bindings to the ISDA Cds model

Age	Commit message (Collapse)	Author
2018-04-18	fix arguments	Guillaume Horel

2018-04-18	add cds_accrued	Guillaume Horel

2018-04-18	value_date everywhere	Guillaume Horel

2018-04-18	add next_business_day	Guillaume Horel

2018-04-11	serialize tradedate	Guillaume Horel

2018-04-11	do not freeup until really done	Guillaume Horel

2018-04-11	Optionally fill in the curve	Guillaume Horel
	if some upfronts are NaN, fill in the curve with implied values.
2018-03-23	fix memory leak	Guillaume Horel

2018-03-20	better output	Guillaume Horel

2018-03-20	move to date file and fixes	Guillaume Horel

2018-03-19	also accept tenors	Guillaume Horel

2018-03-19	add roll_date function	Guillaume Horel

2018-03-19	Fix previous_twentieth	Guillaume Horel

2018-03-16	allow to pass None for start_date, step_in_date and cash_settle_date	Guillaume Horel

2018-03-16	auto encoding	Guillaume Horel

2018-03-16	Use trade_date	Guillaume Horel
	compute the forward implied default probabilities. allow to roll the trade date
2018-03-16	cleanup	Guillaume Horel

2018-03-15	call constructor instead	Guillaume Horel

2018-03-15	relly skip curve	Guillaume Horel

2018-03-05	do not bomb when passing None curve	Guillaume Horel

2017-12-12	Fixes to CreditIndex	Guillaume Horel
	- switch to map for tickers (order is guaranteed) - add tickers methods, and return list of tickers in survival_matrix
2017-12-08	hide __deepcopy__	Guillaume Horel

2017-11-30	Revert "try __get/setstate__"	Guillaume Horel
	This reverts commit 87bce7a101ca0a411c86e39a0f3c6904824b1722.
2017-11-30	try __get/setstate__	Guillaume Horel

2017-11-30	fixup	Guillaume Horel

2017-11-29	fast hashing for CreditIndex	Guillaume Horel

2017-11-29	try to disambiguate C attribute and method	Guillaume Horel

2017-11-29	try to implement pickle for index	Guillaume Horel

2017-11-29	put stuff in functions	Guillaume Horel

2017-11-28	implement deepcopy for CreditIndex	Guillaume Horel

2017-11-22	Revert "no need to allocate for hashing"	Guillaume Horel
	This reverts commit 5aa9d6efaaa5f59351e5a93ff23ca531cf48bf4c.
2017-11-22	no need to allocate for hashing	Guillaume Horel

2017-11-21	set F_CONTIGUOUS flag to True	Guillaume Horel

2017-11-21	cleanup	Guillaume Horel

2017-11-21	no need for separate struct	Guillaume Horel

2017-11-20	give up on memoryview	Guillaume Horel

2017-11-20	trying to fix the memoryview	Guillaume Horel

2017-11-17	slightly faster	Guillaume Horel

2017-11-17	try to fix the memoryview code	Guillaume Horel

2017-11-17	copy recovery_rates back an forth	Guillaume Horel

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