summaryrefslogtreecommitdiffstats
AgeCommit message (Collapse)Author
2019-02-22simplify build scriptGuillaume Horel
2019-02-22it compilesGuillaume Horel
2019-02-22use moveGuillaume Horel
2019-02-22work in progressGuillaume Horel
wip wip wip2 fix C++
2019-02-22switch to level 3Guillaume Horel
2018-10-25fix exampleGuillaume Horel
2018-10-16fix for accruedGuillaume Horel
2018-10-16auto encodeGuillaume Horel
2018-10-12cleanupGuillaume Horel
2018-10-12ugly fix for the missing 6m rateGuillaume Horel
2018-10-11fix accruedGuillaume Horel
2018-10-11apply blackGuillaume Horel
2018-09-20cleaningGuillaume Horel
2018-09-20rework flat_hazard into an optim moduleGuillaume Horel
2018-09-13switch to POST requestsGuillaume Horel
2018-08-28write our own survival_prob functionGuillaume Horel
2018-08-28fix openmp codeGuillaume Horel
2018-08-24prevent against crashGuillaume Horel
2018-08-23use openmp to compute pvGuillaume Horel
2018-08-22handle non inplaceGuillaume Horel
2018-08-22restore base_date when setting curvesGuillaume Horel
2018-07-02recompute T vector on the flyGuillaume Horel
2018-06-25add end_date propertyGuillaume Horel
2018-06-20clear recovery_rates when assigning the curvesGuillaume Horel
2018-06-20also update self.TGuillaume Horel
2018-06-20use recovery curvesGuillaume Horel
2018-05-21fix importsGuillaume Horel
2018-05-08fix compilationGuillaume Horel
2018-05-08add default_accrual functionGuillaume Horel
2018-05-08pep8Guillaume Horel
2018-04-30allow theta to take a dateGuillaume Horel
2018-04-24remove __deepcopy__ againGuillaume Horel
2018-04-24fix hashGuillaume Horel
2018-04-24constify and fix bugGuillaume Horel
2018-04-24constifyGuillaume Horel
2018-04-23bring __deepcopy__ backGuillaume Horel
2018-04-18relase gilGuillaume Horel
2018-04-18reorg enumGuillaume Horel
2018-04-18fix argumentsGuillaume Horel
2018-04-18add cds_accruedGuillaume Horel
2018-04-18value_date everywhereGuillaume Horel
2018-04-18add next_business_dayGuillaume Horel
2018-04-11serialize tradedateGuillaume Horel
2018-04-11do not freeup until really doneGuillaume Horel
2018-04-11Optionally fill in the curveGuillaume Horel
if some upfronts are NaN, fill in the curve with implied values.
2018-03-23fix memory leakGuillaume Horel
2018-03-20better outputGuillaume Horel
2018-03-20move to date file and fixesGuillaume Horel
2018-03-19also accept tenorsGuillaume Horel
2018-03-19add roll_date functionGuillaume Horel
generated by cgit v1.2.3-70-g09d2 (git 2.52.0) at 2025-12-21 19:02:51 +0000