pyisda - Cython bindings to the ISDA Cds model

Age	Commit message (Collapse)	Author
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

2017-02-23	return DataFrame directly	Guillaume Horel

2017-02-23	no need for cpp_layer	Guillaume Horel

2017-02-23	no need for a helper class	Guillaume Horel

2017-02-23	more fixups	Guillaume Horel

2017-02-23	Finish C++ switch	Guillaume Horel
	not sure if it's worth it, but we'll see...
2017-02-23	add a couple methods	Guillaume Horel

2017-02-22	switch to C++cpp	Guillaume Horel

2017-02-22	also keep track of tickers	Guillaume Horel

2017-02-22	make CreditIndex depend on CurveList	Guillaume Horel

2017-02-21	add way to check for version string	Guillaume Horel

2017-02-21	move CreditIndex to its own file	Guillaume Horel

2017-02-17	rework CreditIndexCurve	Guillaume Horel

2017-02-17	fix tweak_curves	Guillaume Horel

2017-02-17	add convenience methods	Guillaume Horel

2017-02-16	refactoring	Guillaume Horel

2017-02-16	rename to CreditIndex and cleanup	Guillaume Horel

2017-02-16	fixups	Guillaume Horel

2017-02-15	better typing	Guillaume Horel

2017-02-15	cleanup docstring	Guillaume Horel