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2017-02-15add BasketIndex classGuillaume Horel
2017-02-15Couple cleanupsGuillaume Horel
* use JpmcdsCopyCurve instead of our own function. * libcds now returns CONTINUOUS curve by default, so no need to convert back and forth.
2017-02-14fixesGuillaume Horel
2017-02-14method to tweak curvesGuillaume Horel
2017-02-14can copy a curve nowGuillaume Horel
2017-02-14Add forward_hazard_rates propertyGuillaume Horel
this is also an example of returning a numpy array allocated with malloc on the C side.
2017-02-08malloc cleanupsGuillaume Horel
2017-02-08small speedupGuillaume Horel
2017-02-07try to release the gilGuillaume Horel
2017-02-03fix examplesGuillaume Horel
2017-02-03PEP8, use bintGuillaume Horel
2017-02-03try to calibrate with upfrontsGuillaume Horel
2017-01-09fix buildGuillaume Horel
2016-11-17make it python2 compatibleGuillaume Horel
2016-11-17guess is unitializedGuillaume Horel
2016-11-17spacingGuillaume Horel
2016-11-16typosGuillaume Horel
2016-11-15better error messageGuillaume Horel
2016-11-10rename to pv_vec and small fixesGuillaume Horel
2016-11-10fix MakefileGuillaume Horel
2016-11-10more nogilGuillaume Horel
2016-11-10add fater versionGuillaume Horel
2016-11-09add enum valuesGuillaume Horel
2016-11-09fix memory leakGuillaume Horel
2016-11-07tests do not rely on private codeGuillaume Horel
2016-11-07styleGuillaume Horel
2016-11-07more precise picklingGuillaume Horel
2016-11-04more pickle testsGuillaume Horel
2016-11-04fix picklingGuillaume Horel
2016-11-03make classes picklableGuillaume Horel
2016-10-28better docsGuillaume Horel
2016-10-26enable logging facilityGuillaume Horel
2016-10-26add a couple nogilGuillaume Horel
2016-10-26fix testsGuillaume Horel
2016-10-26Add survival_probabilityGuillaume Horel
discount_factor and survival_probability are now defined in terms of forwardZeroPrice.
2016-10-25improve docsGuillaume Horel
2016-10-25make function more usefulGuillaume Horel
2016-10-25fix docGuillaume Horel
2016-09-27missing importGuillaume Horel
2016-09-23improve commentGuillaume Horel
2016-08-08add expected_forward_curve methodGuillaume Horel
2016-08-08cleanupGuillaume Horel
2016-08-08add base_date propertyGuillaume Horel
2016-08-08fix bugGuillaume Horel
2016-08-08better MakefileGuillaume Horel
2016-08-04add vectorized version of snac_pvGuillaume Horel
2016-08-04mark some functions nogilGuillaume Horel
2016-08-04pxd and pyx files share the same namespaceGuillaume Horel
no need to import from the pxd file in the pyx file.
2016-08-03round of improvements to the docsGuillaume Horel
2016-08-03be more defensiveGuillaume Horel
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