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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
2018-03-19Fix previous_twentiethGuillaume Horel
2018-03-16allow to pass None for start_date, step_in_date and cash_settle_dateGuillaume Horel
2018-03-16auto encodingGuillaume Horel
2018-03-16Use trade_dateGuillaume Horel
compute the forward implied default probabilities. allow to roll the trade date
2018-03-16cleanupGuillaume Horel
2018-03-15call constructor insteadGuillaume Horel
2018-03-15relly skip curveGuillaume Horel
2018-03-05do not bomb when passing None curveGuillaume Horel
2017-12-12Fixes to CreditIndexGuillaume Horel
- switch to map for tickers (order is guaranteed) - add tickers methods, and return list of tickers in survival_matrix
2017-12-08hide __deepcopy__Guillaume Horel
2017-11-30Revert "try __get/setstate__"Guillaume Horel
This reverts commit 87bce7a101ca0a411c86e39a0f3c6904824b1722.
2017-11-30try __get/setstate__Guillaume Horel
2017-11-30fixupGuillaume Horel
2017-11-29fast hashing for CreditIndexGuillaume Horel
2017-11-29try to disambiguate C attribute and methodGuillaume Horel
2017-11-29try to implement pickle for indexGuillaume Horel
2017-11-29put stuff in functionsGuillaume Horel
2017-11-28implement deepcopy for CreditIndexGuillaume Horel
2017-11-22Revert "no need to allocate for hashing"Guillaume Horel
This reverts commit 5aa9d6efaaa5f59351e5a93ff23ca531cf48bf4c.
2017-11-22no need to allocate for hashingGuillaume Horel
2017-11-21set F_CONTIGUOUS flag to TrueGuillaume Horel
2017-11-21cleanupGuillaume Horel
2017-11-21no need for separate structGuillaume Horel
2017-11-20give up on memoryviewGuillaume Horel
2017-11-20trying to fix the memoryviewGuillaume Horel
2017-11-17slightly fasterGuillaume Horel
2017-11-17try to fix the memoryview codeGuillaume Horel
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