summaryrefslogtreecommitdiffstats
AgeCommit message (Collapse)Author
2020-02-21skip over matured tenorsGuillaume Horel
2020-02-21keep map orderGuillaume Horel
2020-02-19keep the same order as recoveries (and items)Guillaume Horel
2020-02-18prevent segfaultGuillaume Horel
2020-02-11faster way of constructing dateGuillaume Horel
2020-02-11allow to set default_dateGuillaume Horel
2020-02-11check for nan in coupon_rates tooGuillaume Horel
2020-02-04handle compression/decompression of YieldCurveGuillaume Horel
2020-01-27increase tolerance (because of Steinhoff)Guillaume Horel
2020-01-27const correctGuillaume Horel
2020-01-27add dispersion methodGuillaume Horel
2020-01-24bugfixGuillaume Horel
2020-01-24export as_bufferGuillaume Horel
2019-12-18allow to compress buffer representation of SpreadCurveGuillaume Horel
2019-11-06faster buildGuillaume Horel
2019-11-04return nan for defaulted curvesGuillaume Horel
2019-10-24allocate recovery_ratesGuillaume Horel
2019-10-24bugfixGuillaume Horel
2019-10-10allow to set weightsGuillaume Horel
2019-09-20allow to specify the stub typeGuillaume Horel
2019-09-13add new Seniority typeGuillaume Horel
2019-08-23export start_dateGuillaume Horel
2019-08-22add spreads methodGuillaume Horel
2019-08-16prevent segfaultGuillaume Horel
2019-07-16improve survival_matrixGuillaume Horel
2019-04-30raise an exception to prevent zombie processesGuillaume Horel
2019-04-30allow to set maturityGuillaume Horel
2019-03-08typoGuillaume Horel
2019-03-07small speedupGuillaume Horel
2019-03-07faster curve generationGuillaume Horel
2019-03-07constifyGuillaume Horel
2019-03-06returns full ticker keyGuillaume Horel
2019-03-06constifyGuillaume Horel
2019-03-06small tweakGuillaume Horel
2019-03-05constifyGuillaume Horel
2019-03-05wipGuillaume Horel
2019-03-01use LogForwardPrice directlyGuillaume Horel
2019-02-27bugfixGuillaume Horel
2019-02-27use enum valuesGuillaume Horel
2019-02-15fix reduceGuillaume Horel
2019-02-14get rid of the separate weights parameterGuillaume Horel
2019-02-06simplify codeGuillaume Horel
2019-02-05add docstringGuillaume Horel
2019-02-05add protection_leg methodGuillaume Horel
2019-02-05Revert "use curve's own recoveries"Guillaume Horel
This reverts commit 4d112bf0881abba38f947c3924ba071e8bd57ae5.
2019-02-05use curve's own recoveriesGuillaume Horel
2019-01-18log to stderrGuillaume Horel
2019-01-17wider bracketGuillaume Horel
2018-12-18Sears!Guillaume Horel
2018-12-13remove public api fileGuillaume Horel
generated by cgit v1.2.3-70-g09d2 (git 2.52.0) at 2025-12-21 19:14:58 +0000