pyisda - Cython bindings to the ISDA Cds model

Age	Commit message (Expand)	Author
2021-09-17	bump to 0.3.1v0.3.1	Guillaume Horel
2021-09-17	use new templated PiecewiseYieldCurve	Guillaume Horel
2021-09-17	pv is not defined in case of empty curves	Guillaume Horel
2021-03-15	bump to 0.3v0.3	Guillaume Horel
2021-03-15	allow to return log of survival probabilities	Guillaume Horel
2020-12-30	bump versionv0.2	Guillaume Horel
2020-11-17	allow to pass array of dates	Guillaume Horel
2020-11-13	use full ticker	Guillaume Horel
2020-09-25	bugfix cl_pv wasn't initialized in the paralllel section	Guillaume Horel
2020-09-08	raise in case of None	Guillaume Horel
2020-07-09	allow to compute dispersion for expected loss	Guillaume Horel
2020-06-30	allow to pass the fixed_rate in accrued	Guillaume Horel
2020-04-05	pyisda/date.pyx	Guillaume Horel
2020-03-06	fix weights	Guillaume Horel
2020-02-21	skip over matured tenors	Guillaume Horel
2020-02-21	keep map order	Guillaume Horel
2020-02-19	keep the same order as recoveries (and items)	Guillaume Horel
2020-02-18	prevent segfault	Guillaume Horel
2020-02-11	faster way of constructing date	Guillaume Horel
2020-02-11	allow to set default_date	Guillaume Horel
2020-02-11	check for nan in coupon_rates too	Guillaume Horel
2020-02-04	handle compression/decompression of YieldCurve	Guillaume Horel
2020-01-27	increase tolerance (because of Steinhoff)	Guillaume Horel
2020-01-27	const correct	Guillaume Horel
2020-01-27	add dispersion method	Guillaume Horel
2020-01-24	bugfix	Guillaume Horel
2020-01-24	export as_buffer	Guillaume Horel
2019-12-18	allow to compress buffer representation of SpreadCurve	Guillaume Horel
2019-11-06	faster build	Guillaume Horel
2019-11-04	return nan for defaulted curves	Guillaume Horel
2019-10-24	allocate recovery_rates	Guillaume Horel
2019-10-24	bugfix	Guillaume Horel
2019-10-10	allow to set weights	Guillaume Horel
2019-09-20	allow to specify the stub type	Guillaume Horel
2019-09-13	add new Seniority type	Guillaume Horel
2019-08-23	export start_date	Guillaume Horel
2019-08-22	add spreads method	Guillaume Horel
2019-08-16	prevent segfault	Guillaume Horel
2019-07-16	improve survival_matrix	Guillaume Horel
2019-04-30	raise an exception to prevent zombie processes	Guillaume Horel
2019-04-30	allow to set maturity	Guillaume Horel
2019-03-08	typo	Guillaume Horel
2019-03-07	small speedup	Guillaume Horel
2019-03-07	faster curve generation	Guillaume Horel
2019-03-07	constify	Guillaume Horel
2019-03-06	returns full ticker key	Guillaume Horel
2019-03-06	constify	Guillaume Horel
2019-03-06	small tweak	Guillaume Horel
2019-03-05	constify	Guillaume Horel
2019-03-05	wip	Guillaume Horel