summaryrefslogtreecommitdiffstats
AgeCommit message (Collapse)Author
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
2018-12-13fix absolute importsGuillaume Horel
2018-11-30turn on level 3Guillaume Horel
2018-11-27bugfixGuillaume Horel
2018-11-13check None earlyGuillaume Horel
2018-11-09fix spread for defaulted curveGuillaume Horel
2018-11-08do not flag AA as defaultedGuillaume Horel
2018-11-08use vector to prevent memory leakGuillaume Horel
2018-11-08try to fix defaulted curveGuillaume Horel
2018-11-07fix defaulted caseGuillaume Horel
2018-11-02really use ticker nameGuillaume Horel
2018-10-29fix test and add to MakefileGuillaume Horel
2018-10-29initialize defaulted curve properlyGuillaume Horel
2018-10-29fix memory leakGuillaume Horel
2018-10-29small speedupGuillaume Horel
2018-10-25add defaulted field to SpreadCurveGuillaume Horel
2018-10-25fix exampleGuillaume Horel
2018-10-16fix for accruedGuillaume Horel
2018-10-16auto encodeGuillaume Horel
2018-10-12cleanupGuillaume Horel
2018-10-12ugly fix for the missing 6m rateGuillaume Horel
2018-10-11fix accruedGuillaume Horel
2018-10-11apply blackGuillaume Horel
2018-09-20cleaningGuillaume Horel
2018-09-20rework flat_hazard into an optim moduleGuillaume Horel
2018-09-13switch to POST requestsGuillaume Horel
2018-08-28write our own survival_prob functionGuillaume Horel
2018-08-28fix openmp codeGuillaume Horel
2018-08-24prevent against crashGuillaume Horel
2018-08-23use openmp to compute pvGuillaume Horel
2018-08-22handle non inplaceGuillaume Horel
2018-08-22restore base_date when setting curvesGuillaume Horel
2018-07-02recompute T vector on the flyGuillaume Horel
2018-06-25add end_date propertyGuillaume Horel
generated by cgit v1.2.3-70-g09d2 (git 2.52.0) at 2025-12-21 16:51:18 +0000