pyisda - Cython bindings to the ISDA Cds model

Age	Commit message (Expand)	Author
2023-07-13	bump to 0.3.26v0.3.26	Guillaume Horel
2023-06-14	do additive shock, multiplicative is too tricky to get right	Guillaume Horel
2023-06-14	handle non continuous basis	Guillaume Horel
2023-06-12	add noexcept	Guillaume Horel
2023-06-09	bump to 0.3.25v0.3.25	Guillaume Horel
2023-06-09	speedups	Guillaume Horel
2023-06-09	log of default prob instead of log of surv prob	Guillaume Horel
2023-06-09	speedups	Guillaume Horel
2023-06-05	bump to 0.3.24v0.3.24	Guillaume Horel
2023-06-02	fix docstring	Guillaume Horel
2023-06-02	bug fixes	Guillaume Horel
2023-06-02	also vectorize when providing forward date	Guillaume Horel
2023-06-02	no need to manually expose these numpy functions	Guillaume Horel
2023-05-31	handle case of Annual basis	Guillaume Horel
2023-05-31	no need to scale	Guillaume Horel
2023-05-31	bugfix	Guillaume Horel
2023-05-31	this would get cancelled out	Guillaume Horel
2023-05-31	bring back tweak_curve	Guillaume Horel
2023-05-31	speed up expected_forward_curve	Guillaume Horel
2023-05-31	try to compute shocks between two yieldcurves	Guillaume Horel
2023-05-31	speed up survival_probability	Guillaume Horel
2023-05-31	add some noexcept	Guillaume Horel
2023-05-31	speed up discount_factor	Guillaume Horel
2023-05-04	bump to 0.3.23v0.3.23	Guillaume Horel
2023-05-04	add missing include	Guillaume Horel
2023-04-28	bump to 0.3.21v0.3.21	Guillaume Horel
2023-04-28	small clenaup	Guillaume Horel
2023-04-28	update par_spread	Guillaume Horel
2023-04-28	add an enum for the buffer formats	Guillaume Horel
2023-04-28	finish packing format for spread curve	Guillaume Horel
2023-04-28	extend range of possible values	Guillaume Horel
2023-04-27	fix packed format for SpreadCurve	Guillaume Horel
2023-04-27	use uint16_t instead of short	Guillaume Horel
2023-04-25	add new packed format	Guillaume Horel
2023-04-25	add some noexcept	Guillaume Horel
2023-02-27	better enums	Guillaume Horel
2023-02-27	add missing enum	Guillaume Horel
2023-02-22	bump to 0.3.20v0.3.20	Guillaume Horel
2023-02-22	fix index name for spreadcurve	Guillaume Horel
2023-02-21	bump to 0.3.19v0.3.19	Guillaume Horel
2023-02-21	do not build debug version	Guillaume Horel
2023-02-21	check for possible empty curve (happens in jtd calc)	Guillaume Horel
2023-02-02	bump to 0.3.18v0.3.18	Guillaume Horel
2023-02-01	dead code	Guillaume Horel
2023-02-01	use calendar more	Guillaume Horel
2023-02-01	take advantage of fam	Guillaume Horel
2023-01-31	use calendar in more places	Guillaume Horel
2023-01-26	bump to 0.3.17v0.3.17	Guillaume Horel
2023-01-26	allow to subclass deepcopy	Guillaume Horel
2023-01-26	bugfix	Guillaume Horel