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AgeCommit message (Expand)Author
2023-01-25bring back par_spread methodGuillaume Horel
2023-01-25fix deepcopyGuillaume Horel
2023-01-25make cal_file a C++ stringGuillaume Horel
2023-01-25faster deepcopyGuillaume Horel
2023-01-25bump to 0.3.16v0.3.16Guillaume Horel
2023-01-25temp fix for deepcopyGuillaume Horel
2023-01-25bump to 0.3.15v0.3.15Guillaume Horel
2023-01-25recreate the mapGuillaume Horel
2023-01-25bump to 0.3.14v0.3.14Guillaume Horel
2023-01-25bugfixGuillaume Horel
2023-01-24bump to 0.3.13v0.3.13Guillaume Horel
2023-01-24default to version 1Guillaume Horel
2023-01-24bump to 0.3.12v0.3.12Guillaume Horel
2023-01-24more testsGuillaume Horel
2023-01-24cleanupGuillaume Horel
2023-01-24cleanupsGuillaume Horel
2023-01-23zero copy buffer layoutGuillaume Horel
2023-01-13use get_TCurve methodGuillaume Horel
2023-01-10do not hardcode field sizesGuillaume Horel
2023-01-09small script to build buffers in pythonGuillaume Horel
2022-10-13bump to 0.3.11v0.3.11Guillaume Horel
2022-10-13add bump method for yieldcurveGuillaume Horel
2022-07-250.3.10 releasev0.3.10Guillaume Horel
2022-07-25allow previous_twentieth to take a calendarGuillaume Horel
2022-07-150.3.9 Juneteenth editionv0.3.9Guillaume Horel
2022-07-15allow to pass in calendarGuillaume Horel
2022-06-22bump to 0.3.8v0.3.8Guillaume Horel
2022-06-22allow to run discount_factor on a SeriesGuillaume Horel
2022-05-20bump to 0.3.7v0.3.7Guillaume Horel
2022-05-20fix theta in case of defaulted nameGuillaume Horel
2022-05-17bump to 0.3.6v0.3.6Guillaume Horel
2022-05-17add next_twentiethGuillaume Horel
2022-05-12catch errorGuillaume Horel
2022-02-03bump to 0.3.5v0.3.5Guillaume Horel
2022-02-03add functionGuillaume Horel
2021-12-14bump to 0.3.4v0.3.4Guillaume Horel
2021-12-14fixes for python 3.10Guillaume Horel
2021-11-22bump to 0.3.3v0.3.3Guillaume Horel
2021-11-22allow to create curve from zero ratesGuillaume Horel
2021-11-19bump to 0.3.2v0.3.2Guillaume Horel
2021-11-19add zero_rateGuillaume Horel
2021-11-19use Continuous compounding by defaultGuillaume Horel
2021-09-17bump to 0.3.1v0.3.1Guillaume Horel
2021-09-17use new templated PiecewiseYieldCurveGuillaume Horel
2021-09-17pv is not defined in case of empty curvesGuillaume Horel
2021-03-15bump to 0.3v0.3Guillaume Horel
2021-03-15allow to return log of survival probabilitiesGuillaume Horel
2020-12-30bump versionv0.2Guillaume Horel
2020-11-17allow to pass array of datesGuillaume Horel
2020-11-13use full tickerGuillaume Horel