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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
- return NaN - as a side effect, do not segfault when epsilon != 0
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
2020-09-25bugfix cl_pv wasn't initialized in the paralllel sectionGuillaume Horel
2020-09-08raise in case of NoneGuillaume Horel
2020-07-09allow to compute dispersion for expected lossGuillaume Horel
2020-06-30allow to pass the fixed_rate in accruedGuillaume Horel
2020-04-05pyisda/date.pyxGuillaume Horel
2020-03-06fix weightsGuillaume Horel
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
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