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2023-06-02bug fixesGuillaume Horel
2023-06-02also vectorize when providing forward dateGuillaume Horel
2023-06-02no need to manually expose these numpy functionsGuillaume Horel
2023-05-31handle case of Annual basisGuillaume Horel
2023-05-31no need to scaleGuillaume Horel
2023-05-31bugfixGuillaume Horel
2023-05-31this would get cancelled outGuillaume Horel
2023-05-31bring back tweak_curveGuillaume Horel
2023-05-31speed up expected_forward_curveGuillaume Horel
2023-05-31try to compute shocks between two yieldcurvesGuillaume Horel
2023-05-31speed up survival_probabilityGuillaume Horel
2023-05-31add some noexceptGuillaume Horel
2023-05-31speed up discount_factorGuillaume Horel
2023-05-04bump to 0.3.23v0.3.23Guillaume Horel
2023-05-04add missing includeGuillaume Horel
2023-04-28bump to 0.3.21v0.3.21Guillaume Horel
2023-04-28small clenaupGuillaume Horel
2023-04-28update par_spreadGuillaume Horel
2023-04-28add an enum for the buffer formatsGuillaume Horel
2023-04-28finish packing format for spread curveGuillaume Horel
2023-04-28extend range of possible valuesGuillaume Horel
2023-04-27fix packed format for SpreadCurveGuillaume Horel
2023-04-27use uint16_t instead of shortGuillaume Horel
2023-04-25add new packed formatGuillaume Horel
2023-04-25add some noexceptGuillaume Horel
2023-02-27better enumsGuillaume Horel
2023-02-27add missing enumGuillaume Horel
2023-02-22bump to 0.3.20v0.3.20Guillaume Horel
2023-02-22fix index name for spreadcurveGuillaume Horel
2023-02-21bump to 0.3.19v0.3.19Guillaume Horel
2023-02-21do not build debug versionGuillaume Horel
2023-02-21check for possible empty curve (happens in jtd calc)Guillaume Horel
2023-02-02bump to 0.3.18v0.3.18Guillaume Horel
2023-02-01dead codeGuillaume Horel
2023-02-01use calendar moreGuillaume Horel
2023-02-01take advantage of famGuillaume Horel
2023-01-31use calendar in more placesGuillaume Horel
2023-01-26bump to 0.3.17v0.3.17Guillaume Horel
2023-01-26allow to subclass deepcopyGuillaume Horel
2023-01-26bugfixGuillaume Horel
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
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