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AgeCommit message (Expand)Author
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
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
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