summaryrefslogtreecommitdiffstats
AgeCommit message (Collapse)Author
2016-11-10add fater versionGuillaume Horel
2016-11-09add enum valuesGuillaume Horel
2016-11-09fix memory leakGuillaume Horel
2016-11-07tests do not rely on private codeGuillaume Horel
2016-11-07styleGuillaume Horel
2016-11-07more precise picklingGuillaume Horel
2016-11-04more pickle testsGuillaume Horel
2016-11-04fix picklingGuillaume Horel
2016-11-03make classes picklableGuillaume Horel
2016-10-28better docsGuillaume Horel
2016-10-26enable logging facilityGuillaume Horel
2016-10-26add a couple nogilGuillaume Horel
2016-10-26fix testsGuillaume Horel
2016-10-26Add survival_probabilityGuillaume Horel
discount_factor and survival_probability are now defined in terms of forwardZeroPrice.
2016-10-25improve docsGuillaume Horel
2016-10-25make function more usefulGuillaume Horel
2016-10-25fix docGuillaume Horel
2016-09-27missing importGuillaume Horel
2016-09-23improve commentGuillaume Horel
2016-08-08add expected_forward_curve methodGuillaume Horel
2016-08-08cleanupGuillaume Horel
2016-08-08add base_date propertyGuillaume Horel
2016-08-08fix bugGuillaume Horel
2016-08-08better MakefileGuillaume Horel
2016-08-04add vectorized version of snac_pvGuillaume Horel
2016-08-04mark some functions nogilGuillaume Horel
2016-08-04pxd and pyx files share the same namespaceGuillaume Horel
no need to import from the pxd file in the pyx file.
2016-08-03round of improvements to the docsGuillaume Horel
2016-08-03be more defensiveGuillaume Horel
2016-07-26add test to prevent segfaultGuillaume Horel
2016-07-26try to be more compliantGuillaume Horel
2016-07-26better docstringsGuillaume Horel
2016-07-26start documenting the libraryGuillaume Horel
2016-07-19fix markit downloadGuillaume Horel
2016-07-19update exampleGuillaume Horel
2016-07-12add functions to import Markit yieldcurvesGuillaume Horel
2016-07-12reorganize projectGuillaume Horel
2016-07-12add method to compute accruedGuillaume Horel
2016-07-11update exampleGuillaume Horel
2016-07-11make pay_accrued_on_default the defaultGuillaume Horel
2016-07-11add a consctructor for ZeroCurve and rename it to YieldCurveGuillaume Horel
2016-07-06add inspect function for FeeLegGuillaume Horel
2016-07-06fix indentationGuillaume Horel
2016-07-06add new constructorGuillaume Horel
2016-07-05fix legs methodsGuillaume Horel
2016-07-05function to convert dcc to stringGuillaume Horel
2016-07-05add method to inspect content of curveGuillaume Horel
2016-07-01update exampleGuillaume Horel
2016-07-01more progressGuillaume Horel
2016-06-30legs functionsGuillaume Horel
generated by cgit v1.2.3-70-g09d2 (git 2.52.0) at 2025-12-21 18:11:56 +0000