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2023-12-06bump to 0.3.28HEADv0.3.28masterGuillaume Horel
2023-12-06handle defaulted curves properlyGuillaume Horel
2023-12-06raise on errorGuillaume Horel
2023-12-06add __len__ and full_tickers methodsGuillaume Horel
2023-12-06use index base_date instead of curve's own base dateGuillaume Horel
2023-12-06add set_defaulted/clear_defaulted methodsGuillaume Horel
2023-12-05get rid of the defaulted vectorGuillaume Horel
2023-11-30cleanupsGuillaume Horel
2023-11-30bugfixGuillaume Horel
2023-11-30bump to 0.3.27v0.3.27Guillaume Horel
2023-11-30add needed castGuillaume Horel
2023-11-30add theta vec functionGuillaume Horel
2023-11-30add noexcept everywhereGuillaume Horel
2023-07-13bump to 0.3.26v0.3.26Guillaume Horel
2023-06-14do additive shock, multiplicative is too tricky to get rightGuillaume Horel
2023-06-14handle non continuous basisGuillaume Horel
2023-06-12add noexceptGuillaume Horel
2023-06-09bump to 0.3.25v0.3.25Guillaume Horel
2023-06-09speedupsGuillaume Horel
2023-06-09log of default prob instead of log of surv probGuillaume Horel
2023-06-09speedupsGuillaume Horel
2023-06-05bump to 0.3.24v0.3.24Guillaume Horel
2023-06-02fix docstringGuillaume Horel
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
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