| Age | Commit message (Expand) | Author |
|---|---|---|
| 2023-06-02 | no need to manually expose these numpy functions | Guillaume Horel |
| 2023-05-31 | handle case of Annual basis | Guillaume Horel |
| 2023-05-31 | no need to scale | Guillaume Horel |
| 2023-05-31 | bugfix | Guillaume Horel |
| 2023-05-31 | this would get cancelled out | Guillaume Horel |
| 2023-05-31 | bring back tweak_curve | Guillaume Horel |
| 2023-05-31 | speed up expected_forward_curve | Guillaume Horel |
| 2023-05-31 | try to compute shocks between two yieldcurves | Guillaume Horel |
| 2023-05-31 | speed up survival_probability | Guillaume Horel |
| 2023-05-31 | add some noexcept | Guillaume Horel |
| 2023-05-31 | speed up discount_factor | Guillaume Horel |
| 2023-04-28 | small clenaup | Guillaume Horel |
| 2023-04-28 | update par_spread | Guillaume Horel |
| 2023-04-28 | add an enum for the buffer formats | Guillaume Horel |
| 2023-04-28 | finish packing format for spread curve | Guillaume Horel |
| 2023-04-28 | extend range of possible values | Guillaume Horel |
| 2023-04-27 | fix packed format for SpreadCurve | Guillaume Horel |
| 2023-04-27 | use uint16_t instead of short | Guillaume Horel |
| 2023-04-25 | add new packed format | Guillaume Horel |
| 2023-04-25 | add some noexcept | Guillaume Horel |
| 2023-02-27 | better enums | Guillaume Horel |
| 2023-02-22 | fix index name for spreadcurve | Guillaume Horel |
| 2023-02-21 | check for possible empty curve (happens in jtd calc) | Guillaume Horel |
| 2023-02-01 | dead code | Guillaume Horel |
| 2023-02-01 | use calendar more | Guillaume Horel |
| 2023-02-01 | take advantage of fam | Guillaume Horel |
| 2023-01-31 | use calendar in more places | Guillaume Horel |
| 2023-01-26 | allow to subclass deepcopy | Guillaume Horel |
| 2023-01-26 | bugfix | Guillaume Horel |
| 2023-01-25 | bring back par_spread method | Guillaume Horel |
| 2023-01-25 | fix deepcopy | Guillaume Horel |
| 2023-01-25 | make cal_file a C++ string | Guillaume Horel |
| 2023-01-25 | faster deepcopy | Guillaume Horel |
| 2023-01-25 | temp fix for deepcopy | Guillaume Horel |
| 2023-01-25 | recreate the map | Guillaume Horel |
| 2023-01-25 | bugfix | Guillaume Horel |
| 2023-01-24 | default to version 1 | Guillaume Horel |
| 2023-01-24 | cleanup | Guillaume Horel |
| 2023-01-24 | cleanups | Guillaume Horel |
| 2023-01-23 | zero copy buffer layout | Guillaume Horel |
| 2023-01-13 | use get_TCurve method | Guillaume Horel |
| 2023-01-10 | do not hardcode field sizes | Guillaume Horel |
| 2022-10-13 | add bump method for yieldcurve | Guillaume Horel |
| 2022-07-25 | allow previous_twentieth to take a calendar | Guillaume Horel |
| 2022-07-15 | allow to pass in calendar | Guillaume Horel |
| 2022-06-22 | allow to run discount_factor on a Series | Guillaume Horel |
| 2022-05-20 | fix theta in case of defaulted name | Guillaume Horel |
| 2022-05-17 | add next_twentieth | Guillaume Horel |
| 2022-05-12 | catch error | Guillaume Horel |
| 2022-02-03 | add function | Guillaume Horel |
 |
index : pyisda | |
| Cython bindings to the ISDA Cds model | gitolite user |
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