pyisda - Cython bindings to the ISDA Cds model

Age	Commit message (Expand)	Author
2023-11-30	add theta vec function	Guillaume Horel
2023-11-30	add noexcept everywhere	Guillaume Horel
2023-06-14	do additive shock, multiplicative is too tricky to get right	Guillaume Horel
2023-06-14	handle non continuous basis	Guillaume Horel
2023-06-12	add noexcept	Guillaume Horel
2023-06-09	speedups	Guillaume Horel
2023-06-09	log of default prob instead of log of surv prob	Guillaume Horel
2023-06-09	speedups	Guillaume Horel
2023-06-02	fix docstring	Guillaume Horel
2023-06-02	bug fixes	Guillaume Horel
2023-06-02	also vectorize when providing forward date	Guillaume Horel
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