pyisda - Cython bindings to the ISDA Cds model

Age	Commit message (Expand)	Author
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
2021-12-14	fixes for python 3.10	Guillaume Horel
2021-11-22	allow to create curve from zero rates	Guillaume Horel
2021-11-19	add zero_rate	Guillaume Horel
2021-11-19	use Continuous compounding by default	Guillaume Horel
2021-09-17	use new templated PiecewiseYieldCurve	Guillaume Horel
2021-09-17	pv is not defined in case of empty curves	Guillaume Horel
2021-03-15	allow to return log of survival probabilities	Guillaume Horel
2020-11-17	allow to pass array of dates	Guillaume Horel
2020-11-13	use full ticker	Guillaume Horel
2020-09-25	bugfix cl_pv wasn't initialized in the paralllel section	Guillaume Horel
2020-09-08	raise in case of None	Guillaume Horel
2020-07-09	allow to compute dispersion for expected loss	Guillaume Horel
2020-06-30	allow to pass the fixed_rate in accrued	Guillaume Horel