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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
2023-02-22fix index name for spreadcurveGuillaume Horel
2023-02-21check for possible empty curve (happens in jtd calc)Guillaume Horel
2023-02-01dead codeGuillaume Horel
2023-02-01use calendar moreGuillaume Horel
2023-02-01take advantage of famGuillaume Horel
2023-01-31use calendar in more placesGuillaume Horel
2023-01-26allow to subclass deepcopyGuillaume Horel
2023-01-26bugfixGuillaume Horel
2023-01-25bring back par_spread methodGuillaume Horel
2023-01-25fix deepcopyGuillaume Horel
2023-01-25make cal_file a C++ stringGuillaume Horel
2023-01-25faster deepcopyGuillaume Horel
2023-01-25temp fix for deepcopyGuillaume Horel
2023-01-25recreate the mapGuillaume Horel
2023-01-25bugfixGuillaume Horel
2023-01-24default to version 1Guillaume Horel
2023-01-24cleanupGuillaume Horel
2023-01-24cleanupsGuillaume Horel
2023-01-23zero copy buffer layoutGuillaume Horel
2023-01-13use get_TCurve methodGuillaume Horel
2023-01-10do not hardcode field sizesGuillaume Horel
2022-10-13add bump method for yieldcurveGuillaume Horel
2022-07-25allow previous_twentieth to take a calendarGuillaume Horel
2022-07-15allow to pass in calendarGuillaume Horel
2022-06-22allow to run discount_factor on a SeriesGuillaume Horel
2022-05-20fix theta in case of defaulted nameGuillaume Horel
2022-05-17add next_twentiethGuillaume Horel
2022-05-12catch errorGuillaume Horel
2022-02-03add functionGuillaume Horel
2021-12-14fixes for python 3.10Guillaume Horel
2021-11-22allow to create curve from zero ratesGuillaume Horel
2021-11-19add zero_rateGuillaume Horel
2021-11-19use Continuous compounding by defaultGuillaume Horel
2021-09-17use new templated PiecewiseYieldCurveGuillaume Horel
2021-09-17pv is not defined in case of empty curvesGuillaume Horel
- return NaN - as a side effect, do not segfault when epsilon != 0
2021-03-15allow to return log of survival probabilitiesGuillaume Horel
2020-11-17allow to pass array of datesGuillaume Horel
2020-11-13use full tickerGuillaume Horel
2020-09-25bugfix cl_pv wasn't initialized in the paralllel sectionGuillaume Horel
2020-09-08raise in case of NoneGuillaume Horel
2020-07-09allow to compute dispersion for expected lossGuillaume Horel
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