pyisda - Cython bindings to the ISDA Cds model

Age	Commit message (Expand)	Author
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
2020-04-05	pyisda/date.pyx	Guillaume Horel
2020-03-06	fix weights	Guillaume Horel
2020-02-21	skip over matured tenors	Guillaume Horel
2020-02-21	keep map order	Guillaume Horel
2020-02-19	keep the same order as recoveries (and items)	Guillaume Horel
2020-02-18	prevent segfault	Guillaume Horel
2020-02-11	faster way of constructing date	Guillaume Horel
2020-02-11	allow to set default_date	Guillaume Horel
2020-02-11	check for nan in coupon_rates too	Guillaume Horel
2020-02-04	handle compression/decompression of YieldCurve	Guillaume Horel
2020-01-27	increase tolerance (because of Steinhoff)	Guillaume Horel
2020-01-27	const correct	Guillaume Horel
2020-01-27	add dispersion method	Guillaume Horel
2020-01-24	bugfix	Guillaume Horel
2020-01-24	export as_buffer	Guillaume Horel
2019-12-18	allow to compress buffer representation of SpreadCurve	Guillaume Horel
2019-11-04	return nan for defaulted curves	Guillaume Horel