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Add compat entry for PerformanceTestTools
CI_unittests #72: Commit b174962 pushed by sschlenkrich
December 7, 2024 08:14 9m 40s main
December 7, 2024 08:14 9m 40s
Bump version number for new release
CI_unittests #71: Commit 180730f pushed by sschlenkrich
December 6, 2024 18:42 10m 1s main
December 6, 2024 18:42 10m 1s
Update documentation for new methods
CI_unittests #70: Commit 0f7aab8 pushed by sschlenkrich
December 6, 2024 16:02 10m 4s main
December 6, 2024 16:02 10m 4s
Add additional unit tests
CI_unittests #68: Commit e36132b pushed by sschlenkrich
December 6, 2024 10:56 10m 36s main
December 6, 2024 10:56 10m 36s
Switch CI runtests to julia-actions
CI_unittests #60: Commit 9df98cb pushed by sschlenkrich
November 28, 2024 17:36 9m 38s main
November 28, 2024 17:36 9m 38s
Adjust number of workers to test chunk size update
CI_unittests #57: Commit b6f6b04 pushed by sschlenkrich
November 28, 2024 16:46 10m 30s main
November 28, 2024 16:46 10m 30s
Update to Node 20
CI_unittests #54: Commit aa2b5b9 pushed by sschlenkrich
September 8, 2024 09:56 8m 17s main
September 8, 2024 09:56 8m 17s
Workaround QuadGK and Zygote error
CI_unittests #50: Commit d7d388e pushed by sschlenkrich
September 2, 2024 16:38 10m 33s main
September 2, 2024 16:38 10m 33s
Add permissions to Documentation workflow
CI_unittests #45: Commit 5c6102e pushed by sschlenkrich
August 23, 2024 07:26 10m 49s main
August 23, 2024 07:26 10m 49s
Add Barrier option simulation component tests
CI_unittests #43: Commit a7a20ec pushed by sschlenkrich
August 18, 2024 12:53 11m 9s main
August 18, 2024 12:53 11m 9s
Bump version number for new release
CI_unittests #41: Commit 30e2f01 pushed by sschlenkrich
August 1, 2024 12:16 10m 21s main
August 1, 2024 12:16 10m 21s
Update and refactor documentation
CI_unittests #40: Commit dc3fa59 pushed by sschlenkrich
July 26, 2024 11:20 10m 29s main
July 26, 2024 11:20 10m 29s
Add scaling_type to example yaml
CI_unittests #38: Commit 16ef47d pushed by sschlenkrich
July 14, 2024 12:24 11m 26s main
July 14, 2024 12:24 11m 26s
Add scaling_type serialisation
CI_unittests #34: Commit 93dc264 pushed by sschlenkrich
June 24, 2024 15:36 7m 34s main
June 24, 2024 15:36 7m 34s
Add reference rate volatility and correlation calculation
CI_unittests #32: Commit f9e9a48 pushed by sschlenkrich
June 21, 2024 13:16 8m 34s main
June 21, 2024 13:16 8m 34s
Update tes tolerances for Julia 1.6
CI_unittests #30: Commit 87facb8 pushed by sschlenkrich
June 11, 2024 05:20 7m 43s main
June 11, 2024 05:20 7m 43s
Update runtest for with_test_arg_v4
CI_unittests #27: Commit 5c22c77 pushed by sschlenkrich
June 7, 2024 16:19 8m 17s main
June 7, 2024 16:19 8m 17s
Add hybrid DiagonalModel
CI_unittests #25: Commit 8939ad8 pushed by sschlenkrich
June 3, 2024 19:51 8m 26s main
June 3, 2024 19:51 8m 26s
Add CoxIngersollRossModel
CI_unittests #23: Commit 2ddce92 pushed by sschlenkrich
May 25, 2024 12:57 8m 7s main
May 25, 2024 12:57 8m 7s
Add a new asset model using CEV process
CI_unittests #21: Commit 4d89177 pushed by sschlenkrich
May 12, 2024 13:35 7m 53s main
May 12, 2024 13:35 7m 53s
Avoid BLAS calls for small matrix operations
CI_unittests #19: Commit 0ed89be pushed by sschlenkrich
May 4, 2024 05:42 6m 56s main
May 4, 2024 05:42 6m 56s
Add more example model yamls
CI_unittests #17: Commit d5a67bf pushed by sschlenkrich
May 1, 2024 18:09 8m 9s main
May 1, 2024 18:09 8m 9s
Add Brownian increments to simulation
CI_unittests #15: Commit 314fd35 pushed by sschlenkrich
April 12, 2024 12:35 8m 2s main
April 12, 2024 12:35 8m 2s
Bump version number for new release
CI_unittests #12: Commit 942be47 pushed by sschlenkrich
March 30, 2024 16:04 7m 13s main
March 30, 2024 16:04 7m 13s
Update documentation
CI_unittests #11: Commit 4e123a3 pushed by sschlenkrich
March 30, 2024 10:54 6m 57s main
March 30, 2024 10:54 6m 57s