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Fix and update github CI badges in README Codecov #163: Commit c270c5e pushed by sschlenkrich
March 29, 2024 06:39 7m 28s main
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March 29, 2024 06:39 7m 28s
Add serialisation for remote call Future objects Codecov #162: Commit 0b66a4e pushed by sschlenkrich
March 28, 2024 19:57 8m 12s main
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March 28, 2024 19:57 8m 12s
Re-factor numeraire curve key handling Codecov #160: Commit ced3c38 pushed by sschlenkrich
March 17, 2024 17:10 8m 4s main
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March 17, 2024 17:10 8m 4s
Re-factor testing framework Codecov #157: Commit 502c6b7 pushed by sschlenkrich
March 9, 2024 07:14 7m 39s main
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March 9, 2024 07:14 7m 39s
Move precompile calls to seperate file Codecov #154: Commit 9abafd3 pushed by sschlenkrich
March 8, 2024 17:37 7m 36s main
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March 8, 2024 17:37 7m 36s
Add functions for Year-on-Year coupons Codecov #152: Commit ae93c34 pushed by sschlenkrich
March 4, 2024 19:27 8m 14s main
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March 4, 2024 19:27 8m 14s
Update to julia-runtest@with_test_arg_v3 Codecov #150: Commit a9e600e pushed by sschlenkrich
February 24, 2024 17:35 7m 2s main
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February 24, 2024 17:35 7m 2s
Update to Julia 1.10 for github actions Codecov #149: Commit e98aecf pushed by sschlenkrich
February 24, 2024 16:59 8m 7s main
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February 24, 2024 16:59 8m 7s
Fix Zygote errors with correlation sensitivities Codecov #147: Commit 8c9e4b9 pushed by sschlenkrich
February 24, 2024 14:36 6m 44s main
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February 24, 2024 14:36 6m 44s
Add functions for Vanilla asset option simulation Codecov #144: Commit 492df05 pushed by sschlenkrich
February 24, 2024 07:40 7m 25s main
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February 24, 2024 07:40 7m 25s
Add AssetModel volatility and calibration functions Codecov #142: Commit 0f605e9 pushed by sschlenkrich
February 4, 2024 09:27 7m 6s main
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February 4, 2024 09:27 7m 6s
Add Exp and Log payoffs Codecov #140: Commit bf1167f pushed by sschlenkrich
January 21, 2024 17:48 7m 2s main
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January 21, 2024 17:48 7m 2s
Update package dependencies Codecov #138: Commit 395ce69 pushed by sschlenkrich
January 15, 2024 17:56 6m 33s main
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January 15, 2024 17:56 6m 33s
Add package compilation via PrecompileTools Codecov #137: Commit bcd17a3 pushed by sschlenkrich
January 14, 2024 17:17 7m 3s main
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January 14, 2024 17:17 7m 3s
Bump version number for new release Codecov #132: Commit 9e79036 pushed by sschlenkrich
January 5, 2024 10:14 6m 48s main
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January 5, 2024 10:14 6m 48s
Update documentation Codecov #131: Commit ee12988 pushed by sschlenkrich
January 5, 2024 09:55 6m 47s main
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January 5, 2024 09:55 6m 47s
Fix and add StatsBase to component test Codecov #129: Commit 70d4834 pushed by sschlenkrich
January 5, 2024 09:16 7m 1s main
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January 5, 2024 09:16 7m 1s
Add bermudan regression based on exercise trigger Codecov #128: Commit a5a5a27 pushed by sschlenkrich
January 4, 2024 18:48 6m 50s main
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January 4, 2024 18:48 6m 50s
Fix and add unittests Codecov #126: Commit a03c0c8 pushed by sschlenkrich
December 30, 2023 06:16 6m 45s main
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December 30, 2023 06:16 6m 45s
Add broadcast operators Codecov #123: Commit 628bfe6 pushed by sschlenkrich
December 27, 2023 17:15 6m 34s main
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December 27, 2023 17:15 6m 34s
Update project dependencies Codecov #121: Commit a840af8 pushed by sschlenkrich
December 27, 2023 11:03 6m 29s main
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December 27, 2023 11:03 6m 29s
Add CVA and DVA calculation Codecov #120: Commit 41f5d6c pushed by sschlenkrich
December 27, 2023 10:40 6m 39s main
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December 27, 2023 10:40 6m 39s
Add Bermudan swaption to Examples Codecov #118: Commit 1753f67 pushed by sschlenkrich
December 23, 2023 16:55 6m 54s main
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December 23, 2023 16:55 6m 54s
Add additional component tests for gradient calculation Codecov #114: Commit f7c0d03 pushed by sschlenkrich
December 18, 2023 08:45 6m 22s main
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December 18, 2023 08:45 6m 22s
Refactor sensitivity calculation for AMC payoffs Codecov #112: Commit 90501d9 pushed by sschlenkrich
December 10, 2023 19:02 6m 11s main
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December 10, 2023 19:02 6m 11s