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Add compat entry for PerformanceTestTools
Codecov #226: Commit b174962 pushed by sschlenkrich
December 7, 2024 08:14 10m 8s main
December 7, 2024 08:14 10m 8s
Bump version number for new release
Codecov #225: Commit 180730f pushed by sschlenkrich
December 6, 2024 18:42 10m 29s main
December 6, 2024 18:42 10m 29s
Update documentation for new methods
Codecov #224: Commit 0f7aab8 pushed by sschlenkrich
December 6, 2024 16:02 10m 28s main
December 6, 2024 16:02 10m 28s
Add additional unit tests
Codecov #222: Commit e36132b pushed by sschlenkrich
December 6, 2024 10:56 10m 40s main
December 6, 2024 10:56 10m 40s
Switch CI runtests to julia-actions
Codecov #214: Commit 9df98cb pushed by sschlenkrich
November 28, 2024 17:36 10m 8s main
November 28, 2024 17:36 10m 8s
Adjust number of workers to test chunk size update
Codecov #211: Commit b6f6b04 pushed by sschlenkrich
November 28, 2024 16:46 11m 5s main
November 28, 2024 16:46 11m 5s
Update to Node 20
Codecov #208: Commit aa2b5b9 pushed by sschlenkrich
September 8, 2024 09:56 8m 23s main
September 8, 2024 09:56 8m 23s
Workaround QuadGK and Zygote error
Codecov #204: Commit d7d388e pushed by sschlenkrich
September 2, 2024 16:38 10m 41s main
September 2, 2024 16:38 10m 41s
Add permissions to Documentation workflow
Codecov #199: Commit 5c6102e pushed by sschlenkrich
August 23, 2024 07:26 11m 11s main
August 23, 2024 07:26 11m 11s
Add Barrier option simulation component tests
Codecov #197: Commit a7a20ec pushed by sschlenkrich
August 18, 2024 12:53 11m 3s main
August 18, 2024 12:53 11m 3s
Bump version number for new release
Codecov #195: Commit 30e2f01 pushed by sschlenkrich
August 1, 2024 12:16 10m 8s main
August 1, 2024 12:16 10m 8s
Update and refactor documentation
Codecov #194: Commit dc3fa59 pushed by sschlenkrich
July 26, 2024 11:20 10m 42s main
July 26, 2024 11:20 10m 42s
Add scaling_type to example yaml
Codecov #192: Commit 16ef47d pushed by sschlenkrich
July 14, 2024 12:24 10m 55s main
July 14, 2024 12:24 10m 55s
Add scaling_type serialisation
Codecov #188: Commit 93dc264 pushed by sschlenkrich
June 24, 2024 15:36 7m 30s main
June 24, 2024 15:36 7m 30s
Add reference rate volatility and correlation calculation
Codecov #186: Commit f9e9a48 pushed by sschlenkrich
June 21, 2024 13:16 8m 41s main
June 21, 2024 13:16 8m 41s
Update tes tolerances for Julia 1.6
Codecov #184: Commit 87facb8 pushed by sschlenkrich
June 11, 2024 05:20 7m 59s main
June 11, 2024 05:20 7m 59s
Update runtest for with_test_arg_v4
Codecov #181: Commit 5c22c77 pushed by sschlenkrich
June 7, 2024 16:19 8m 11s main
June 7, 2024 16:19 8m 11s
Add hybrid DiagonalModel
Codecov #179: Commit 8939ad8 pushed by sschlenkrich
June 3, 2024 19:51 8m 19s main
June 3, 2024 19:51 8m 19s
Add CoxIngersollRossModel
Codecov #177: Commit 2ddce92 pushed by sschlenkrich
May 25, 2024 12:57 8m 18s main
May 25, 2024 12:57 8m 18s
Add a new asset model using CEV process
Codecov #175: Commit 4d89177 pushed by sschlenkrich
May 12, 2024 13:35 8m 16s main
May 12, 2024 13:35 8m 16s
Avoid BLAS calls for small matrix operations
Codecov #173: Commit 0ed89be pushed by sschlenkrich
May 4, 2024 05:42 7m 11s main
May 4, 2024 05:42 7m 11s
Add more example model yamls
Codecov #171: Commit d5a67bf pushed by sschlenkrich
May 1, 2024 18:09 8m 20s main
May 1, 2024 18:09 8m 20s
Add Brownian increments to simulation
Codecov #169: Commit 314fd35 pushed by sschlenkrich
April 12, 2024 12:35 8m 18s main
April 12, 2024 12:35 8m 18s
Bump version number for new release
Codecov #166: Commit 942be47 pushed by sschlenkrich
March 30, 2024 16:04 7m 12s main
March 30, 2024 16:04 7m 12s
Update documentation
Codecov #165: Commit 4e123a3 pushed by sschlenkrich
March 30, 2024 10:54 7m 4s main
March 30, 2024 10:54 7m 4s