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Don't require helpers when passing fixed parameters to fitted bond cu… Check test times #2943: Commit 1aae346 pushed by lballabio
November 13, 2024 11:11 13m 56s master
master
November 13, 2024 11:11 13m 56s
Don't require helpers when passing fixed parameters to fitted bond curve Check test times #2942: Pull request #2113 opened by lballabio
November 13, 2024 10:25 13m 49s bond-curves
bond-curves
November 13, 2024 10:25 13m 49s
Don't require helpers when passing fixed parameters to fitted curve Check test times #2941: Commit 86f28e5 pushed by lballabio
November 13, 2024 09:37 13m 44s bond-curves
bond-curves
November 13, 2024 09:37 13m 44s
Update copyright list in license Check test times #2940: Commit 06f6172 pushed by lballabio
November 12, 2024 14:51 33m 48s master
master
November 12, 2024 14:51 33m 48s
added pricing engines for spread- and basket options (#2110) Check test times #2939: Commit 266c3d3 pushed by lballabio
November 12, 2024 13:43 31m 5s master
master
November 12, 2024 13:43 31m 5s
added pricing engines for spread- and basket options Check test times #2938: Pull request #2110 synchronize by klausspanderen
November 11, 2024 19:21 13m 56s klausspanderen:spread_option
klausspanderen:spread_option
November 11, 2024 19:21 13m 56s
if using MSVC, then add /MP flag to speed up builds Check test times #2937: Pull request #2111 opened by imrichardcole
November 10, 2024 17:21 53m 3s imrichardcole:task/use-msvc-mp-flag-for-parallel-compilation
imrichardcole:task/use-msvc-mp-flag-for-parallel-compilation
November 10, 2024 17:21 53m 3s
added pricing engines for spread- and basket options Check test times #2936: Pull request #2110 synchronize by klausspanderen
November 10, 2024 13:13 16m 5s klausspanderen:spread_option
klausspanderen:spread_option
November 10, 2024 13:13 16m 5s
added pricing engines for spread- and basket options Check test times #2935: Pull request #2110 synchronize by klausspanderen
November 9, 2024 18:26 34m 9s klausspanderen:spread_option
klausspanderen:spread_option
November 9, 2024 18:26 34m 9s
added pricing engines for spread- and basket options Check test times #2934: Pull request #2110 opened by klausspanderen
November 9, 2024 18:18 16m 41s klausspanderen:spread_option
klausspanderen:spread_option
November 9, 2024 18:18 16m 41s
SABR swaption vol cube: use correct guess for given option and swap t… Check test times #2933: Commit 585bb09 pushed by lballabio
November 2, 2024 17:19 13m 49s master
master
November 2, 2024 17:19 13m 49s
SABR swaption vol cube: use correct guess for given option and swap tenors Check test times #2932: Pull request #2108 opened by lballabio
November 2, 2024 11:13 38m 17s sabr-check
sabr-check
November 2, 2024 11:13 38m 17s
Add date generation rule to OISRateHelper constructor (#2107) Check test times #2931: Commit ea7e1e4 pushed by lballabio
November 2, 2024 11:12 13m 46s master
master
November 2, 2024 11:12 13m 46s
Use correct guess for given option and swap tenors Check test times #2930: Commit 46880be pushed by lballabio
November 1, 2024 20:49 13m 55s sabr-check
sabr-check
November 1, 2024 20:49 13m 55s
Add date generation rule to OISRateHelper constructor Check test times #2929: Pull request #2107 synchronize by sophistis42
November 1, 2024 13:23 34m 54s sophistis42:add_rule_to_oisratehelper
sophistis42:add_rule_to_oisratehelper
November 1, 2024 13:23 34m 54s
Add SwapRateHelper constructor with fixed dates (#2106) Check test times #2927: Commit a6378c5 pushed by lballabio
October 28, 2024 08:30 30m 56s master
master
October 28, 2024 08:30 30m 56s
Add SwapRateHelper constructor with fixed dates Check test times #2926: Pull request #2106 synchronize by lballabio
October 28, 2024 07:40 14m 23s eltoder:feature/dated-swap-helper-2
eltoder:feature/dated-swap-helper-2
October 28, 2024 07:40 14m 23s
Add SwapRateHelper constructor with fixed dates Check test times #2925: Pull request #2106 synchronize by eltoder
October 25, 2024 14:20 36m 6s eltoder:feature/dated-swap-helper-2
eltoder:feature/dated-swap-helper-2
October 25, 2024 14:20 36m 6s
Add SwapRateHelper constructor with fixed dates Check test times #2924: Pull request #2106 opened by eltoder
October 25, 2024 14:01 14m 42s eltoder:feature/dated-swap-helper-2
eltoder:feature/dated-swap-helper-2
October 25, 2024 14:01 14m 42s
Remove a class deprecated in version 1.26 (#2104) Check test times #2923: Commit a63045e pushed by lballabio
October 25, 2024 11:39 13m 27s master
master
October 25, 2024 11:39 13m 27s
Remove a class deprecated in version 1.26 Check test times #2922: Pull request #2104 opened by lballabio
October 25, 2024 10:42 13m 23s deprecated-1.26
deprecated-1.26
October 25, 2024 10:42 13m 23s
Remove class deprecated in version 1.26 Check test times #2921: Commit 92682f6 pushed by lballabio
October 25, 2024 09:14 1h 2m 9s deprecated-1.26
deprecated-1.26
October 25, 2024 09:14 1h 2m 9s
Merge DatedOISRateHelper with OISRateHelper (#2103) Check test times #2920: Commit e3e33d4 pushed by lballabio
October 25, 2024 09:00 1h 5m 44s master
master
October 25, 2024 09:00 1h 5m 44s
Merge DatedOISRateHelper with OISRateHelper Check test times #2919: Pull request #2103 synchronize by lballabio
October 25, 2024 07:59 14m 39s eltoder:feature/dated-ois-custom-pillar
eltoder:feature/dated-ois-custom-pillar
October 25, 2024 07:59 14m 39s
Merge DatedOISRateHelper with OISRateHelper Check test times #2918: Pull request #2103 synchronize by eltoder
October 24, 2024 16:52 22m 7s eltoder:feature/dated-ois-custom-pillar
eltoder:feature/dated-ois-custom-pillar
October 24, 2024 16:52 22m 7s