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Set version to 1.35-rc
Update copyright list #1510: Commit 87951d4 pushed by lballabio
July 9, 2024 13:53 21s master
July 9, 2024 13:53 21s
Allow for holidays at start or end of SOFR future periods (#2013)
Update copyright list #1509: Commit 1378d49 pushed by lballabio
July 8, 2024 22:28 18s master
July 8, 2024 22:28 18s
Remove unused variables and include
Update copyright list #1508: Commit 4ded3b0 pushed by lballabio
July 8, 2024 19:30 2m 42s overnight-futures
July 8, 2024 19:30 2m 42s
Deprecate the correct Currency::Data constructor (#2014)
Update copyright list #1507: Commit 9e4ef24 pushed by lballabio
July 8, 2024 18:41 16s master
July 8, 2024 18:41 16s
Deprecate the correct constructor
Update copyright list #1506: Commit a886fe7 pushed by lballabio
July 8, 2024 12:31 28m 20s currencies
July 8, 2024 12:31 28m 20s
Allow for holidays at start or end of SOFR future periods
Update copyright list #1505: Commit 9536a5a pushed by lballabio
July 8, 2024 11:21 18s overnight-futures
July 8, 2024 11:21 18s
Upgrade checkout action in remaining CI builds
Update copyright list #1504: Commit c812b75 pushed by lballabio
July 8, 2024 09:50 12m 11s master
July 8, 2024 09:50 12m 11s
Correct holidays of 2024 for Indian NSE calendar (#2010)
Update copyright list #1503: Commit 9905e62 pushed by lballabio
July 8, 2024 09:46 14m 1s master
July 8, 2024 09:46 14m 1s
Add ext::tie to use with ext::tuple (#2006)
Update copyright list #1502: Commit 651b5be pushed by lballabio
July 2, 2024 21:05 37m 38s master
July 2, 2024 21:05 37m 38s
Add std::ostream for Compounding enum (#2007)
Update copyright list #1501: Commit a1a7cc8 pushed by lballabio
July 2, 2024 21:03 27m 47s master
July 2, 2024 21:03 27m 47s
Rework bond example (#2005)
Update copyright list #1500: Commit 2c3f675 pushed by lballabio
July 2, 2024 14:53 12m 40s master
July 2, 2024 14:53 12m 40s
Don't apply unary minus to unsigned
Update copyright list #1499: Commit fabef3b pushed by lballabio
July 2, 2024 09:55 20s bond-example
July 2, 2024 09:55 20s
Rework bond example
Update copyright list #1498: Commit c0681c4 pushed by lballabio
July 2, 2024 09:27 18s bond-example
July 2, 2024 09:27 18s
Improve US GovernmentBond calendar (#2004)
Update copyright list #1497: Commit 03e7294 pushed by lballabio
July 2, 2024 06:48 16s master
July 2, 2024 06:48 16s
Fix Chile holidays (#2003)
Update copyright list #1496: Commit 10b2482 pushed by lballabio
July 1, 2024 15:32 17s master
July 1, 2024 15:32 17s
OAS using nominal instead of percent price (#2001)
Update copyright list #1495: Commit 747abca pushed by lballabio
June 28, 2024 07:33 15s master
June 28, 2024 07:33 15s
Allow lookback days, lockout days and observation shift in OIS rate h…
Update copyright list #1494: Commit b6acb72 pushed by lballabio
June 27, 2024 08:22 2m 45s master
June 27, 2024 08:22 2m 45s
Allow lookback days, lockout days and shift in OIS rate helpers
Update copyright list #1493: Commit ab63a67 pushed by lballabio
June 25, 2024 20:42 16s oishelper
June 25, 2024 20:42 16s
Automated fixes by clang-tidy
Update copyright list #1492: Commit 0dda963 pushed by lballabio
June 25, 2024 13:04 20s master
June 25, 2024 13:04 20s
Expose an IBOR coupon's decision about whether it has fixed or not (#…
Update copyright list #1491: Commit 37c84ff pushed by lballabio
June 24, 2024 19:30 19s master
June 24, 2024 19:30 19s
Account for possible date adjustments (e.g. on Juneteenth) in SOFR ra…
Update copyright list #1490: Commit 3b597c6 pushed by lballabio
June 24, 2024 16:07 18m 13s master
June 24, 2024 16:07 18m 13s
Add lookback and lockout to the overnight coupon (#1985)
Update copyright list #1489: Commit da4560c pushed by lballabio
June 24, 2024 12:37 41m 33s master
June 24, 2024 12:37 41m 33s
Fix test case name
Update copyright list #1488: Commit b1bcae2 pushed by lballabio
June 24, 2024 12:37 22s sofr-helper
June 24, 2024 12:37 22s
Account for possible adjustments (e.g. on Juneteenth)
Update copyright list #1487: Commit 1cf9e8e pushed by lballabio
June 24, 2024 09:30 18s sofr-helper
June 24, 2024 09:30 18s
Move test into the fast section
Update copyright list #1486: Commit c7b4109 pushed by lballabio
June 24, 2024 07:34 19s sofr-helper
June 24, 2024 07:34 19s