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LinearTsrPricer: fix past payment dates, support overnight swap indices, add missing include
Check CMake file list and VC++ projects #2743: Pull request #1775 synchronize by lballabio
March 22, 2024 11:01 1m 12s pcaspers:fixLinearTsr
March 22, 2024 11:01 1m 12s
handle non-equidistant grids and arbitrary dimensions in Laplace inte…
Check CMake file list and VC++ projects #2741: Commit 7356c36 pushed by lballabio
March 21, 2024 15:44 1m 29s master
March 21, 2024 15:44 1m 29s
handle non-equidistant grids and arbitrary dimensions in Laplace interpolation, add unit tests
Check CMake file list and VC++ projects #2740: Pull request #1931 synchronize by pcaspers
March 21, 2024 14:07 1m 14s pcaspers:laplace_update
March 21, 2024 14:07 1m 14s
Bug fix - cross currency basis swap rate helpers settlement date paym…
Check CMake file list and VC++ projects #2739: Commit bdeb56f pushed by lballabio
March 20, 2024 15:13 1m 36s master
March 20, 2024 15:13 1m 36s
Supply MakeVanillaSwap builder to SwapRateHelper
Check CMake file list and VC++ projects #2738: Pull request #1932 opened by PaulXiCao
March 19, 2024 23:01 1m 17s PaulXiCao:iss1393_SwapRateHelper
March 19, 2024 23:01 1m 17s
handle non-equidistant grids and arbitrary dimensions in Laplace interpolation, add unit tests
Check CMake file list and VC++ projects #2737: Pull request #1931 synchronize by pcaspers
March 19, 2024 14:28 25m 38s pcaspers:laplace_update
March 19, 2024 14:28 25m 38s
handle non-equidistant grids and arbitrary dimensions in Laplace interpolation, add unit tests
Check CMake file list and VC++ projects #2736: Pull request #1931 synchronize by pcaspers
March 19, 2024 14:11 18m 13s pcaspers:laplace_update
March 19, 2024 14:11 18m 13s
handle non-equidistant grids and arbitrary dimensions in Laplace interpolation, add unit tests
Check CMake file list and VC++ projects #2735: Pull request #1931 synchronize by pcaspers
March 19, 2024 14:07 2m 2s pcaspers:laplace_update
March 19, 2024 14:07 2m 2s
handle non-equidistant grids and arbitrary dimensions in Laplace interpolation, add unit tests
Check CMake file list and VC++ projects #2734: Pull request #1931 opened by pcaspers
March 19, 2024 13:56 1m 32s pcaspers:laplace_update
March 19, 2024 13:56 1m 32s
update of Indian calendar 2024
Check CMake file list and VC++ projects #2732: Pull request #1929 opened by Borgomi42
March 17, 2024 19:35 1m 19s Borgomi42:feature/indiaCal2024
March 17, 2024 19:35 1m 19s
allow swaptions to take OvernightIndexedSwap
Check CMake file list and VC++ projects #2731: Pull request #1593 synchronize by lballabio
March 15, 2024 16:04 1m 21s thrasibule:ois_swaption2
March 15, 2024 16:04 1m 21s
Avoid brew errors in CI setup
Check CMake file list and VC++ projects #2730: Commit 8b687cb pushed by lballabio
March 10, 2024 19:58 1m 15s master
March 10, 2024 19:58 1m 15s
Remove OSX 11 from build matrix.
Check CMake file list and VC++ projects #2729: Commit f2597af pushed by lballabio
March 10, 2024 19:30 1m 14s master
March 10, 2024 19:30 1m 14s
Uses Real in GeometricBrownianMotionProcess instead of double (#1927)
Check CMake file list and VC++ projects #2728: Commit 992a8e1 pushed by lballabio
March 8, 2024 18:17 21m 57s master
March 8, 2024 18:17 21m 57s
Add missing argument to uninstantiated template method call
Check CMake file list and VC++ projects #2727: Commit b56beba pushed by lballabio
March 8, 2024 18:02 1m 53s master
March 8, 2024 18:02 1m 53s
Add missing argument to uninstantiated template method call
Check CMake file list and VC++ projects #2726: Commit b56beba pushed by lballabio
March 8, 2024 15:37 1m 12s more-problems
March 8, 2024 15:37 1m 12s
Avoid ambiguous calls
Check CMake file list and VC++ projects #2725: Commit 1f5518c pushed by lballabio
March 8, 2024 15:11 1m 14s master
March 8, 2024 15:11 1m 14s
Avoid ambiguous calls to BondFunctions::atmRate
Check CMake file list and VC++ projects #2724: Pull request #1928 opened by lballabio
March 8, 2024 13:40 1m 14s ambiguity
March 8, 2024 13:40 1m 14s
Avoid ambiguous calls
Check CMake file list and VC++ projects #2723: Commit 022b131 pushed by lballabio
March 8, 2024 11:11 1m 47s ambiguity
March 8, 2024 11:11 1m 47s
More functions to support both clean and dirty prices as input parame…
Check CMake file list and VC++ projects #2721: Commit 6d5892e pushed by lballabio
March 6, 2024 23:39 1m 15s master
March 6, 2024 23:39 1m 15s
More functions to support both clean and dirty prices as input parameter
Check CMake file list and VC++ projects #2720: Pull request #1813 synchronize by lballabio
March 6, 2024 22:01 1m 21s igitur:more-pricetype-enhancements
March 6, 2024 22:01 1m 21s
Test failure: Recompute fixingDays after add/subtract 10 years (#1925)
Check CMake file list and VC++ projects #2719: Commit 028c76e pushed by lballabio
March 5, 2024 08:02 1m 11s master
March 5, 2024 08:02 1m 11s