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Fix lost coupon when a callability falls on a coupon date (#2748) Compile single headers #50: Commit 79f08f6 pushed by quantales
42s master
master
42s
Fix SmileSection::digitalOptionPrice and density losing precision… Compile single headers #49: Commit 35e274b pushed by quantales
1m 4s fix/smilesection-differencing-gap
fix/smilesection-differencing-gap
1m 4s
Fix null-deref crash in XabrSwaptionVolatilityCube::fillVolatilityCube() Compile single headers #48: Commit 8861a0c pushed by quantales
16m 5s fix/xabr-fillvolcube-null-atmvolstructure
fix/xabr-fillvolcube-null-atmvolstructure
16m 5s
Fix AD type compatibility issues (#2750) Compile single headers #47: Commit e0ff5e6 pushed by quantales
6m 24s master
master
6m 24s
Don't document a couple of obsolete files Compile single headers #46: Commit 3baff1f pushed by quantales
4m 56s master
master
4m 56s
Use Boost for inverse cumulative Student t distribution (#2650) Compile single headers #45: Commit 775c143 pushed by quantales
8m 42s master
master
8m 42s
Add GaussianCopulaSpreadEngine for spread option pricing (#2621) Compile single headers #44: Commit 9548944 pushed by quantales
48s master
master
48s
Add GaussianCopulaSpreadEngine for spread option pricing Compile single headers #43: Commit f115c29 pushed by quantales
1m 29s gaussian-copula-spread-engine
gaussian-copula-spread-engine
1m 29s
Avoid constexpr Real in TrinomialTree so AAD builds compile (#2620) Compile single headers #42: Commit 0203723 pushed by quantales
8m 35s master
master
8m 35s
Add warning to RelativeDateBootstrapHelper documentation (#2614) Compile single headers #41: Commit 0b9aca8 pushed by quantales
8m 24s master
master
8m 24s
Add explicit-forward constructor to SmileSectionRNDCalculator Compile single headers #40: Commit 25adf23 pushed by quantales
46s smilesection-rnd-explicit-forward-ctor
smilesection-rnd-explicit-forward-ctor
46s
Use make_unique for unique_ptr construction (#2579) Compile single headers #39: Commit e7ba4f7 pushed by quantales
1m 39s master
master
1m 39s
Override atmLevel(Time) on Heston and Andreasen-Huge vol surfaces Compile single headers #38: Commit 6406602 pushed by quantales
59s equity-vol-surface-atmlevel
equity-vol-surface-atmlevel
59s
Add SmileSectionRNDCalculator for smile-implied marginals Compile single headers #37: Commit 73e75f0 pushed by quantales
2m 20s smilesection-rnd-calculator
smilesection-rnd-calculator
2m 20s
Use Real instead of double in CompoundingOvernightIndexedCouponPricer… Compile single headers #36: Commit 0c204a7 pushed by quantales
44s master
master
44s
Add SmileSectionRNDCalculator for smile-implied marginals Compile single headers #35: Commit f15d6f7 pushed by quantales
48s smilesection-rnd-calculator
smilesection-rnd-calculator
48s
Add smileSection(...) methods to BlackVolTermStructure (#2487) Compile single headers #34: Commit 8e61fae pushed by quantales
7m 51s master
master
7m 51s
Add smileSection() to BlackVolTermStructure with default adapter Compile single headers #33: Commit 80a5b2d pushed by quantales
40s feature/blackvol-smilesection
feature/blackvol-smilesection
40s
Add smileSection() to BlackVolTermStructure with default adapter Compile single headers #32: Commit 0236695 pushed by quantales
2m 13s feature/blackvol-smilesection
feature/blackvol-smilesection
2m 13s
Add smileSection() to BlackVolTermStructure with default adapter Compile single headers #31: Commit 3b17dfd pushed by quantales
53s feature/blackvol-smilesection
feature/blackvol-smilesection
53s
Avoid dangling references in FdmCEVOp and TrBDF2Scheme classes (#… Compile single headers #30: Commit bb831ef pushed by quantales
31m 26s master
master
31m 26s
Add smileSection() to BlackVolTermStructure with default adapter Compile single headers #29: Commit a1ceddb pushed by quantales
9m 0s feature/blackvol-smilesection
feature/blackvol-smilesection
9m 0s
Add PearsonSpreadEngine for spread option pricing Compile single headers #28: Commit f45d0dc pushed by quantales
7m 4s pearson-spread-engine
pearson-spread-engine
7m 4s
Add PearsonSpreadEngine for spread option pricing Compile single headers #27: Commit 06b6591 pushed by quantales
8m 33s pearson-spread-engine
pearson-spread-engine
8m 33s
Merge branch 'lballabio:master' into fdm-cevop-dangling-ref Compile single headers #26: Commit 244deda pushed by quantales
6m 3s fdm-cevop-dangling-ref
fdm-cevop-dangling-ref
6m 3s