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docs: document PiecewiseSimpleZero and regenerate stubs macOS build #71: Commit 7a3d750 pushed by quantales
21m 47s main
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21m 47s
feat: bind SmileSectionRNDCalculator macOS build #70: Commit 089c7e5 pushed by quantales
22m 11s main
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22m 11s
feat: bind PearsonSpreadEngine and GaussianCopulaSpreadEngine macOS build #69: Commit a7d32fd pushed by quantales
16m 31s main
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16m 31s
fix: migrate BondFunctions.zSpread off the deprecated day-counter ove… macOS build #68: Commit 044a3dc pushed by quantales
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18m 49s
chore: amend QuantLib copyright in license headers macOS build #67: Commit 7caed19 pushed by quantales
18m 6s main
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build: upgrade QuantLib dependency to 1.43 macOS build #66: Commit b248a72 pushed by quantales
26m 17s main
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26m 17s
feat: add LIBOR indexes, futures bindings, and PiecewiseBlackVariance… macOS build #65: Commit 02b24f1 pushed by quantales
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24m 35s
feat: add FxForward, MultipleResetsSwap, BlackVolatilitySurfaceDelta,… macOS build #64: Commit 57a259d pushed by quantales
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feat: add MultiCompositeQuote, log-cubic piecewise discount curves, a… macOS build #63: Commit 756e8b5 pushed by quantales
15m 53s main
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15m 53s
chore: upgrade to QuantLib 1.42.1 macOS build #62: Commit f823121 pushed by quantales
20m 38s main
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20m 38s
feat: add BackwardflatLinear and FlatExtrapolator2D interpolation bin… macOS build #61: Commit 3d1695c pushed by quantales
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feat: add SABRInterpolation binding with calibration support macOS build #60: Commit b01cdc5 pushed by quantales
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feat: add Asian, barrier, and basket exotic engine bindings macOS build #59: Commit 052a324 pushed by quantales
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feat: add CashDividendEuropeanEngine, Black overnight pricers, season… macOS build #58: Commit 0ecf128 pushed by quantales
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26m 51s
feat: add MultiCurve and GlobalBootstrap piecewise yield curve bindings macOS build #57: Commit cec9911 pushed by quantales
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19m 6s
docs: add version compatibility table to installation guide macOS build #56: Commit db9cdd2 pushed by quantales
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fix: set forward measure time in hybrid process tests to avoid uninit… macOS build #55: Commit 779d3a8 pushed by quantales
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16m 35s
feat: add MC barrier, CEV, GARCH engines, G2/hybrid processes, and Co… macOS build #54: Commit 8861f24 pushed by quantales
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21m 32s
feat: add FDM solvers, boundary conditions, meshers, step conditions,… macOS build #53: Commit f81cb57 pushed by quantales
18m 28s main
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18m 28s
feat: add NoArb SABR, Andreasen-Huge, Kahale vol surfaces and Adaptiv… macOS build #52: Commit 6dd6b74 pushed by quantales
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23m 5s
feat: add processes, term structures, indexes, and BMA coupon bindings macOS build #51: Commit 19dea8a pushed by quantales
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17m 54s
feat: add capped/floored coupons, digital coupons, Hagan/overnight pr… macOS build #50: Commit 6241fff pushed by quantales
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14m 28s
feat: add FDM step conditions, solvers, and RND calculator bindings macOS build #49: Commit fe99830 pushed by quantales
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docs: add FDM operators and schemes to API reference and changelog macOS build #48: Commit d04b630 pushed by quantales
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feat: add FDM grid infrastructure bindings (meshers, layout, iterator… macOS build #47: Commit fd4cd73 pushed by quantales
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17m 39s