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Analyzed about 6 hours ago. based on code collected about 6 hours ago.

Commit Message	Contributor	Files Modified	Lines Added	Lines Removed	Code Location	Date
Jun 08, 2024 — Jun 08, 2025 Showing page 10 of 585 Search / Filter on:
fixed typos	klaus spanderen	More...				7 months ago
enable examples	klaus spanderen	More...				7 months ago
Merge remote-tracking branch 'origin/spread_option' into spread_option	klaus spanderen	More...				7 months ago
fixed test suite runtime	klaus spanderen	More...				7 months ago
fixed compile bug	klaus spanderen	More...				7 months ago
fixed compile bug	klaus spanderen	More...				7 months ago
remove print statement	klaus spanderen	More...				7 months ago
fixed test cases	klaus spanderen	More...				7 months ago
removed old multi dim Black-Scholes Op	klaus spanderen	More...				7 months ago
introduced FDM Wiener operator	klaus spanderen	More...				7 months ago
SABR swaption vol cube: use correct guess for given option and swap tenors (#2108)	Luigi Ballabio	More...				7 months ago
Add date generation rule to OISRateHelper constructor (#2107)	Luigi Ballabio	More...				7 months ago
fix syntax error	sophistis42	More...				7 months ago
added DateGeneration rule as kwarg to oisratehelper to allow to use MakeOIS consistently with the bootstrapped instruments	sophistis42	More...				7 months ago
Use correct guess for given option and swap tenors	Luigi Ballabio	More...				7 months ago
Choi engine supports spread payoffs	klaus spanderen	More...				7 months ago
Add SwapRateHelper constructor with fixed dates (#2106)	Luigi Ballabio	More...				7 months ago
Add basic consistency test	Luigi Ballabio	More...				7 months ago
Add SwapRateHelper constructor with fixed dates	Eugene Toder	More...				8 months ago
Remove a class deprecated in version 1.26 (#2104)	Luigi Ballabio	More...				8 months ago
Remove class deprecated in version 1.26	Luigi Ballabio	More...				8 months ago
Merge DatedOISRateHelper with OISRateHelper (#2103)	Luigi Ballabio	More...				8 months ago
Keep a test for the deprecated class while it's still there	Luigi Ballabio	More...				8 months ago
Avoid obsolete macro	Luigi Ballabio	More...				8 months ago
Use explicit bool, not implicit null date	Luigi Ballabio	More...				8 months ago
Merge DatedOISRateHelper with OISRateHelper	Eugene Toder	More...				8 months ago
fixed VS build files	klaus spanderen	More...				8 months ago
fixed VS build files	klaus spanderen	More...				8 months ago
added all.hpp files	klaus spanderen	More...				8 months ago
fixed smaller issues	klaus spanderen	More...				8 months ago

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