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Analyzed about 17 hours ago. based on code collected about 18 hours ago.

Commit Message	Contributor	Files Modified	Lines Added	Lines Removed	Code Location	Date
Dec 02, 2024 — Dec 02, 2025 Showing page 12 of 19 Search / Filter on:
Add SABR guess from Le Floc'h and Kennedy (#2232)	Luigi Ballabio	More...				7 months ago
Cubic roots are only available since Boost 1.78	Luigi Ballabio	More...				7 months ago
Add SABR guess from Le Floc'h and Kennedy	Luigi Ballabio	More...				7 months ago
Take fixing dates into account when calculating OIS-helper pillar (#2231)	Luigi Ballabio	More...				7 months ago
Check OIS helper for fixings after the pillar	Luigi Ballabio	More...				7 months ago
Remove the remains of MultiCurveSensitivities (#2229)	Luigi Ballabio	More...				7 months ago
Add CustomIborIndex (#2228)	Luigi Ballabio	More...				7 months ago
Cleanup includes in interpolated curves	Eugene Toder	More...				7 months ago
Add InterpolatedSpreadDiscountCurve and PiecewiseSpreadYieldCurve	Eugene Toder	More...				7 months ago
Remove the remains of MultiCurveSensitivities	Eugene Toder	More...				7 months ago
Avoid error when asking for the serial number of a null date with intraday support enabled. (#2227)	Luigi Ballabio	More...				7 months ago
Expose overnight calendar in OISRateHelper (#2226)	Luigi Ballabio	More...				7 months ago
Make unexpected types in quote variant a compile-time error (#2225)	Luigi Ballabio	More...				7 months ago
Avoid error when asking for the serial number of a null date.	Luigi Ballabio	More...				7 months ago
Expose overnight calendar in OISRateHelper	Eugene Toder	More...				7 months ago
Make unexpected types in quote variant a compile-time error	Eugene Toder	More...				7 months ago
Fix Calendar::advance() EOM with Unadjusted convention (#2221)	Luigi Ballabio	More...				7 months ago
Automated fixes by clang-tidy	github-actions[bot]	More...				7 months ago
Fix Calendar::advance() EOM with Unadjusted convention	Eugene Toder	More...				7 months ago
Remove dangling unreachable break clauses (#2219)	Luigi Ballabio	More...				7 months ago
Merge branch 'lballabio:master' into clean-break-after-return	Joan Carlos Naftanaila \| jnaftana	More...				7 months ago
AD Initializer List Fix (#2218)	Luigi Ballabio	More...				7 months ago
Use variant to remove some duplicated constructors (#2217)	Luigi Ballabio	More...				7 months ago
Merge branch 'lballabio:master' into fix/ad-initializer-list	Imrane Amri	More...				7 months ago
Force evaluate Real expressions in bracketed initializer list to prevent type clash in lazy evaluation	imraneamri	More...				7 months ago
Rename utility function	Luigi Ballabio	More...				7 months ago
Use variant to remove some duplicated constructors	Luigi Ballabio	More...				7 months ago
Move helper function to public interface	Luigi Ballabio	More...				7 months ago
Added `Handle<Quote>` for spread in `OISRateHelper` (#2195)	Luigi Ballabio	More...				7 months ago
Using spread in DateOISRateHelper to avoid breaking code	paolodelia99	More...				7 months ago

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