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Commits : Listings

Analyzed about 8 hours ago. based on code collected about 8 hours ago.
Jun 08, 2024 — Jun 08, 2025
Commit Message Contributor Files Modified Lines Added Lines Removed Code Location Date
Correct type conversion in additionalResults
Auto Differentiation Dev Team
More... 11 months ago
Automated fixes by clang-tidy
github-actions[bot]
More... 11 months ago
Optionally allow using forward price for swaption implied-volatility calculation (#2025)
Luigi Ballabio
More... 11 months ago
Allow forward price as additional result and in implied vol calculation
Luigi Ballabio
More... 11 months ago
Add missing checks
Luigi Ballabio
More... 11 months ago
Swaption forward price as additional result from Black-like engines
Luigi Ballabio
More... 11 months ago
Fix comment
Luigi Ballabio
More... 11 months ago
Add set pricer functionality to OvernightLeg
ralfkonrad
More... 11 months ago
Expose the OvernightIndexedCouponPricer
ralfkonrad
More... 11 months ago
Update copyright list in license
github-actions[bot]
More... 11 months ago
Separate validation from benchmarking run (#2021)
Luigi Ballabio
More... 11 months ago
Implement inflation specific pastFixing(...)
ralfkonrad
More... 11 months ago
Let Index being derived from Observer
ralfkonrad
More... 11 months ago
Add virtual Real Index::pastFixing(const Date& fixingDate)
ralfkonrad
More... 11 months ago
Add copyright and separate validation from benchmarking
Jacques du Toit
More... 11 months ago
Add currency information to EquityIndex
ralfkonrad
More... 11 months ago
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klausspanderen
More... 11 months ago
Update news and contributors
Luigi Ballabio
More... 11 months ago
Fix Brazilian holidays (São Paulo city holidays) (#2018)
Luigi Ballabio
More... 11 months ago
fix municipal holidays
Lucas Dias
More... 11 months ago
Update news and changelog
Luigi Ballabio
More... 11 months ago
Allow for holidays at start or end of SOFR future periods (#2013)
Luigi Ballabio
More... 11 months ago
Remove unused variables and include
Luigi Ballabio
More... 11 months ago
Deprecate the correct `Currency::Data` constructor (#2014)
Luigi Ballabio
More... 11 months ago
Deprecate the correct constructor
Luigi Ballabio
More... 11 months ago
Allow for holidays at start or end of SOFR future periods
Luigi Ballabio
More... 11 months ago
Merge remote-tracking branch 'origin/spread_option' into spread_option
klaus spanderen
More... 11 months ago
first step for Choi engine
klaus spanderen
More... 11 months ago
Correct holidays of 2024 for Indian NSE calendar (#2010)
Luigi Ballabio
More... 11 months ago
Upgrade checkout action in remaining CI builds
Luigi Ballabio
More... 11 months ago