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Analyzed about 11 hours ago. based on code collected about 11 hours ago.

Commit Message	Contributor	Files Modified	Lines Added	Lines Removed	Code Location	Date
Jun 08, 2024 — Jun 08, 2025 Showing page 583 of 585 Search / Filter on:
No more macros for namespaces - their support is now required	Luigi Ballabio	More...				over 24 years ago
SWIG generated warp files	Ferdinando Ametrano	More...				over 24 years ago
removed the impliedVol method (it has to be inherited)	Ferdinando Ametrano	More...				over 24 years ago
interface now includes more methods (greeks, impliedVol, setXXX)	Ferdinando Ametrano	More...				over 24 years ago
clone() implemented in bsmaAmericanOption	Marco Marchioro	More...				over 24 years ago
eliminated a useless 'virtual'	Ferdinando Ametrano	More...				over 24 years ago
greeks implementation	Ferdinando Ametrano	More...				over 24 years ago
the impliedVol method is defined here in the base class	Ferdinando Ametrano	More...				over 24 years ago
setVolatility and setRiskFreeRate are now included	Marco Marchioro	More...				over 24 years ago
The greeks are now calculated in BSMAmericanOption. Rho and Vega still missing in BSMNumericalOption	Marco Marchioro	More...				over 24 years ago
added greeks methods	Ferdinando Ametrano	More...				over 24 years ago
relaxed weight check. Now it is weight>=0.0	Ferdinando Ametrano	More...				over 24 years ago
automatically SWIG generated wrap file. Do not worry about conflicts	Ferdinando Ametrano	More...				over 24 years ago
added a few files to the project. These files were considered external dependencies before	Ferdinando Ametrano	More...				over 24 years ago
few little changes. Added weight>0.0 control.	Ferdinando Ametrano	More...				over 24 years ago
test for the statistics class	Ferdinando Ametrano	More...				over 24 years ago
Added CodeWarrior project	Luigi Ballabio	More...				over 24 years ago
Added all dependencies (so far)	Luigi Ballabio	More...				over 24 years ago
Exported Statistics.i	Luigi Ballabio	More...				over 24 years ago
Re-included Statistics.i	Luigi Ballabio	More...				over 24 years ago
Included Vectors.i	Luigi Ballabio	More...				over 24 years ago
Swig interface for Statistics class	Ferdinando Ametrano	More...				over 24 years ago
Added makefile for Borland C++	Luigi Ballabio	More...				over 24 years ago
Added module definition for Borland C++	Luigi Ballabio	More...				over 24 years ago
Borland C++ does not like "Yield"	Luigi Ballabio	More...				over 24 years ago
Added compatibility with Borland C++	Luigi Ballabio	More...				over 24 years ago
BSMOption added as base file Control variate added to American	Luigi Ballabio	More...				over 24 years ago
American condition has been place in a separate file	Marco Marchioro	More...				over 24 years ago
bug fixed (skewness and kurtosis)	Ferdinando Ametrano	More...				over 24 years ago
added a few interfaces (reset, etc.)	Ferdinando Ametrano	More...				over 24 years ago

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