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High Activity
Commits
: Listings
Analyzed
1 day
ago. based on code collected
1 day
ago.
Jun 20, 2024 — Jun 20, 2025
Showing page 6 of 585
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Remove manual saving/restoring of evaluationDate (#2166)
Luigi Ballabio
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4 months ago
Removing unused include
kp9991-git
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4 months ago
Handling payment lag
kp9991-git
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4 months ago
Remove manual saving/restoring of evaluationDate
Eugene Toder
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4 months ago
Allow optimizing additional variables during global bootstrap (#2163)
Luigi Ballabio
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4 months ago
Make all constructors of FuturesRateHelper take convAdj by value (#2164)
Luigi Ballabio
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4 months ago
Make all constructors of FuturesRateHelper take convAdj by value
Eugene Toder
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4 months ago
Adding payment freq and payment lag
kp9991-git
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4 months ago
Made the new test pass
paolodelia99
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4 months ago
Remove always-true assertion
Luigi Ballabio
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4 months ago
Add DepositRateHelper and FraRateHelper constructors with fixed dates (#2156)
Luigi Ballabio
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4 months ago
Allow optimizing additional variables during global bootstrap
Eugene Toder
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4 months ago
Add tests
Eugene Toder
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4 months ago
First draft of the piecewiseforwardspreadedts
paolodelia99
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4 months ago
Automated fixes by clang-tidy
github-actions[bot]
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4 months ago
Move a few options and engines from experimental folder to core library (#2157)
Luigi Ballabio
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4 months ago
Documented writer-extensible option; moved from experimental to core
Luigi Ballabio
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4 months ago
Documented holder-extensible option; moved from experimental to code
Luigi Ballabio
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4 months ago
Documented two-asset correlation option; moved from experimental to core
Luigi Ballabio
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4 months ago
Add DepositRateHelper and FraRateHelper constructors with fixed dates
Eugene Toder
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4 months ago
Documented two-asset barrier option, moved from experimental to core
Luigi Ballabio
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4 months ago
Remove Doxygen blocks from outdated files
Luigi Ballabio
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4 months ago
Documented Levy Asian engine, moved from experimental to core
Luigi Ballabio
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4 months ago
Documented partial-time barrier option, moved from experimental to core
Luigi Ballabio
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4 months ago
Sort out partial-barrier enums
Luigi Ballabio
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4 months ago
Move analytic PDF Heston engine from experimental to core library
Luigi Ballabio
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4 months ago
Partial-Time Barrier Put Option implementation (#2142)
Luigi Ballabio
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4 months ago
Remove unused private methods
Luigi Ballabio
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4 months ago
#1986: added more explanitory error message in tests for puts
paolodelia99
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4 months ago
#1986: fixed bug, and refactored code
paolodelia99
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4 months ago
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