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Commits : Listings

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Remove Doxygen blocks from outdated files More... 4 months ago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