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High Activity
Commits
: Listings
Analyzed
1 day
ago. based on code collected
1 day
ago.
Jun 08, 2024 — Jun 08, 2025
Showing page 1 of 20
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Fix default settlement logic in MakeOIS: SONIA=0, CORRA=0, others=2. (#2237)
Luigi Ballabio
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4 days ago
Remove conflicting default value
Luigi Ballabio
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4 days ago
Another use of variant to avoid overloading (#2240)
Luigi Ballabio
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5 days ago
Another use of variant to avoid overloading
Luigi Ballabio
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5 days ago
Suppress a couple of false positives from clang-tidy
Luigi Ballabio
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6 days ago
Prevent fix from clang-tidy introducing deprecation warning
Luigi Ballabio
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6 days ago
Update Doxygen configuration
Luigi Ballabio
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6 days ago
Fix default settlement logic in MakeOIS: SONIA=0, CORRA=0, others=2. Applies default settlement days based on index type, keeps override behavior when .withSettlementDays() is used. Ensures expected behavior with testMakeOISDefaultSettlementDays. MakeOIS constructor initialization order matches declaration.
Zak
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9 days ago
Add zero-coupon inflation helper that doesn't need a nominal curve (#2234)
Luigi Ballabio
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14 days ago
Deprecate old constructor
Luigi Ballabio
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14 days ago
Add zero-coupon inflation helper that doesn't need a nominal curve
Luigi Ballabio
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14 days ago
Automated fixes by clang-tidy
github-actions[bot]
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16 days ago
Add SABR guess from Le Floc'h and Kennedy (#2232)
Luigi Ballabio
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18 days ago
Cubic roots are only available since Boost 1.78
Luigi Ballabio
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18 days ago
Add SABR guess from Le Floc'h and Kennedy
Luigi Ballabio
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18 days ago
Take fixing dates into account when calculating OIS-helper pillar (#2231)
Luigi Ballabio
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20 days ago
Check OIS helper for fixings after the pillar
Luigi Ballabio
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20 days ago
Remove the remains of MultiCurveSensitivities (#2229)
Luigi Ballabio
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21 days ago
Add CustomIborIndex (#2228)
Luigi Ballabio
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21 days ago
Remove the remains of MultiCurveSensitivities
Eugene Toder
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22 days ago
Avoid error when asking for the serial number of a null date with intraday support enabled. (#2227)
Luigi Ballabio
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25 days ago
Expose overnight calendar in OISRateHelper (#2226)
Luigi Ballabio
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25 days ago
Make unexpected types in quote variant a compile-time error (#2225)
Luigi Ballabio
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25 days ago
Avoid error when asking for the serial number of a null date.
Luigi Ballabio
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25 days ago
Expose overnight calendar in OISRateHelper
Eugene Toder
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26 days ago
Make unexpected types in quote variant a compile-time error
Eugene Toder
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26 days ago
Fix Calendar::advance() EOM with Unadjusted convention (#2221)
Luigi Ballabio
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28 days ago
Automated fixes by clang-tidy
github-actions[bot]
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30 days ago
Fix Calendar::advance() EOM with Unadjusted convention
Eugene Toder
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about 1 month ago
Remove dangling unreachable break clauses (#2219)
Luigi Ballabio
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about 1 month ago
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