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Commits : Listings

Analyzed 1 day ago. based on code collected 1 day ago.
Jun 08, 2024 — Jun 08, 2025
Commit Message Contributor Files Modified Lines Added Lines Removed Code Location Date
Fix default settlement logic in MakeOIS: SONIA=0, CORRA=0, others=2. (#2237) More... 4 days ago
Remove conflicting default value More... 4 days ago
Another use of variant to avoid overloading (#2240) More... 5 days ago
Another use of variant to avoid overloading More... 5 days ago
Suppress a couple of false positives from clang-tidy More... 6 days ago
Prevent fix from clang-tidy introducing deprecation warning More... 6 days ago
Update Doxygen configuration More... 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
More... 9 days ago
Add zero-coupon inflation helper that doesn't need a nominal curve (#2234) More... 14 days ago
Deprecate old constructor More... 14 days ago
Add zero-coupon inflation helper that doesn't need a nominal curve More... 14 days ago
Automated fixes by clang-tidy More... 16 days ago
Add SABR guess from Le Floc'h and Kennedy (#2232) More... 18 days ago
Cubic roots are only available since Boost 1.78 More... 18 days ago
Add SABR guess from Le Floc'h and Kennedy More... 18 days ago
Take fixing dates into account when calculating OIS-helper pillar (#2231) More... 20 days ago
Check OIS helper for fixings after the pillar More... 20 days ago
Remove the remains of MultiCurveSensitivities (#2229) More... 21 days ago
Add CustomIborIndex (#2228) More... 21 days ago
Remove the remains of MultiCurveSensitivities More... 22 days ago
Avoid error when asking for the serial number of a null date with intraday support enabled. (#2227) More... 25 days ago
Expose overnight calendar in OISRateHelper (#2226) More... 25 days ago
Make unexpected types in quote variant a compile-time error (#2225) More... 25 days ago
Avoid error when asking for the serial number of a null date. More... 25 days ago
Expose overnight calendar in OISRateHelper More... 26 days ago
Make unexpected types in quote variant a compile-time error More... 26 days ago
Fix Calendar::advance() EOM with Unadjusted convention (#2221) More... 28 days ago
Automated fixes by clang-tidy More... 30 days ago
Fix Calendar::advance() EOM with Unadjusted convention More... about 1 month ago
Remove dangling unreachable break clauses (#2219) More... about 1 month ago