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Add warning to RelativeDateBootstrapHelper documentation (#2614) CMake build #41: Commit 0b9aca8 pushed by quantales
38m 6s master
master
38m 6s
Add explicit-forward constructor to SmileSectionRNDCalculator CMake build #40: Commit 25adf23 pushed by quantales
32m 49s smilesection-rnd-explicit-forward-ctor
smilesection-rnd-explicit-forward-ctor
32m 49s
Use make_unique for unique_ptr construction (#2579) CMake build #39: Commit e7ba4f7 pushed by quantales
28m 21s master
master
28m 21s
Override atmLevel(Time) on Heston and Andreasen-Huge vol surfaces CMake build #38: Commit 6406602 pushed by quantales
24m 18s equity-vol-surface-atmlevel
equity-vol-surface-atmlevel
24m 18s
Add SmileSectionRNDCalculator for smile-implied marginals CMake build #37: Commit 73e75f0 pushed by quantales
20m 53s smilesection-rnd-calculator
smilesection-rnd-calculator
20m 53s
Use Real instead of double in CompoundingOvernightIndexedCouponPricer… CMake build #36: Commit 0c204a7 pushed by quantales
19m 18s master
master
19m 18s
Add SmileSectionRNDCalculator for smile-implied marginals CMake build #35: Commit f15d6f7 pushed by quantales
20m 33s smilesection-rnd-calculator
smilesection-rnd-calculator
20m 33s
Add smileSection(...) methods to BlackVolTermStructure (#2487) CMake build #34: Commit 8e61fae pushed by quantales
39m 36s master
master
39m 36s
Add smileSection() to BlackVolTermStructure with default adapter CMake build #33: Commit 80a5b2d pushed by quantales
19m 57s feature/blackvol-smilesection
feature/blackvol-smilesection
19m 57s
Add smileSection() to BlackVolTermStructure with default adapter CMake build #32: Commit 0236695 pushed by quantales
28m 5s feature/blackvol-smilesection
feature/blackvol-smilesection
28m 5s
Add smileSection() to BlackVolTermStructure with default adapter CMake build #31: Commit 3b17dfd pushed by quantales
27m 26s feature/blackvol-smilesection
feature/blackvol-smilesection
27m 26s
Avoid dangling references in FdmCEVOp and TrBDF2Scheme classes (#… CMake build #30: Commit bb831ef pushed by quantales
1h 0m 45s master
master
1h 0m 45s
Add smileSection() to BlackVolTermStructure with default adapter CMake build #29: Commit a1ceddb pushed by quantales
39m 47s feature/blackvol-smilesection
feature/blackvol-smilesection
39m 47s
Add PearsonSpreadEngine for spread option pricing CMake build #28: Commit f45d0dc pushed by quantales
40m 43s pearson-spread-engine
pearson-spread-engine
40m 43s
Add PearsonSpreadEngine for spread option pricing CMake build #27: Commit 06b6591 pushed by quantales
38m 17s pearson-spread-engine
pearson-spread-engine
38m 17s
Merge branch 'lballabio:master' into fdm-cevop-dangling-ref CMake build #26: Commit 244deda pushed by quantales
38m 49s fdm-cevop-dangling-ref
fdm-cevop-dangling-ref
38m 49s
Improve CompoundingOvernightIndexedCouponPricer::compute calculatio… CMake build #25: Commit 714fed1 pushed by quantales
39m 29s master
master
39m 29s
Fix dangling references in FdmCEVOp and TrBDF2Scheme CMake build #24: Commit 3b11416 pushed by quantales
38m 13s fdm-cevop-dangling-ref
fdm-cevop-dangling-ref
38m 13s
Add smileSection() to BlackVolTermStructure with default adapter CMake build #23: Commit 4028a6e pushed by quantales
38m 17s feature/blackvol-smilesection
feature/blackvol-smilesection
38m 17s
Remove unused yearFractionGuess (#2559) CMake build #22: Commit fedf402 pushed by quantales
37m 39s master
master
37m 39s
Add optional forward parameter to SmileSection pricing methods CMake build #21: Commit fd39138 pushed by quantales
25m 45s feature/smilesection-optional-forward
feature/smilesection-optional-forward
25m 45s
Merge branch 'lballabio:master' into feature/smilesection-optional-fo… CMake build #20: Commit c9f0b44 pushed by quantales
22m 24s feature/smilesection-optional-forward
feature/smilesection-optional-forward
22m 24s
Add optional forward parameter to SmileSection pricing methods CMake build #19: Commit 5878112 pushed by quantales
20m 19s feature/smilesection-optional-forward
feature/smilesection-optional-forward
20m 19s
Add optional forward parameter to SmileSection pricing methods CMake build #18: Commit 30293a3 pushed by quantales
41m 41s feature/smilesection-optional-forward
feature/smilesection-optional-forward
41m 41s
Add smileSection() to BlackVolTermStructure with default adapter CMake build #17: Commit 5886cf3 pushed by quantales
27m 38s feature/blackvol-smilesection
feature/blackvol-smilesection
27m 38s