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feat: add MultiCompositeQuote, log-cubic piecewise discount curves, a… macOS build #63: Commit 756e8b5 pushed by quantales
15m 53s main
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15m 53s
chore: upgrade to QuantLib 1.42.1 macOS build #62: Commit f823121 pushed by quantales
20m 38s main
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20m 38s
feat: add BackwardflatLinear and FlatExtrapolator2D interpolation bin… macOS build #61: Commit 3d1695c pushed by quantales
17m 36s main
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17m 36s
feat: add SABRInterpolation binding with calibration support macOS build #60: Commit b01cdc5 pushed by quantales
24m 1s main
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24m 1s
feat: add Asian, barrier, and basket exotic engine bindings macOS build #59: Commit 052a324 pushed by quantales
16m 7s main
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16m 7s
feat: add CashDividendEuropeanEngine, Black overnight pricers, season… macOS build #58: Commit 0ecf128 pushed by quantales
26m 51s main
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26m 51s
feat: add MultiCurve and GlobalBootstrap piecewise yield curve bindings macOS build #57: Commit cec9911 pushed by quantales
19m 6s main
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19m 6s
docs: add version compatibility table to installation guide macOS build #56: Commit db9cdd2 pushed by quantales
23m 3s main
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23m 3s
fix: set forward measure time in hybrid process tests to avoid uninit… macOS build #55: Commit 779d3a8 pushed by quantales
16m 35s main
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16m 35s
feat: add MC barrier, CEV, GARCH engines, G2/hybrid processes, and Co… macOS build #54: Commit 8861f24 pushed by quantales
21m 32s main
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21m 32s
feat: add FDM solvers, boundary conditions, meshers, step conditions,… macOS build #53: Commit f81cb57 pushed by quantales
18m 28s main
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18m 28s
feat: add NoArb SABR, Andreasen-Huge, Kahale vol surfaces and Adaptiv… macOS build #52: Commit 6dd6b74 pushed by quantales
23m 5s main
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23m 5s
feat: add processes, term structures, indexes, and BMA coupon bindings macOS build #51: Commit 19dea8a pushed by quantales
17m 54s main
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17m 54s
feat: add capped/floored coupons, digital coupons, Hagan/overnight pr… macOS build #50: Commit 6241fff pushed by quantales
14m 28s main
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14m 28s
feat: add FDM step conditions, solvers, and RND calculator bindings macOS build #49: Commit fe99830 pushed by quantales
14m 16s main
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14m 16s
docs: add FDM operators and schemes to API reference and changelog macOS build #48: Commit d04b630 pushed by quantales
13m 37s main
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13m 37s
feat: add FDM grid infrastructure bindings (meshers, layout, iterator… macOS build #47: Commit fd4cd73 pushed by quantales
17m 39s main
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17m 39s
feat: add Heston SLV process, MC model, and FDM model bindings macOS build #46: Commit 68bb0f0 pushed by quantales
12m 24s main
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12m 24s
feat: add short-rate process and FD/MC engine bindings macOS build #45: Commit c462f52 pushed by quantales
13m 44s main
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13m 44s
feat: add MC path infrastructure bindings macOS build #44: Commit b02badb pushed by quantales
11m 15s main
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11m 15s
fix: enable autodoc on RTD by installing pyquantlib wheel macOS build #43: Commit c5cc518 pushed by quantales
11m 54s main
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11m 54s
refactor: move HestonModelHelper tests from test_models.py to test_mo… macOS build #42: Commit 893ccc0 pushed by quantales
12m 58s main
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12m 58s
feat: add Gaussian1D framework bindings (models, swaption, and cap/fl… macOS build #41: Commit d6d3ce1 pushed by quantales
11m 37s main
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11m 37s
feat: add American, digital, dividend, BSM-HW, CIR, and cap/floor eng… macOS build #40: Commit 180f8a8 pushed by quantales
10m 27s main
main
10m 27s
fix: pass exerciseTime to SmileSection base in SviSmileSection, add d… macOS build #39: Commit 90c922a pushed by quantales
12m 50s main
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12m 50s