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feat: add MultiCompositeQuote, log-cubic piecewise discount curves, a… Windows build #66: Commit 756e8b5 pushed by quantales
21m 53s main
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21m 53s
chore: upgrade to QuantLib 1.42.1 Windows build #65: Commit f823121 pushed by quantales
52m 5s main
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52m 5s
feat: add BackwardflatLinear and FlatExtrapolator2D interpolation bin… Windows build #64: Commit 3d1695c pushed by quantales
20m 39s main
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20m 39s
feat: add SABRInterpolation binding with calibration support Windows build #63: Commit b01cdc5 pushed by quantales
49m 0s main
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49m 0s
feat: add Asian, barrier, and basket exotic engine bindings Windows build #62: Commit 052a324 pushed by quantales
19m 44s main
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19m 44s
feat: add CashDividendEuropeanEngine, Black overnight pricers, season… Windows build #61: Commit 0ecf128 pushed by quantales
20m 0s main
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20m 0s
feat: add MultiCurve and GlobalBootstrap piecewise yield curve bindings Windows build #60: Commit cec9911 pushed by quantales
19m 14s main
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19m 14s
docs: add version compatibility table to installation guide Windows build #59: Commit db9cdd2 pushed by quantales
42m 3s main
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42m 3s
fix: set forward measure time in hybrid process tests to avoid uninit… Windows build #58: Commit 779d3a8 pushed by quantales
19m 22s main
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19m 22s
feat: add MC barrier, CEV, GARCH engines, G2/hybrid processes, and Co… Windows build #57: Commit 8861f24 pushed by quantales
20m 17s main
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20m 17s
feat: add FDM solvers, boundary conditions, meshers, step conditions,… Windows build #56: Commit f81cb57 pushed by quantales
19m 13s main
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19m 13s
feat: add NoArb SABR, Andreasen-Huge, Kahale vol surfaces and Adaptiv… Windows build #55: Commit 6dd6b74 pushed by quantales
17m 32s main
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17m 32s
feat: add processes, term structures, indexes, and BMA coupon bindings Windows build #54: Commit 19dea8a pushed by quantales
18m 3s main
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18m 3s
feat: add capped/floored coupons, digital coupons, Hagan/overnight pr… Windows build #53: Commit 6241fff pushed by quantales
17m 14s main
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17m 14s
feat: add FDM step conditions, solvers, and RND calculator bindings Windows build #52: Commit fe99830 pushed by quantales
16m 22s main
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16m 22s
docs: add FDM operators and schemes to API reference and changelog Windows build #51: Commit d04b630 pushed by quantales
18m 15s main
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18m 15s
feat: add FDM grid infrastructure bindings (meshers, layout, iterator… Windows build #50: Commit fd4cd73 pushed by quantales
17m 20s main
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17m 20s
feat: add Heston SLV process, MC model, and FDM model bindings Windows build #49: Commit 68bb0f0 pushed by quantales
14m 34s main
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14m 34s
feat: add short-rate process and FD/MC engine bindings Windows build #48: Commit c462f52 pushed by quantales
14m 18s main
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14m 18s
feat: add MC path infrastructure bindings Windows build #47: Commit b02badb pushed by quantales
14m 34s main
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14m 34s
fix: enable autodoc on RTD by installing pyquantlib wheel Windows build #46: Commit c5cc518 pushed by quantales
14m 37s main
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14m 37s
refactor: move HestonModelHelper tests from test_models.py to test_mo… Windows build #45: Commit 893ccc0 pushed by quantales
13m 54s main
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13m 54s
feat: add Gaussian1D framework bindings (models, swaption, and cap/fl… Windows build #44: Commit d6d3ce1 pushed by quantales
14m 38s main
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14m 38s
feat: add American, digital, dividend, BSM-HW, CIR, and cap/floor eng… Windows build #43: Commit 180f8a8 pushed by quantales
13m 10s main
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13m 10s
fix: pass exerciseTime to SmileSection base in SviSmileSection, add d… Windows build #42: Commit 90c922a pushed by quantales
12m 1s main
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12m 1s