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added pricing engines for spread- and basket options
Mac OS build #3580: Pull request #2110 synchronize by klausspanderen
November 10, 2024 13:13 19m 12s klausspanderen:spread_option
November 10, 2024 13:13 19m 12s
added pricing engines for spread- and basket options
Mac OS build #3579: Pull request #2110 synchronize by klausspanderen
November 9, 2024 18:26 21m 51s klausspanderen:spread_option
November 9, 2024 18:26 21m 51s
SABR swaption vol cube: use correct guess for given option and swap t…
Mac OS build #3577: Commit 585bb09 pushed by lballabio
November 2, 2024 17:19 17m 15s master
November 2, 2024 17:19 17m 15s
SABR swaption vol cube: use correct guess for given option and swap tenors
Mac OS build #3576: Pull request #2108 opened by lballabio
November 2, 2024 11:13 19m 3s sabr-check
November 2, 2024 11:13 19m 3s
Add date generation rule to OISRateHelper constructor (#2107)
Mac OS build #3575: Commit ea7e1e4 pushed by lballabio
November 2, 2024 11:12 19m 42s master
November 2, 2024 11:12 19m 42s
Use correct guess for given option and swap tenors
Mac OS build #3574: Commit 46880be pushed by lballabio
November 1, 2024 20:49 15m 37s sabr-check
November 1, 2024 20:49 15m 37s
Add SwapRateHelper constructor with fixed dates (#2106)
Mac OS build #3571: Commit a6378c5 pushed by lballabio
October 28, 2024 08:30 16m 49s master
October 28, 2024 08:30 16m 49s
Add SwapRateHelper constructor with fixed dates
Mac OS build #3570: Pull request #2106 synchronize by lballabio
October 28, 2024 07:40 18m 20s eltoder:feature/dated-swap-helper-2
October 28, 2024 07:40 18m 20s
Add SwapRateHelper constructor with fixed dates
Mac OS build #3569: Pull request #2106 synchronize by eltoder
October 25, 2024 14:20 20m 41s eltoder:feature/dated-swap-helper-2
October 25, 2024 14:20 20m 41s
Remove a class deprecated in version 1.26 (#2104)
Mac OS build #3567: Commit a63045e pushed by lballabio
October 25, 2024 11:39 21m 34s master
October 25, 2024 11:39 21m 34s
Remove a class deprecated in version 1.26
Mac OS build #3566: Pull request #2104 opened by lballabio
October 25, 2024 10:42 17m 34s deprecated-1.26
October 25, 2024 10:42 17m 34s
Remove class deprecated in version 1.26
Mac OS build #3565: Commit 92682f6 pushed by lballabio
October 25, 2024 09:14 57m 26s deprecated-1.26
October 25, 2024 09:14 57m 26s
Merge DatedOISRateHelper with OISRateHelper (#2103)
Mac OS build #3564: Commit e3e33d4 pushed by lballabio
October 25, 2024 09:00 57m 49s master
October 25, 2024 09:00 57m 49s
Merge DatedOISRateHelper with OISRateHelper
Mac OS build #3562: Pull request #2103 synchronize by eltoder
October 24, 2024 16:52 23m 37s eltoder:feature/dated-ois-custom-pillar
October 24, 2024 16:52 23m 37s
Merge DatedOISRateHelper with OISRateHelper
Mac OS build #3561: Pull request #2103 synchronize by eltoder
October 24, 2024 16:30 41m 18s eltoder:feature/dated-ois-custom-pillar
October 24, 2024 16:30 41m 18s
Merge DatedOISRateHelper with OISRateHelper
Mac OS build #3560: Pull request #2103 synchronize by eltoder
October 24, 2024 16:05 35m 25s eltoder:feature/dated-ois-custom-pillar
October 24, 2024 16:05 35m 25s
Update cmake policy
Mac OS build #3559: Pull request #2102 synchronize by jongbongan
October 24, 2024 00:54 48m 28s jongbongan:update_cmake_policy
October 24, 2024 00:54 48m 28s
Update cmake policy
Mac OS build #3558: Pull request #2102 synchronize by jongbongan
October 24, 2024 00:42 43m 35s jongbongan:update_cmake_policy
October 24, 2024 00:42 43m 35s
Merge DatedOISRateHelper with OISRateHelper
Mac OS build #3557: Pull request #2103 synchronize by eltoder
October 23, 2024 00:36 27m 12s eltoder:feature/dated-ois-custom-pillar
October 23, 2024 00:36 27m 12s