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feat: add FxForward, MultipleResetsSwap, BlackVolatilitySurfaceDelta,… Linux build #84: Commit 57a259d pushed by quantales
19m 55s main
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19m 55s
feat: add MultiCompositeQuote, log-cubic piecewise discount curves, a… Linux build #83: Commit 756e8b5 pushed by quantales
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18m 11s
chore: upgrade to QuantLib 1.42.1 Linux build #82: Commit f823121 pushed by quantales
27m 52s main
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feat: add BackwardflatLinear and FlatExtrapolator2D interpolation bin… Linux build #81: Commit 3d1695c pushed by quantales
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feat: add SABRInterpolation binding with calibration support Linux build #80: Commit b01cdc5 pushed by quantales
27m 46s main
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27m 46s
feat: add Asian, barrier, and basket exotic engine bindings Linux build #79: Commit 052a324 pushed by quantales
18m 21s main
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18m 21s
feat: add CashDividendEuropeanEngine, Black overnight pricers, season… Linux build #78: Commit 0ecf128 pushed by quantales
37m 17s main
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37m 17s
feat: add MultiCurve and GlobalBootstrap piecewise yield curve bindings Linux build #77: Commit cec9911 pushed by quantales
17m 26s main
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17m 26s
docs: add version compatibility table to installation guide Linux build #76: Commit db9cdd2 pushed by quantales
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fix: set forward measure time in hybrid process tests to avoid uninit… Linux build #75: Commit 779d3a8 pushed by quantales
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17m 32s
feat: add MC barrier, CEV, GARCH engines, G2/hybrid processes, and Co… Linux build #74: Commit 8861f24 pushed by quantales
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17m 17s
feat: add FDM solvers, boundary conditions, meshers, step conditions,… Linux build #73: Commit f81cb57 pushed by quantales
19m 53s main
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19m 53s
feat: add NoArb SABR, Andreasen-Huge, Kahale vol surfaces and Adaptiv… Linux build #72: Commit 6dd6b74 pushed by quantales
16m 38s main
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16m 38s
feat: add processes, term structures, indexes, and BMA coupon bindings Linux build #71: Commit 19dea8a pushed by quantales
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16m 19s
fix: measure coverage of pyquantlib package, not just tests Linux build #70: Commit 15c526c pushed by quantales
15m 51s main
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15m 51s
fix: measure coverage of pyquantlib package, not just tests Linux build #69: Commit 3b3ede0 pushed by quantales
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15m 47s
feat: add capped/floored coupons, digital coupons, Hagan/overnight pr… Linux build #68: Commit 6241fff pushed by quantales
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16m 37s
feat: add FDM step conditions, solvers, and RND calculator bindings Linux build #67: Commit fe99830 pushed by quantales
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docs: add FDM operators and schemes to API reference and changelog Linux build #66: Commit d04b630 pushed by quantales
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14m 37s
feat: add FDM grid infrastructure bindings (meshers, layout, iterator… Linux build #65: Commit fd4cd73 pushed by quantales
13m 29s main
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13m 29s
feat: add Heston SLV process, MC model, and FDM model bindings Linux build #64: Commit 68bb0f0 pushed by quantales
12m 56s main
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12m 56s
feat: add short-rate process and FD/MC engine bindings Linux build #63: Commit c462f52 pushed by quantales
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12m 52s
feat: add MC path infrastructure bindings Linux build #62: Commit b02badb pushed by quantales
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12m 58s
fix: enable autodoc on RTD by installing pyquantlib wheel Linux build #61: Commit c5cc518 pushed by quantales
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12m 43s
refactor: move HestonModelHelper tests from test_models.py to test_mo… Linux build #60: Commit 893ccc0 pushed by quantales
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12m 24s