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added pricing engines for spread- and basket options (#2110) Coverage report #3406: Commit 266c3d3 pushed by lballabio
November 12, 2024 13:43 35m 55s master
master
November 12, 2024 13:43 35m 55s
added pricing engines for spread- and basket options Coverage report #3405: Pull request #2110 synchronize by klausspanderen
November 11, 2024 19:21 34m 12s klausspanderen:spread_option
klausspanderen:spread_option
November 11, 2024 19:21 34m 12s
if using MSVC, then add /MP flag to speed up builds Coverage report #3404: Pull request #2111 opened by imrichardcole
November 10, 2024 17:21 40m 45s imrichardcole:task/use-msvc-mp-flag-for-parallel-compilation
imrichardcole:task/use-msvc-mp-flag-for-parallel-compilation
November 10, 2024 17:21 40m 45s
added pricing engines for spread- and basket options Coverage report #3403: Pull request #2110 synchronize by klausspanderen
November 10, 2024 13:13 40m 18s klausspanderen:spread_option
klausspanderen:spread_option
November 10, 2024 13:13 40m 18s
added pricing engines for spread- and basket options Coverage report #3402: Pull request #2110 synchronize by klausspanderen
November 9, 2024 18:26 53m 33s klausspanderen:spread_option
klausspanderen:spread_option
November 9, 2024 18:26 53m 33s
added pricing engines for spread- and basket options Coverage report #3401: Pull request #2110 opened by klausspanderen
November 9, 2024 18:18 41m 36s klausspanderen:spread_option
klausspanderen:spread_option
November 9, 2024 18:18 41m 36s
SABR swaption vol cube: use correct guess for given option and swap t… Coverage report #3400: Commit 585bb09 pushed by lballabio
November 2, 2024 17:19 33m 45s master
master
November 2, 2024 17:19 33m 45s
SABR swaption vol cube: use correct guess for given option and swap tenors Coverage report #3399: Pull request #2108 opened by lballabio
November 2, 2024 11:13 35m 39s sabr-check
sabr-check
November 2, 2024 11:13 35m 39s
Add date generation rule to OISRateHelper constructor (#2107) Coverage report #3398: Commit ea7e1e4 pushed by lballabio
November 2, 2024 11:12 33m 35s master
master
November 2, 2024 11:12 33m 35s
Add date generation rule to OISRateHelper constructor Coverage report #3397: Pull request #2107 synchronize by sophistis42
November 1, 2024 13:23 53m 26s sophistis42:add_rule_to_oisratehelper
sophistis42:add_rule_to_oisratehelper
November 1, 2024 13:23 53m 26s
Add SwapRateHelper constructor with fixed dates (#2106) Coverage report #3395: Commit a6378c5 pushed by lballabio
October 28, 2024 08:30 34m 17s master
master
October 28, 2024 08:30 34m 17s
Add SwapRateHelper constructor with fixed dates Coverage report #3394: Pull request #2106 synchronize by lballabio
October 28, 2024 07:40 33m 42s eltoder:feature/dated-swap-helper-2
eltoder:feature/dated-swap-helper-2
October 28, 2024 07:40 33m 42s
Add SwapRateHelper constructor with fixed dates Coverage report #3393: Pull request #2106 synchronize by eltoder
October 25, 2024 14:20 36m 4s eltoder:feature/dated-swap-helper-2
eltoder:feature/dated-swap-helper-2
October 25, 2024 14:20 36m 4s
Add SwapRateHelper constructor with fixed dates Coverage report #3392: Pull request #2106 opened by eltoder
October 25, 2024 14:01 35m 31s eltoder:feature/dated-swap-helper-2
eltoder:feature/dated-swap-helper-2
October 25, 2024 14:01 35m 31s
Remove a class deprecated in version 1.26 (#2104) Coverage report #3391: Commit a63045e pushed by lballabio
October 25, 2024 11:39 33m 45s master
master
October 25, 2024 11:39 33m 45s
Remove a class deprecated in version 1.26 Coverage report #3390: Pull request #2104 opened by lballabio
October 25, 2024 10:42 33m 51s deprecated-1.26
deprecated-1.26
October 25, 2024 10:42 33m 51s
Merge DatedOISRateHelper with OISRateHelper (#2103) Coverage report #3389: Commit e3e33d4 pushed by lballabio
October 25, 2024 09:00 35m 18s master
master
October 25, 2024 09:00 35m 18s
Merge DatedOISRateHelper with OISRateHelper Coverage report #3388: Pull request #2103 synchronize by lballabio
October 25, 2024 07:59 34m 58s eltoder:feature/dated-ois-custom-pillar
eltoder:feature/dated-ois-custom-pillar
October 25, 2024 07:59 34m 58s
Merge DatedOISRateHelper with OISRateHelper Coverage report #3387: Pull request #2103 synchronize by eltoder
October 24, 2024 16:52 37m 12s eltoder:feature/dated-ois-custom-pillar
eltoder:feature/dated-ois-custom-pillar
October 24, 2024 16:52 37m 12s
Merge DatedOISRateHelper with OISRateHelper Coverage report #3386: Pull request #2103 synchronize by eltoder
October 24, 2024 16:30 33m 51s eltoder:feature/dated-ois-custom-pillar
eltoder:feature/dated-ois-custom-pillar
October 24, 2024 16:30 33m 51s
Merge DatedOISRateHelper with OISRateHelper Coverage report #3385: Pull request #2103 synchronize by eltoder
October 24, 2024 16:05 33m 56s eltoder:feature/dated-ois-custom-pillar
eltoder:feature/dated-ois-custom-pillar
October 24, 2024 16:05 33m 56s
Update cmake policy Coverage report #3384: Pull request #2102 synchronize by jongbongan
October 24, 2024 00:54 45m 37s jongbongan:update_cmake_policy
jongbongan:update_cmake_policy
October 24, 2024 00:54 45m 37s
Update cmake policy Coverage report #3383: Pull request #2102 synchronize by jongbongan
October 24, 2024 00:42 34m 1s jongbongan:update_cmake_policy
jongbongan:update_cmake_policy
October 24, 2024 00:42 34m 1s
Merge DatedOISRateHelper with OISRateHelper Coverage report #3382: Pull request #2103 synchronize by eltoder
October 23, 2024 00:36 37m 8s eltoder:feature/dated-ois-custom-pillar
eltoder:feature/dated-ois-custom-pillar
October 23, 2024 00:36 37m 8s
Merge DatedOISRateHelper with OISRateHelper Coverage report #3381: Pull request #2103 opened by eltoder
October 23, 2024 00:10 33m 46s eltoder:feature/dated-ois-custom-pillar
eltoder:feature/dated-ois-custom-pillar
October 23, 2024 00:10 33m 46s