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expose max iterations multiplier, add unit test case
CMake build #181: Commit 541f74a pushed by pcaspers
May 19, 2024 11:08 34m 45s laplace_update
May 19, 2024 11:08 34m 45s
Use fixed vs floater swap
CMake build #180: Commit fffcb9f pushed by lballabio
March 22, 2024 11:01 38m 11s fixLinearTsr
March 22, 2024 11:01 38m 11s
remove template version, just support QuantLib::Matrix
CMake build #179: Commit 5727400 pushed by pcaspers
March 21, 2024 14:07 38m 31s laplace_update
March 21, 2024 14:07 38m 31s
make ctor explicit
CMake build #178: Commit 85448fc pushed by pcaspers
March 19, 2024 14:28 1h 17m 19s laplace_update
March 19, 2024 14:28 1h 17m 19s
update make file
CMake build #177: Commit 93586e0 pushed by pcaspers
March 19, 2024 14:11 1h 14m 40s laplace_update
March 19, 2024 14:11 1h 14m 40s
update project files, fix typo
CMake build #176: Commit 3e1e10f pushed by pcaspers
March 19, 2024 14:07 51m 11s laplace_update
March 19, 2024 14:07 51m 11s
handle non-equidistant grids and arbitrary dimensions
CMake build #175: Commit 628ebc5 pushed by pcaspers
March 19, 2024 13:55 39m 19s laplace_update
March 19, 2024 13:55 39m 19s
GH-1791 add clarifying comment and unit test to confirm result caching
CMake build #174: Commit 279b4d7 pushed by pcaspers
December 12, 2023 18:34 38m 23s GH-1791
December 12, 2023 18:34 38m 23s
GH-1821 clean up types, remove bits_ and normalizationFactor_ as sepa…
CMake build #173: Commit 30e1ec1 pushed by pcaspers
December 9, 2023 17:49 36m 47s GH-1821
December 9, 2023 17:49 36m 47s
add clarifying comment
CMake build #172: Commit f94815d pushed by pcaspers
November 13, 2023 17:43 36m 55s burley2020
November 13, 2023 17:43 36m 55s
add check whether sequence length is exhausted
CMake build #171: Commit 265b60b pushed by pcaspers
November 12, 2023 10:21 28m 32s burley2020
November 12, 2023 10:21 28m 32s
make ctors explicit
CMake build #170: Commit 0f621e7 pushed by pcaspers
November 11, 2023 16:59 31m 10s burley2020
November 11, 2023 16:59 31m 10s
hardcode hash function, since it seems to have a different implementa…
CMake build #169: Commit 5213e52 pushed by pcaspers
November 11, 2023 15:33 27m 19s burley2020
November 11, 2023 15:33 27m 19s
fixes
CMake build #168: Commit 13c5dcf pushed by pcaspers
November 11, 2023 12:25 49m 50s burley2020
November 11, 2023 12:25 49m 50s
missing include
CMake build #167: Commit d0b22ae pushed by pcaspers
November 11, 2023 12:06 13m 43s burley2020
November 11, 2023 12:06 13m 43s
add Burley 2020 scrambled Sobol sequence generator
CMake build #166: Commit e538299 pushed by pcaspers
November 10, 2023 19:30 36m 41s burley2020
November 10, 2023 19:30 36m 41s