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add primitive polynomials up to degree 27
Compile single headers #158: Commit 1dab288 pushed by pcaspers
July 8, 2024 11:14 7m 32s add_primitive_polynomials_degree_27
July 8, 2024 11:14 7m 32s
expose max iterations multiplier, add unit test case
Compile single headers #157: Commit 541f74a pushed by pcaspers
May 19, 2024 11:08 41m 12s laplace_update
May 19, 2024 11:08 41m 12s
Use fixed vs floater swap
Compile single headers #156: Commit fffcb9f pushed by lballabio
March 22, 2024 11:01 9m 26s fixLinearTsr
March 22, 2024 11:01 9m 26s
remove template version, just support QuantLib::Matrix
Compile single headers #155: Commit 5727400 pushed by pcaspers
March 21, 2024 14:07 3m 3s laplace_update
March 21, 2024 14:07 3m 3s
make ctor explicit
Compile single headers #154: Commit 85448fc pushed by pcaspers
March 19, 2024 14:28 56m 37s laplace_update
March 19, 2024 14:28 56m 37s
update make file
Compile single headers #153: Commit 93586e0 pushed by pcaspers
March 19, 2024 14:11 54m 27s laplace_update
March 19, 2024 14:11 54m 27s
update project files, fix typo
Compile single headers #152: Commit 3e1e10f pushed by pcaspers
March 19, 2024 14:07 34m 6s laplace_update
March 19, 2024 14:07 34m 6s
handle non-equidistant grids and arbitrary dimensions
Compile single headers #151: Commit 628ebc5 pushed by pcaspers
March 19, 2024 13:55 9m 23s laplace_update
March 19, 2024 13:55 9m 23s
GH-1791 add clarifying comment and unit test to confirm result caching
Compile single headers #150: Commit 279b4d7 pushed by pcaspers
December 12, 2023 18:34 7m 28s GH-1791
December 12, 2023 18:34 7m 28s
GH-1821 clean up types, remove bits_ and normalizationFactor_ as sepa…
Compile single headers #149: Commit 30e1ec1 pushed by pcaspers
December 9, 2023 17:49 7m 14s GH-1821
December 9, 2023 17:49 7m 14s
add clarifying comment
Compile single headers #148: Commit f94815d pushed by pcaspers
November 13, 2023 17:43 20m 29s burley2020
November 13, 2023 17:43 20m 29s
add check whether sequence length is exhausted
Compile single headers #147: Commit 265b60b pushed by pcaspers
November 12, 2023 10:21 1m 8s burley2020
November 12, 2023 10:21 1m 8s
make ctors explicit
Compile single headers #146: Commit 0f621e7 pushed by pcaspers
November 11, 2023 16:59 50s burley2020
November 11, 2023 16:59 50s
hardcode hash function, since it seems to have a different implementa…
Compile single headers #145: Commit 5213e52 pushed by pcaspers
November 11, 2023 15:33 51s burley2020
November 11, 2023 15:33 51s
fixes
Compile single headers #144: Commit 13c5dcf pushed by pcaspers
November 11, 2023 12:25 38s burley2020
November 11, 2023 12:25 38s
missing include
Compile single headers #143: Commit d0b22ae pushed by pcaspers
November 11, 2023 12:06 1m 7s burley2020
November 11, 2023 12:06 1m 7s
add Burley 2020 scrambled Sobol sequence generator
Compile single headers #142: Commit e538299 pushed by pcaspers
November 10, 2023 19:30 7m 16s burley2020
November 10, 2023 19:30 7m 16s
fix past-end iterator dereference, clean up
Compile single headers #141: Commit 88205db pushed by pcaspers
October 6, 2023 13:32 16m 3s fix_ecb_iterator
October 6, 2023 13:32 16m 3s
pre-compile some headers in cmake build
Compile single headers #140: Commit caabd56 pushed by pcaspers
October 1, 2023 12:06 15m 30s optimize_build_time_pch
October 1, 2023 12:06 15m 30s