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expose max iterations multiplier, add unit test case
Linux build #155: Commit 541f74a pushed by pcaspers
May 19, 2024 11:08 59m 58s laplace_update
May 19, 2024 11:08 59m 58s
Use fixed vs floater swap
Linux build #154: Commit fffcb9f pushed by lballabio
March 22, 2024 11:01 1h 11m 30s fixLinearTsr
March 22, 2024 11:01 1h 11m 30s
remove template version, just support QuantLib::Matrix
Linux build #153: Commit 5727400 pushed by pcaspers
March 21, 2024 14:07 26m 8s laplace_update
March 21, 2024 14:07 26m 8s
make ctor explicit
Linux build #152: Commit 85448fc pushed by pcaspers
March 19, 2024 14:28 1h 20m 17s laplace_update
March 19, 2024 14:28 1h 20m 17s
update make file
Linux build #151: Commit 93586e0 pushed by pcaspers
March 19, 2024 14:11 1h 19m 5s laplace_update
March 19, 2024 14:11 1h 19m 5s
update project files, fix typo
Linux build #150: Commit 3e1e10f pushed by pcaspers
March 19, 2024 14:07 56m 20s laplace_update
March 19, 2024 14:07 56m 20s
handle non-equidistant grids and arbitrary dimensions
Linux build #149: Commit 628ebc5 pushed by pcaspers
March 19, 2024 13:55 1h 3m 31s laplace_update
March 19, 2024 13:55 1h 3m 31s
GH-1791 add clarifying comment and unit test to confirm result caching
Linux build #148: Commit 279b4d7 pushed by pcaspers
December 12, 2023 18:34 1h 17m 24s GH-1791
December 12, 2023 18:34 1h 17m 24s
GH-1821 clean up types, remove bits_ and normalizationFactor_ as sepa…
Linux build #147: Commit 30e1ec1 pushed by pcaspers
December 9, 2023 17:49 1h 17m 8s GH-1821
December 9, 2023 17:49 1h 17m 8s
add clarifying comment
Linux build #146: Commit f94815d pushed by pcaspers
November 13, 2023 17:43 43m 38s burley2020
November 13, 2023 17:43 43m 38s
add check whether sequence length is exhausted
Linux build #145: Commit 265b60b pushed by pcaspers
November 12, 2023 10:21 33m 49s burley2020
November 12, 2023 10:21 33m 49s
make ctors explicit
Linux build #144: Commit 0f621e7 pushed by pcaspers
November 11, 2023 16:59 27m 38s burley2020
November 11, 2023 16:59 27m 38s
hardcode hash function, since it seems to have a different implementa…
Linux build #143: Commit 5213e52 pushed by pcaspers
November 11, 2023 15:33 29m 52s burley2020
November 11, 2023 15:33 29m 52s
fixes
Linux build #142: Commit 13c5dcf pushed by pcaspers
November 11, 2023 12:25 42m 50s burley2020
November 11, 2023 12:25 42m 50s
missing include
Linux build #141: Commit d0b22ae pushed by pcaspers
November 11, 2023 12:06 35m 55s burley2020
November 11, 2023 12:06 35m 55s
add Burley 2020 scrambled Sobol sequence generator
Linux build #140: Commit e538299 pushed by pcaspers
November 10, 2023 19:30 1h 6m 17s burley2020
November 10, 2023 19:30 1h 6m 17s
fix past-end iterator dereference, clean up
Linux build #139: Commit 88205db pushed by pcaspers
October 6, 2023 13:32 1h 54m 35s fix_ecb_iterator
October 6, 2023 13:32 1h 54m 35s
pre-compile some headers in cmake build
Linux build #138: Commit caabd56 pushed by pcaspers
October 1, 2023 12:06 1h 48m 32s optimize_build_time_pch
October 1, 2023 12:06 1h 48m 32s