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expose max iterations multiplier, add unit test case
Mac OS build #158: Commit 541f74a pushed by pcaspers
May 19, 2024 11:08 33m 56s laplace_update
May 19, 2024 11:08 33m 56s
Use fixed vs floater swap
Mac OS build #157: Commit fffcb9f pushed by lballabio
March 22, 2024 11:01 37m 7s fixLinearTsr
March 22, 2024 11:01 37m 7s
remove template version, just support QuantLib::Matrix
Mac OS build #156: Commit 5727400 pushed by pcaspers
March 21, 2024 14:07 23m 34s laplace_update
March 21, 2024 14:07 23m 34s
make ctor explicit
Mac OS build #155: Commit 85448fc pushed by pcaspers
March 19, 2024 14:28 47m 59s laplace_update
March 19, 2024 14:28 47m 59s
update make file
Mac OS build #154: Commit 93586e0 pushed by pcaspers
March 19, 2024 14:11 1h 0m 7s laplace_update
March 19, 2024 14:11 1h 0m 7s
update project files, fix typo
Mac OS build #153: Commit 3e1e10f pushed by pcaspers
March 19, 2024 14:07 43m 42s laplace_update
March 19, 2024 14:07 43m 42s
handle non-equidistant grids and arbitrary dimensions
Mac OS build #152: Commit 628ebc5 pushed by pcaspers
March 19, 2024 13:55 42m 40s laplace_update
March 19, 2024 13:55 42m 40s
GH-1791 add clarifying comment and unit test to confirm result caching
Mac OS build #151: Commit 279b4d7 pushed by pcaspers
December 12, 2023 18:34 1h 17m 13s GH-1791
December 12, 2023 18:34 1h 17m 13s
GH-1821 clean up types, remove bits_ and normalizationFactor_ as sepa…
Mac OS build #150: Commit 30e1ec1 pushed by pcaspers
December 9, 2023 17:49 1h 19m 35s GH-1821
December 9, 2023 17:49 1h 19m 35s
add clarifying comment
Mac OS build #149: Commit f94815d pushed by pcaspers
November 13, 2023 17:43 53m 27s burley2020
November 13, 2023 17:43 53m 27s
add check whether sequence length is exhausted
Mac OS build #148: Commit 265b60b pushed by pcaspers
November 12, 2023 10:21 49m 23s burley2020
November 12, 2023 10:21 49m 23s
make ctors explicit
Mac OS build #147: Commit 0f621e7 pushed by pcaspers
November 11, 2023 16:59 49m 42s burley2020
November 11, 2023 16:59 49m 42s
hardcode hash function, since it seems to have a different implementa…
Mac OS build #146: Commit 5213e52 pushed by pcaspers
November 11, 2023 15:33 48m 43s burley2020
November 11, 2023 15:33 48m 43s
fixes
Mac OS build #145: Commit 13c5dcf pushed by pcaspers
November 11, 2023 12:25 55m 16s burley2020
November 11, 2023 12:25 55m 16s
missing include
Mac OS build #144: Commit d0b22ae pushed by pcaspers
November 11, 2023 12:06 52m 41s burley2020
November 11, 2023 12:06 52m 41s
add Burley 2020 scrambled Sobol sequence generator
Mac OS build #143: Commit e538299 pushed by pcaspers
November 10, 2023 19:30 1h 2m 28s burley2020
November 10, 2023 19:30 1h 2m 28s
fix past-end iterator dereference, clean up
Mac OS build #142: Commit 88205db pushed by pcaspers
October 6, 2023 13:32 46m 58s fix_ecb_iterator
October 6, 2023 13:32 46m 58s
pre-compile some headers in cmake build
Mac OS build #141: Commit caabd56 pushed by pcaspers
October 1, 2023 12:06 46m 51s optimize_build_time_pch
October 1, 2023 12:06 46m 51s