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Add explicit-forward constructor to SmileSectionRNDCalculator Check CMake file list and VC++ projects #40: Commit 25adf23 pushed by quantales
1m 19s smilesection-rnd-explicit-forward-ctor
smilesection-rnd-explicit-forward-ctor
1m 19s
Use make_unique for unique_ptr construction (#2579) Check CMake file list and VC++ projects #39: Commit e7ba4f7 pushed by quantales
1m 13s master
master
1m 13s
Override atmLevel(Time) on Heston and Andreasen-Huge vol surfaces Check CMake file list and VC++ projects #38: Commit 6406602 pushed by quantales
2m 52s equity-vol-surface-atmlevel
equity-vol-surface-atmlevel
2m 52s
Add SmileSectionRNDCalculator for smile-implied marginals Check CMake file list and VC++ projects #37: Commit 73e75f0 pushed by quantales
1m 35s smilesection-rnd-calculator
smilesection-rnd-calculator
1m 35s
Use Real instead of double in CompoundingOvernightIndexedCouponPricer… Check CMake file list and VC++ projects #36: Commit 0c204a7 pushed by quantales
8m 45s master
master
8m 45s
Add SmileSectionRNDCalculator for smile-implied marginals Check CMake file list and VC++ projects #35: Commit f15d6f7 pushed by quantales
1m 22s smilesection-rnd-calculator
smilesection-rnd-calculator
1m 22s
Add smileSection(...) methods to BlackVolTermStructure (#2487) Check CMake file list and VC++ projects #34: Commit 8e61fae pushed by quantales
2m 28s master
master
2m 28s
Add smileSection() to BlackVolTermStructure with default adapter Check CMake file list and VC++ projects #33: Commit 80a5b2d pushed by quantales
1m 22s feature/blackvol-smilesection
feature/blackvol-smilesection
1m 22s
Add smileSection() to BlackVolTermStructure with default adapter Check CMake file list and VC++ projects #32: Commit 0236695 pushed by quantales
1m 25s feature/blackvol-smilesection
feature/blackvol-smilesection
1m 25s
Add smileSection() to BlackVolTermStructure with default adapter Check CMake file list and VC++ projects #31: Commit 3b17dfd pushed by quantales
1m 32s feature/blackvol-smilesection
feature/blackvol-smilesection
1m 32s
Avoid dangling references in FdmCEVOp and TrBDF2Scheme classes (#… Check CMake file list and VC++ projects #30: Commit bb831ef pushed by quantales
25m 0s master
master
25m 0s
Add smileSection() to BlackVolTermStructure with default adapter Check CMake file list and VC++ projects #29: Commit a1ceddb pushed by quantales
1m 32s feature/blackvol-smilesection
feature/blackvol-smilesection
1m 32s
Add PearsonSpreadEngine for spread option pricing Check CMake file list and VC++ projects #28: Commit f45d0dc pushed by quantales
7m 59s pearson-spread-engine
pearson-spread-engine
7m 59s
Add PearsonSpreadEngine for spread option pricing Check CMake file list and VC++ projects #27: Commit 06b6591 pushed by quantales
1m 14s pearson-spread-engine
pearson-spread-engine
1m 14s
Merge branch 'lballabio:master' into fdm-cevop-dangling-ref Check CMake file list and VC++ projects #26: Commit 244deda pushed by quantales
1m 28s fdm-cevop-dangling-ref
fdm-cevop-dangling-ref
1m 28s
Improve CompoundingOvernightIndexedCouponPricer::compute calculatio… Check CMake file list and VC++ projects #25: Commit 714fed1 pushed by quantales
1m 36s master
master
1m 36s
Fix dangling references in FdmCEVOp and TrBDF2Scheme Check CMake file list and VC++ projects #24: Commit 3b11416 pushed by quantales
1m 24s fdm-cevop-dangling-ref
fdm-cevop-dangling-ref
1m 24s
Add smileSection() to BlackVolTermStructure with default adapter Check CMake file list and VC++ projects #23: Commit 4028a6e pushed by quantales
1m 39s feature/blackvol-smilesection
feature/blackvol-smilesection
1m 39s
Remove unused yearFractionGuess (#2559) Check CMake file list and VC++ projects #22: Commit fedf402 pushed by quantales
1m 16s master
master
1m 16s
Add optional forward parameter to SmileSection pricing methods Check CMake file list and VC++ projects #21: Commit fd39138 pushed by quantales
1m 26s feature/smilesection-optional-forward
feature/smilesection-optional-forward
1m 26s
Merge branch 'lballabio:master' into feature/smilesection-optional-fo… Check CMake file list and VC++ projects #20: Commit c9f0b44 pushed by quantales
1m 21s feature/smilesection-optional-forward
feature/smilesection-optional-forward
1m 21s
Add optional forward parameter to SmileSection pricing methods Check CMake file list and VC++ projects #19: Commit 5878112 pushed by quantales
1m 13s feature/smilesection-optional-forward
feature/smilesection-optional-forward
1m 13s
Add optional forward parameter to SmileSection pricing methods Check CMake file list and VC++ projects #18: Commit 30293a3 pushed by quantales
1m 31s feature/smilesection-optional-forward
feature/smilesection-optional-forward
1m 31s
Add smileSection() to BlackVolTermStructure with default adapter Check CMake file list and VC++ projects #17: Commit 5886cf3 pushed by quantales
1m 11s feature/blackvol-smilesection
feature/blackvol-smilesection
1m 11s
Add smileSection() to BlackVolTermStructure with default adapter Check CMake file list and VC++ projects #16: Commit ea5987f pushed by quantales
1m 21s feature/blackvol-smilesection
feature/blackvol-smilesection
1m 21s