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Add explicit-forward constructor to SmileSectionRNDCalculator Compile single headers #40: Commit 25adf23 pushed by quantales
46s smilesection-rnd-explicit-forward-ctor
smilesection-rnd-explicit-forward-ctor
46s
Use make_unique for unique_ptr construction (#2579) Compile single headers #39: Commit e7ba4f7 pushed by quantales
1m 39s master
master
1m 39s
Override atmLevel(Time) on Heston and Andreasen-Huge vol surfaces Compile single headers #38: Commit 6406602 pushed by quantales
59s equity-vol-surface-atmlevel
equity-vol-surface-atmlevel
59s
Add SmileSectionRNDCalculator for smile-implied marginals Compile single headers #37: Commit 73e75f0 pushed by quantales
2m 20s smilesection-rnd-calculator
smilesection-rnd-calculator
2m 20s
Use Real instead of double in CompoundingOvernightIndexedCouponPricer… Compile single headers #36: Commit 0c204a7 pushed by quantales
44s master
master
44s
Add SmileSectionRNDCalculator for smile-implied marginals Compile single headers #35: Commit f15d6f7 pushed by quantales
48s smilesection-rnd-calculator
smilesection-rnd-calculator
48s
Add smileSection(...) methods to BlackVolTermStructure (#2487) Compile single headers #34: Commit 8e61fae pushed by quantales
7m 51s master
master
7m 51s
Add smileSection() to BlackVolTermStructure with default adapter Compile single headers #33: Commit 80a5b2d pushed by quantales
40s feature/blackvol-smilesection
feature/blackvol-smilesection
40s
Add smileSection() to BlackVolTermStructure with default adapter Compile single headers #32: Commit 0236695 pushed by quantales
2m 13s feature/blackvol-smilesection
feature/blackvol-smilesection
2m 13s
Add smileSection() to BlackVolTermStructure with default adapter Compile single headers #31: Commit 3b17dfd pushed by quantales
53s feature/blackvol-smilesection
feature/blackvol-smilesection
53s
Avoid dangling references in FdmCEVOp and TrBDF2Scheme classes (#… Compile single headers #30: Commit bb831ef pushed by quantales
31m 26s master
master
31m 26s
Add smileSection() to BlackVolTermStructure with default adapter Compile single headers #29: Commit a1ceddb pushed by quantales
9m 0s feature/blackvol-smilesection
feature/blackvol-smilesection
9m 0s
Add PearsonSpreadEngine for spread option pricing Compile single headers #28: Commit f45d0dc pushed by quantales
7m 4s pearson-spread-engine
pearson-spread-engine
7m 4s
Add PearsonSpreadEngine for spread option pricing Compile single headers #27: Commit 06b6591 pushed by quantales
8m 33s pearson-spread-engine
pearson-spread-engine
8m 33s
Merge branch 'lballabio:master' into fdm-cevop-dangling-ref Compile single headers #26: Commit 244deda pushed by quantales
6m 3s fdm-cevop-dangling-ref
fdm-cevop-dangling-ref
6m 3s
Improve CompoundingOvernightIndexedCouponPricer::compute calculatio… Compile single headers #25: Commit 714fed1 pushed by quantales
57s master
master
57s
Fix dangling references in FdmCEVOp and TrBDF2Scheme Compile single headers #24: Commit 3b11416 pushed by quantales
46s fdm-cevop-dangling-ref
fdm-cevop-dangling-ref
46s
Add smileSection() to BlackVolTermStructure with default adapter Compile single headers #23: Commit 4028a6e pushed by quantales
1m 47s feature/blackvol-smilesection
feature/blackvol-smilesection
1m 47s
Remove unused yearFractionGuess (#2559) Compile single headers #22: Commit fedf402 pushed by quantales
8m 39s master
master
8m 39s
Add optional forward parameter to SmileSection pricing methods Compile single headers #21: Commit fd39138 pushed by quantales
1m 56s feature/smilesection-optional-forward
feature/smilesection-optional-forward
1m 56s
Merge branch 'lballabio:master' into feature/smilesection-optional-fo… Compile single headers #20: Commit c9f0b44 pushed by quantales
48s feature/smilesection-optional-forward
feature/smilesection-optional-forward
48s
Add optional forward parameter to SmileSection pricing methods Compile single headers #19: Commit 5878112 pushed by quantales
32s feature/smilesection-optional-forward
feature/smilesection-optional-forward
32s
Add optional forward parameter to SmileSection pricing methods Compile single headers #18: Commit 30293a3 pushed by quantales
8m 43s feature/smilesection-optional-forward
feature/smilesection-optional-forward
8m 43s
Add smileSection() to BlackVolTermStructure with default adapter Compile single headers #17: Commit 5886cf3 pushed by quantales
1m 51s feature/blackvol-smilesection
feature/blackvol-smilesection
1m 51s
Add smileSection() to BlackVolTermStructure with default adapter Compile single headers #16: Commit ea5987f pushed by quantales
1m 56s feature/blackvol-smilesection
feature/blackvol-smilesection
1m 56s