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Analyzed about 20 hours ago. based on code collected about 20 hours ago.
Sep 11, 2024 — Sep 11, 2025
Commit Message Contributor Files Modified Lines Added Lines Removed Code Location Date
Post peer review More... 6 months ago
Renaming function for clarity More... 6 months ago
Constructing OvernightLeg for overnight index More... 6 months ago
Use fixed evaluationDate in testGlobalBootstrapVariables (#2171) More... 6 months ago
Use fixed evaluationDate in testGlobalBootstrapVariables More... 6 months ago
Fix EURLibor index More... 6 months ago
Update generated headers More... 6 months ago
Reordering of files in makefile More... 6 months ago
correction in makefile More... 6 months ago
Changed position of includes in the header More... 6 months ago
Fixed file paths as dictated in check_filelists.sh More... 6 months ago
Corrected args order in constructor More... 6 months ago
Included two files in cmake and vcode related files, added few docstrings More... 6 months ago
Fixed bug in zeroYieldImpl calculation, linear interpolation test is not passing More... 6 months ago
Merge branch 'master' into XCCyHelpers More... 6 months ago
Unit tests More... 6 months ago
Implemented interpolatedpiecewisespreadcurve for encapsulate the logic, but test for linear interpolation are failing More... 6 months ago
Remove manual saving/restoring of evaluationDate (#2166) More... 6 months ago
Removing unused include More... 6 months ago
Handling payment lag More... 6 months ago
Remove manual saving/restoring of evaluationDate More... 6 months ago
Allow optimizing additional variables during global bootstrap (#2163) More... 6 months ago
Make all constructors of FuturesRateHelper take convAdj by value (#2164) More... 6 months ago
Make all constructors of FuturesRateHelper take convAdj by value More... 6 months ago
Adding payment freq and payment lag More... 6 months ago
Made the new test pass More... 6 months ago
Remove always-true assertion More... 7 months ago
Add DepositRateHelper and FraRateHelper constructors with fixed dates (#2156) More... 7 months ago
Allow optimizing additional variables during global bootstrap More... 7 months ago
Add tests More... 7 months ago