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High Activity
Commits
: Listings
Analyzed
about 20 hours
ago. based on code collected
about 20 hours
ago.
Sep 11, 2024 — Sep 11, 2025
Showing page 10 of 590
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Post peer review
kp9991
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6 months ago
Renaming function for clarity
kp9991-git
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6 months ago
Constructing OvernightLeg for overnight index
kp9991-git
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6 months ago
Use fixed evaluationDate in testGlobalBootstrapVariables (#2171)
Luigi Ballabio
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6 months ago
Use fixed evaluationDate in testGlobalBootstrapVariables
Eugene Toder
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6 months ago
Fix EURLibor index
Eugene Toder
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6 months ago
Update generated headers
github-actions[bot]
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6 months ago
Reordering of files in makefile
paolodelia99
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6 months ago
correction in makefile
paolodelia99
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6 months ago
Changed position of includes in the header
paolodelia99
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6 months ago
Fixed file paths as dictated in check_filelists.sh
paolodelia99
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6 months ago
Corrected args order in constructor
paolodelia99
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6 months ago
Included two files in cmake and vcode related files, added few docstrings
paolodelia99
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6 months ago
Fixed bug in zeroYieldImpl calculation, linear interpolation test is not passing
paolodelia99
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6 months ago
Merge branch 'master' into XCCyHelpers
kp9991
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6 months ago
Unit tests
kp9991-git
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6 months ago
Implemented interpolatedpiecewisespreadcurve for encapsulate the logic, but test for linear interpolation are failing
paolodelia99
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6 months ago
Remove manual saving/restoring of evaluationDate (#2166)
Luigi Ballabio
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6 months ago
Removing unused include
kp9991-git
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6 months ago
Handling payment lag
kp9991-git
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6 months ago
Remove manual saving/restoring of evaluationDate
Eugene Toder
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6 months ago
Allow optimizing additional variables during global bootstrap (#2163)
Luigi Ballabio
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6 months ago
Make all constructors of FuturesRateHelper take convAdj by value (#2164)
Luigi Ballabio
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6 months ago
Make all constructors of FuturesRateHelper take convAdj by value
Eugene Toder
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6 months ago
Adding payment freq and payment lag
kp9991-git
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6 months ago
Made the new test pass
paolodelia99
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6 months ago
Remove always-true assertion
Luigi Ballabio
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7 months ago
Add DepositRateHelper and FraRateHelper constructors with fixed dates (#2156)
Luigi Ballabio
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7 months ago
Allow optimizing additional variables during global bootstrap
Eugene Toder
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7 months ago
Add tests
Eugene Toder
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7 months ago
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