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Analyzed about 9 hours ago. based on code collected about 9 hours ago.
Sep 14, 2024 — Sep 14, 2025
Commit Message Contributor Files Modified Lines Added Lines Removed Code Location Date
Another use of variant to avoid overloading More... 3 months ago
Suppress a couple of false positives from clang-tidy More... 3 months ago
Prevent fix from clang-tidy introducing deprecation warning More... 3 months ago
Update Doxygen configuration More... 3 months ago
Fix default settlement logic in MakeOIS: SONIA=0, CORRA=0, others=2. Applies default settlement days based on index type, keeps override behavior when .withSettlementDays() is used. Ensures expected behavior with testMakeOISDefaultSettlementDays. MakeOIS constructor initialization order matches declaration.
Zak
More... 4 months ago
Add zero-coupon inflation helper that doesn't need a nominal curve (#2234) More... 4 months ago
Deprecate old constructor More... 4 months ago
Add zero-coupon inflation helper that doesn't need a nominal curve More... 4 months ago
Automated fixes by clang-tidy More... 4 months ago
Add SABR guess from Le Floc'h and Kennedy (#2232) More... 4 months ago
Cubic roots are only available since Boost 1.78 More... 4 months ago
Add SABR guess from Le Floc'h and Kennedy More... 4 months ago
Take fixing dates into account when calculating OIS-helper pillar (#2231) More... 4 months ago
Check OIS helper for fixings after the pillar More... 4 months ago
Remove the remains of MultiCurveSensitivities (#2229) More... 4 months ago
Add CustomIborIndex (#2228) More... 4 months ago
Cleanup includes in interpolated curves More... 4 months ago
Add InterpolatedSpreadDiscountCurve and PiecewiseSpreadYieldCurve More... 4 months ago
Remove the remains of MultiCurveSensitivities More... 4 months ago
Avoid error when asking for the serial number of a null date with intraday support enabled. (#2227) More... 4 months ago
Expose overnight calendar in OISRateHelper (#2226) More... 4 months ago
Make unexpected types in quote variant a compile-time error (#2225) More... 4 months ago
Avoid error when asking for the serial number of a null date. More... 4 months ago
Expose overnight calendar in OISRateHelper More... 4 months ago
Make unexpected types in quote variant a compile-time error More... 4 months ago
Fix Calendar::advance() EOM with Unadjusted convention (#2221) More... 4 months ago
Automated fixes by clang-tidy More... 4 months ago
Fix Calendar::advance() EOM with Unadjusted convention More... 4 months ago
Remove dangling unreachable break clauses (#2219) More... 4 months ago
Merge branch 'lballabio:master' into clean-break-after-return More... 4 months ago