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Enable normal volatilities in Hagan pricer for CMS coupons
Coverage report #2412: Pull request #1660 synchronize by lballabio
May 12, 2023 16:56 49m 40s amiemiec:fixes
May 12, 2023 16:56 49m 40s
Add ThreadSanitizer to CI (#1667)
Coverage report #2411: Commit 6d95ba7 pushed by lballabio
May 12, 2023 09:25 49m 33s master
May 12, 2023 09:25 49m 33s
Add underlying index to YoY inflation index if calculated as ratio, use it for fixing
Coverage report #2410: Pull request #1668 opened by lballabio
May 12, 2023 05:36 1h 8m 39s yoy-index
May 12, 2023 05:36 1h 8m 39s
Add ThreadSanitizer to CI
Coverage report #2409: Pull request #1667 opened by sweemer
May 11, 2023 22:34 48m 52s sweemer:thread-sanitizer
May 11, 2023 22:34 48m 52s
Corrections to HKEx, NSE, KRX, and South Africa calendars (#1665)
Coverage report #2408: Commit d87947e pushed by lballabio
May 11, 2023 12:16 58m 39s master
May 11, 2023 12:16 58m 39s
Enable normal volatilities in Hagan pricer for CMS coupons
Coverage report #2407: Pull request #1660 synchronize by amiemiec
May 11, 2023 09:55 42m 47s amiemiec:fixes
May 11, 2023 09:55 42m 47s
Replace boost::math::erf with std::erf (#1663)
Coverage report #2402: Commit 1a34fc8 pushed by lballabio
May 10, 2023 09:59 1h 6m 47s master
May 10, 2023 09:59 1h 6m 47s
Add compile options for AppleClang too
Coverage report #2401: Commit 9e04d57 pushed by lballabio
May 10, 2023 09:10 49m 32s master
May 10, 2023 09:10 49m 32s
Replace boost::math::erf with std::erf
Coverage report #2400: Pull request #1663 opened by sweemer
May 10, 2023 01:42 54m 57s sweemer:std-erf
May 10, 2023 01:42 54m 57s
Add compile options for AppleClang too
Coverage report #2399: Pull request #1662 opened by sweemer
May 9, 2023 22:22 48m 42s sweemer:appleclang
May 9, 2023 22:22 48m 42s
Rework check on test times (#1661)
Coverage report #2398: Commit 0d37497 pushed by lballabio
May 9, 2023 20:46 1h 3m 40s master
May 9, 2023 20:46 1h 3m 40s
Rework check on test times
Coverage report #2397: Pull request #1661 opened by lballabio
May 9, 2023 19:29 1h 6m 26s test-times
May 9, 2023 19:29 1h 6m 26s
Enable normal volatilities in Hagan pricer for CMS coupons
Coverage report #2396: Pull request #1660 opened by amiemiec
May 9, 2023 16:44 41m 35s amiemiec:fixes
May 9, 2023 16:44 41m 35s
Replace boost::mpl with standard library
Coverage report #2395: Commit 346d720 pushed by lballabio
May 9, 2023 08:58 1h 27m 21s master
May 9, 2023 08:58 1h 27m 21s
Make floating-rate coupons lazy (#1566)
Coverage report #2394: Commit 777d13c pushed by lballabio
May 9, 2023 07:14 59m 2s master
May 9, 2023 07:14 59m 2s
Replace boost::mpl with standard library
Coverage report #2393: Pull request #1659 opened by sweemer
May 9, 2023 04:42 48m 57s sweemer:boost-mpl
May 9, 2023 04:42 48m 57s
Add compile options for GNU and Clang only
Coverage report #2392: Commit ca413d2 pushed by lballabio
May 8, 2023 13:33 1h 5m 49s master
May 8, 2023 13:33 1h 5m 49s
Add compile options for GNU and Clang only
Coverage report #2391: Pull request #1658 opened by sweemer
May 8, 2023 10:33 1h 19m 46s sweemer:default-warnings
May 8, 2023 10:33 1h 19m 46s
Make floating-rate coupons lazy
Coverage report #2390: Pull request #1566 synchronize by lballabio
May 5, 2023 21:27 1h 6m 36s pcaspers:peter_lazy_frcpn
May 5, 2023 21:27 1h 6m 36s
Initialize all data members
Coverage report #2389: Commit f8fb06b pushed by lballabio
May 5, 2023 16:25 59m 10s master
May 5, 2023 16:25 59m 10s
Add CMake option to enable supported optimizations
Coverage report #2388: Pull request #1657 synchronize by sweemer
May 5, 2023 07:14 1h 26m 27s sweemer:ndebug
May 5, 2023 07:14 1h 26m 27s
Fixes issues #1651
Coverage report #2387: Commit 7c8f709 pushed by lballabio
May 5, 2023 06:55 50m 34s master
May 5, 2023 06:55 50m 34s
Add CMake option to enable supported optimizations
Coverage report #2386: Pull request #1657 opened by sweemer
May 5, 2023 06:02 50m 18s sweemer:ndebug
May 5, 2023 06:02 50m 18s
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