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add exact Bachelier implied vol from Jaeckel paper Mac OS build #3329: Pull request #2028 synchronize by damienbarker
July 20, 2024 09:49 15m 56s OpenSourceRisk:exact_bachelier
OpenSourceRisk:exact_bachelier
July 20, 2024 09:49 15m 56s
add exact Bachelier implied vol from Jaeckel paper Mac OS build #3327: Pull request #2028 opened by pcaspers
July 19, 2024 16:03 29m 23s OpenSourceRisk:exact_bachelier
OpenSourceRisk:exact_bachelier
July 19, 2024 16:03 29m 23s
Remove features deprecated in version 1.31 Mac OS build #3326: Commit 53722a4 pushed by lballabio
July 19, 2024 15:42 31m 19s deprecated-1.31
deprecated-1.31
July 19, 2024 15:42 31m 19s
Update changelog Mac OS build #3325: Commit 8e1f4ac pushed by lballabio
July 19, 2024 10:04 35m 58s master
master
July 19, 2024 10:04 35m 58s
Explicit type conversion in additionalResults (#2027) Mac OS build #3324: Commit 6d931d4 pushed by lballabio
July 18, 2024 10:09 23m 29s master
master
July 18, 2024 10:09 23m 29s
Explicit type conversion in additionalResults Mac OS build #3323: Pull request #2027 opened by auto-differentiation-dev
July 18, 2024 08:48 17m 29s auto-differentiation-dev:type-conversion-correction
auto-differentiation-dev:type-conversion-correction
July 18, 2024 08:48 17m 29s
Automated fixes by clang-tidy Mac OS build #3322: Commit d8d8753 pushed by lballabio
July 17, 2024 16:22 44m 4s master
master
July 17, 2024 16:22 44m 4s
Automated fixes by clang-tidy Mac OS build #3321: Pull request #2026 reopened by lballabio
July 17, 2024 13:34 18m 15s clang-tidy-fixes-master
clang-tidy-fixes-master
July 17, 2024 13:34 18m 15s
Optionally allow using forward price for swaption implied-volatility … Mac OS build #3320: Commit ee934e4 pushed by lballabio
July 17, 2024 11:57 18m 12s master
master
July 17, 2024 11:57 18m 12s
Optionally allow using forward price for swaption implied-volatility calculation Mac OS build #3319: Pull request #2025 opened by lballabio
July 17, 2024 10:37 15m 33s swaption-fwd-price
swaption-fwd-price
July 17, 2024 10:37 15m 33s
Allow forward price as additional result and in implied vol calculation Mac OS build #3318: Commit c1241da pushed by lballabio
July 17, 2024 09:03 21m 39s swaption-fwd-price
swaption-fwd-price
July 17, 2024 09:03 21m 39s
Fix comment Mac OS build #3317: Commit 617a490 pushed by lballabio
July 16, 2024 14:35 18m 37s master
master
July 16, 2024 14:35 18m 37s
Expose OvernightIndexedCouponPricer Mac OS build #3316: Pull request #2024 opened by ralfkonrad
July 16, 2024 14:18 15m 5s ralfkonrad:feature/expose_OvernightIndexedCouponPricer
ralfkonrad:feature/expose_OvernightIndexedCouponPricer
July 16, 2024 14:18 15m 5s
Update copyright list in license Mac OS build #3315: Commit a70094f pushed by lballabio
July 16, 2024 11:27 24m 41s master
master
July 16, 2024 11:27 24m 41s
Separate validation from benchmarking run (#2021) Mac OS build #3314: Commit 435cfe7 pushed by lballabio
July 16, 2024 11:25 18m 18s master
master
July 16, 2024 11:25 18m 18s
Extend Index interface Mac OS build #3313: Pull request #2022 opened by ralfkonrad
July 16, 2024 09:28 20m 53s ralfkonrad:feature/extend_Index
ralfkonrad:feature/extend_Index
July 16, 2024 09:28 20m 53s
Separate validation from benchmarking run Mac OS build #3312: Pull request #2021 synchronize by amd-jadutoit
July 16, 2024 09:18 17m 45s amd-jadutoit:jdt-new-benchmark
amd-jadutoit:jdt-new-benchmark
July 16, 2024 09:18 17m 45s
Separate validation from benchmarking run Mac OS build #3311: Pull request #2021 opened by amd-jadutoit
July 15, 2024 12:56 15m 10s amd-jadutoit:jdt-new-benchmark
amd-jadutoit:jdt-new-benchmark
July 15, 2024 12:56 15m 10s
Add Currency information to EquityIndex Mac OS build #3310: Pull request #2020 opened by ralfkonrad
July 15, 2024 12:31 18m 23s ralfkonrad:feature/EquityIndex_with_currency
ralfkonrad:feature/EquityIndex_with_currency
July 15, 2024 12:31 18m 23s
disable boost tanh_sinh integration until issues with toolset 14.40 are fixed Mac OS build #3309: Pull request #1989 synchronize by klausspanderen
July 13, 2024 11:43 17m 14s klausspanderen:master
klausspanderen:master
July 13, 2024 11:43 17m 14s
Adding generalized hyperbolic distribution to distribution module on ql/math/distributions Mac OS build #3308: Pull request #2019 opened by kennychavz
July 11, 2024 19:17 Action required kennychavz:generalizedhyperbolicdistr
kennychavz:generalizedhyperbolicdistr
July 11, 2024 19:17 Action required
Update news and contributors Mac OS build #3307: Commit 5781ab2 pushed by lballabio
July 11, 2024 08:12 33m 55s master
master
July 11, 2024 08:12 33m 55s
Fix Brazilian holidays (São Paulo city holidays) (#2018) Mac OS build #3306: Commit 7d70bd1 pushed by lballabio
July 11, 2024 08:07 16m 7s master
master
July 11, 2024 08:07 16m 7s
Fix Brazilian holidays (São Paulo city holidays) Mac OS build #3305: Pull request #2018 opened by lukedays
July 10, 2024 21:14 21m 7s lukedays:fix-brazilian-holidays
lukedays:fix-brazilian-holidays
July 10, 2024 21:14 21m 7s
Set version to 1.35-rc Mac OS build #3304: Commit 87951d4 pushed by lballabio
July 9, 2024 15:12 16m 6s v1.35rc
v1.35rc
July 9, 2024 15:12 16m 6s