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lballabio/QuantLib

Code Issues 51 Pull requests 15 Insights

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Set up CI with Azure Pipelines

#547 opened Sep 25, 2018 by bnalgo
Add LGTM code quality badges

#533 opened Sep 5, 2018 by xcorail

3
Resolves Issue 518

#527 opened Aug 27, 2018 by phil20686

5
BlackSwaptionEngine

#516 opened Jul 26, 2018 by thrasibule

6
Update normaldistribution.cpp

#440 opened Mar 23, 2018 by japari • Approved

5
cache discount factor

#431 opened Mar 9, 2018 by thrasibule

8
canonical operator overloading

#373 opened Dec 26, 2017 by pcaspers

5
allow for a free fixing date

#325 opened Oct 28, 2017 by pcaspers

15
Added gradient and jacobian calculation to FittedBondDiscountCurve::FittingMethods

#312 opened Oct 3, 2017 by boofhead • Changes requested

6
add missing parts to cliquet option

open questions
#183 opened Jan 11, 2017 by pcaspers

6
Simple "update all observers" implementation.

open questions
#171 opened Dec 12, 2016 by mdriesch

6
fix pass criterion

open questions
#165 opened Nov 25, 2016 by pcaspers

11
Use CMake to build in Win/Linux/Mac - Travis and Appveyor CI - Conan.io integration

#146 opened Oct 14, 2016 by jgsogo

9
CMake options and cleanup

#145 opened Oct 14, 2016 by krzysztofwos

1
Bug fix for instantaneous forward rate

open questions
#144 opened Oct 12, 2016 by johanahlberg

1

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