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pcaspers

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Commit History

Commits on Mar 21, 2024

• remove template version, just support QuantLib::Matrix

  pcaspers

  committedMar 21, 2024
  5727400

Commits on Mar 19, 2024

• make ctor explicit

  pcaspers

  committedMar 19, 2024
  85448fc

• update make file

  pcaspers

  committedMar 19, 2024
  93586e0

• update project files, fix typo

  pcaspers

  committedMar 19, 2024
  3e1e10f

• handle non-equidistant grids and arbitrary dimensions

  pcaspers

  committedMar 19, 2024
  628ebc5

Commits on Dec 12, 2023

• lballabioGH-1791 add clarifying comment and unit test to confirm result caching

  pcaspers

  committedDec 12, 2023
  279b4d7

Commits on Dec 9, 2023

• lballabioGH-1821 clean up types, remove bits_ and normalizationFactor_ as separate members

  pcaspers

  committedDec 9, 2023
  30e1ec1

Commits on Nov 13, 2023

• add clarifying comment

  pcaspers

  committedNov 13, 2023
  f94815d

Commits on Nov 12, 2023

• add check whether sequence length is exhausted

  pcaspers

  committedNov 12, 2023
  265b60b

Commits on Nov 11, 2023

• make ctors explicit

  pcaspers

  committedNov 11, 2023
  0f621e7

• move to slow tests, formatting

  pcaspers

  committedNov 11, 2023
  8dd19ca

• hardcode hash function, since it seems to have a different implementation on windows

  pcaspers

  committedNov 11, 2023
  5213e52

• fixes

  pcaspers

  committedNov 11, 2023
  13c5dcf

• missing include

  pcaspers

  committedNov 11, 2023
  d0b22ae

Commits on Nov 10, 2023

• add Burley 2020 scrambled Sobol sequence generator

  pcaspers

  committedNov 10, 2023
  e538299

Commits on Oct 6, 2023

• fix past-end iterator dereference, clean up

  pcaspers

  committedOct 6, 2023
  88205db

Commits on Sep 28, 2023

• we do not need to do that here, it's done in the base class already

  pcaspers

  committedSep 28, 2023
  7df75ad

• fix evaluation / reference date handling

  pcaspers

  committedSep 28, 2023
  550a1a4

Commits on Sep 3, 2023

• include time zero / evaluation date in option date interpolation

  pcaspers

  committedSep 3, 2023
  efedbe7

Commits on Aug 26, 2023

• fix namespace

  pcaspers

  committedAug 26, 2023
  d2cff82

• fix handling of past payment dates, add missing include

  pcaspers

  committedAug 26, 2023
  17883f2

Commits on Aug 19, 2023

• fix calibration point algorithm

  pcaspers

  committedAug 19, 2023
  8ee4994

Commits on Aug 9, 2023

• lballabioGH-1748 add new source files

  pcaspers

  committedAug 9, 2023
  a3ded70

• lballabioGH-1748 undo

  pcaspers

  committedAug 9, 2023
  77f3da7

• lballabioGH-1748 refactor

  pcaspers

  committedAug 9, 2023
  9cb69bf

Commits on Aug 5, 2023

• lballabioGH-1748 fix

  pcaspers

  committedAug 5, 2023
  fd256cb

• lballabioGH-1748 typos, further clarification

  pcaspers

  committedAug 5, 2023
  2cbb747

• lballabioGH-1748 apply optimization to rate helpers

  pcaspers

  committedAug 5, 2023
  a1af567

• lballabioGH-1748 add legs() inspector to swap

  pcaspers

  committedAug 5, 2023
  f50411f

• lballabioGH-1748 add utility function to unregister with cashflows

  pcaspers

  committedAug 5, 2023
  6a3c9f0

• lballabioGH-1748 add isCalculated() to lazy object

  pcaspers

  committedAug 5, 2023
  7ccde3a

Commits on Aug 3, 2023

• lballabioGH-1755 make cashflow lazy

  pcaspers

  committedAug 3, 2023
  a765cb4

Commits on Jul 27, 2023

• remove reference to observable settings

  pcaspers

  committedJul 27, 2023
  605a68f

• use std::set everywhere to store observers, observables

  pcaspers

  committedJul 27, 2023
  0bc645d

Commits on Jul 25, 2023

• amend thread-safe portion of code as well

  pcaspers

  committedJul 25, 2023
  b5d3bfa

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