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Add hybrid DiagonalModel
Documentation #181: Pull request #81 opened by sschlenkrich
June 3, 2024 19:08 4m 39s sschlenkrich:wip/diagonal-model
June 3, 2024 19:08 4m 39s
Add CoxIngersollRossModel
Documentation #180: Commit 2ddce92 pushed by sschlenkrich
May 25, 2024 12:57 4m 40s main
May 25, 2024 12:57 4m 40s
Add CoxIngersollRossModel
Documentation #179: Pull request #80 opened by sschlenkrich
May 25, 2024 09:00 4m 34s sschlenkrich:wip/cir-credit-model
May 25, 2024 09:00 4m 34s
Add a new asset model using CEV process
Documentation #178: Commit 4d89177 pushed by sschlenkrich
May 12, 2024 13:35 4m 32s main
May 12, 2024 13:35 4m 32s
Avoid BLAS calls for small matrix operations
Documentation #176: Commit 0ed89be pushed by sschlenkrich
May 4, 2024 05:42 4m 42s main
May 4, 2024 05:42 4m 42s
Add more example model yamls
Documentation #174: Commit d5a67bf pushed by sschlenkrich
May 1, 2024 18:09 4m 53s main
May 1, 2024 18:09 4m 53s
Add more serialised examples
Documentation #173: Pull request #77 opened by sschlenkrich
May 1, 2024 09:56 4m 26s sschlenkrich:wip/add-examples
May 1, 2024 09:56 4m 26s
Add Brownian increments to simulation
Documentation #172: Commit 314fd35 pushed by sschlenkrich
April 12, 2024 12:35 4m 37s main
April 12, 2024 12:35 4m 37s
Add Brownian increments to simulation
Documentation #171: Pull request #76 synchronize by sschlenkrich
April 12, 2024 08:49 4m 38s sschlenkrich:wip/add-brownian-shocks
April 12, 2024 08:49 4m 38s
Bump version number for new release
Documentation #169: Commit 942be47 pushed by sschlenkrich
March 30, 2024 16:04 4m 41s main
March 30, 2024 16:04 4m 41s
Update documentation
Documentation #168: Commit 4e123a3 pushed by sschlenkrich
March 30, 2024 10:54 4m 39s main
March 30, 2024 10:54 4m 39s
Update documentation
Documentation #167: Pull request #75 opened by sschlenkrich
March 30, 2024 10:46 4m 36s sschlenkrich:wip/update-documentation
March 30, 2024 10:46 4m 36s
Fix and update github CI badges in README
Documentation #166: Commit c270c5e pushed by sschlenkrich
March 29, 2024 06:39 4m 52s main
March 29, 2024 06:39 4m 52s
Add serialisation for remote call Future objects
Documentation #165: Commit 0b66a4e pushed by sschlenkrich
March 28, 2024 19:57 4m 43s main
March 28, 2024 19:57 4m 43s
Re-factor numeraire curve key handling
Documentation #163: Commit ced3c38 pushed by sschlenkrich
March 17, 2024 17:10 5m 30s main
March 17, 2024 17:10 5m 30s
Update to GitHub actions for node 20
Documentation #161: Pull request #72 opened by sschlenkrich
March 9, 2024 07:22 4m 37s sschlenkrich:wip/update-checkout
March 9, 2024 07:22 4m 37s
Re-factor testing framework
Documentation #160: Commit 502c6b7 pushed by sschlenkrich
March 9, 2024 07:14 4m 42s main
March 9, 2024 07:14 4m 42s
Re-factor unittests and componenttests suite
Documentation #159: Pull request #71 synchronize by sschlenkrich
March 8, 2024 18:13 4m 37s sschlenkrich:wip/refactor-tests
March 8, 2024 18:13 4m 37s
Move precompile calls to seperate file
Documentation #157: Commit 9abafd3 pushed by sschlenkrich
March 8, 2024 17:37 4m 44s main
March 8, 2024 17:37 4m 44s