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Add bermudan regression based on exercise trigger Documentation #131: Commit a5a5a27 pushed by sschlenkrich
January 4, 2024 18:48 4m 22s main
main
January 4, 2024 18:48 4m 22s
Add bermudan regression based on exercise trigger Documentation #130: Pull request #60 opened by sschlenkrich
January 4, 2024 18:39 4m 29s sschlenkrich:wip/update-bermudan
sschlenkrich:wip/update-bermudan
January 4, 2024 18:39 4m 29s
Fix and add unittests Documentation #129: Commit a03c0c8 pushed by sschlenkrich
December 30, 2023 06:16 4m 21s main
main
December 30, 2023 06:16 4m 21s
Add more views, dots and specialised model functions Documentation #128: Pull request #59 synchronize by sschlenkrich
December 30, 2023 05:26 4m 17s sschlenkrich:wip/add-views-and-dots
sschlenkrich:wip/add-views-and-dots
December 30, 2023 05:26 4m 17s
Add more views, dots and specialised model functions Documentation #127: Pull request #59 opened by sschlenkrich
December 30, 2023 04:55 4m 23s sschlenkrich:wip/add-views-and-dots
sschlenkrich:wip/add-views-and-dots
December 30, 2023 04:55 4m 23s
Add broadcast operators Documentation #126: Commit 628bfe6 pushed by sschlenkrich
December 27, 2023 17:15 4m 23s main
main
December 27, 2023 17:15 4m 23s
Add broadcast operators Documentation #125: Pull request #58 opened by sschlenkrich
December 27, 2023 17:07 4m 23s sschlenkrich:wip/broadcasting
sschlenkrich:wip/broadcasting
December 27, 2023 17:07 4m 23s
Update project dependencies Documentation #124: Commit a840af8 pushed by sschlenkrich
December 27, 2023 11:03 4m 22s main
main
December 27, 2023 11:03 4m 22s
Add CVA and DVA calculation Documentation #123: Commit 41f5d6c pushed by sschlenkrich
December 27, 2023 10:40 4m 34s main
main
December 27, 2023 10:40 4m 34s
Add collateral modelling and CVA/DVA calculation Documentation #122: Pull request #57 opened by sschlenkrich
December 27, 2023 09:37 4m 19s sschlenkrich:wip/xva-analytics
sschlenkrich:wip/xva-analytics
December 27, 2023 09:37 4m 19s
Add Bermudan swaption to Examples Documentation #121: Commit 1753f67 pushed by sschlenkrich
December 23, 2023 16:55 2m 59s main
main
December 23, 2023 16:55 2m 59s
Add European and Bermudan swaptions to Example generation Documentation #120: Pull request #56 synchronize by sschlenkrich
December 23, 2023 16:44 2m 48s sschlenkrich:wip/swaption-examples
sschlenkrich:wip/swaption-examples
December 23, 2023 16:44 2m 48s
Add European and Bermudan swaptions to Example generation Documentation #119: Pull request #56 synchronize by sschlenkrich
December 23, 2023 16:04 2m 38s sschlenkrich:wip/swaption-examples
sschlenkrich:wip/swaption-examples
December 23, 2023 16:04 2m 38s
Add European and Bermudan swaptions to Example generation Documentation #118: Pull request #56 opened by sschlenkrich
December 23, 2023 15:25 2m 48s sschlenkrich:wip/swaption-examples
sschlenkrich:wip/swaption-examples
December 23, 2023 15:25 2m 48s
Add additional component tests for gradient calculation Documentation #117: Commit f7c0d03 pushed by sschlenkrich
December 18, 2023 08:45 2m 47s main
main
December 18, 2023 08:45 2m 47s
Amend correlation holder and add tests Documentation #116: Pull request #55 opened by sschlenkrich
December 18, 2023 07:20 2m 36s sschlenkrich:wip/sensitivities
sschlenkrich:wip/sensitivities
December 18, 2023 07:20 2m 36s
Refactor sensitivity calculation for AMC payoffs Documentation #115: Commit 90501d9 pushed by sschlenkrich
December 10, 2023 19:02 2m 48s main
main
December 10, 2023 19:02 2m 48s
Refactor sensitivity calculation for AMC payoffs Documentation #114: Pull request #53 synchronize by sschlenkrich
December 10, 2023 18:43 2m 55s sschlenkrich:wip/amc-sensitivities
sschlenkrich:wip/amc-sensitivities
December 10, 2023 18:43 2m 55s
Refactor sensitivity calculation for AMC payoffs Documentation #113: Pull request #53 synchronize by sschlenkrich
December 10, 2023 18:12 2m 48s sschlenkrich:wip/amc-sensitivities
sschlenkrich:wip/amc-sensitivities
December 10, 2023 18:12 2m 48s
Refactor sensitivity calculation for AMC payoffs Documentation #112: Pull request #53 opened by sschlenkrich
December 10, 2023 17:54 2m 45s sschlenkrich:wip/amc-sensitivities
sschlenkrich:wip/amc-sensitivities
December 10, 2023 17:54 2m 45s
Add ZeroCurve rebuild warning Documentation #111: Commit 27e6c73 pushed by sschlenkrich
December 4, 2023 09:53 2m 40s main
main
December 4, 2023 09:53 2m 40s
Add LinearZeroCurve Documentation #110: Pull request #52 opened by sschlenkrich
December 4, 2023 09:15 2m 48s sschlenkrich:wip/linear-zero-curve
sschlenkrich:wip/linear-zero-curve
December 4, 2023 09:15 2m 48s
Refactor AMC regression calibration Documentation #109: Commit b11d880 pushed by sschlenkrich
December 4, 2023 08:59 2m 37s main
main
December 4, 2023 08:59 2m 37s
Update AMC regression Documentation #108: Pull request #51 opened by sschlenkrich
December 4, 2023 08:44 2m 40s sschlenkrich:wip/update-amc-regression
sschlenkrich:wip/update-amc-regression
December 4, 2023 08:44 2m 40s
Update project dependencies Documentation #107: Commit 2bda6b6 pushed by sschlenkrich
November 26, 2023 10:51 2m 46s main
main
November 26, 2023 10:51 2m 46s