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Commits on Jul 9, 2026

• Fix trinomial tree excessive branching with tests

  amaggiulli

  committed
  74cd497

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Commits on Apr 2, 2026

• [skip ci] Added early close tests for 2026

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  amaggiulli

  committed
  808a2c3

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Commits on Apr 1, 2026

• [GH-316] Convert legacy Doxygen comments to XML docs (#318)

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  amaggiulli

  authored
  1e37a51

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Commits on May 28, 2025

• [GH-286] Asian Engines (#302)

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  amaggiulli

  authored
  56f9136

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Commits on Nov 14, 2024

• [GH-291] Fixing SonarQube issues classified as bug.

  amaggiulli

  committed
  41a5180

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Commits on Jan 29, 2020

• Add Cranck-Nicholson, Method of Lines & TrBDF2 schemes (#244)

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  tournierjc

  authored
  46075c8

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Commits on Jan 20, 2020

• Add Quanto Term Structure (#243)

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  tournierjc

  authored and

  amaggiulli

  committed
  3b313ec

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Commits on Sep 20, 2018

• Added Binomial Tsiveriotis-Fernandes engine for convertible bonds with tests.Thanks @maittaeb for the initial version. This close #217

  amaggiulli

  committed
  15cca8c

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Commits on Feb 5, 2018

• Updated Copyright License link to github.

  amaggiulli

  committed
  00b1f47

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Commits on Feb 2, 2018

• Removed unnecessary semicolons.

  amaggiulli

  committed
  7ad8913

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• Uniformed file names to CamelCase standard

  amaggiulli

  committed
  c0ea99c

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• Initial code refactoring

  amaggiulli

  committed
  0af035b

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Commits on Nov 17, 2017

• Remove unecessary header

  

  tournierjc

  authored
  610009e

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• Add shuffle function for IList<T>

  

  tournierjc

  authored
  6729342

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Commits on Oct 27, 2017

• Fix SonarQube

  

  tournierjc

  authored
  406f84e

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• Fix SonarQube

  

  tournierjc

  authored
  66c5b10

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• Fix AppVeyor

  

  tournierjc

  authored
  243e81d

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• Fix SonarQube

  

  tournierjc

  authored
  a9ff37f

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Commits on Oct 26, 2017

• 1 line was missing

  

  tournierjc

  authored
  c92776e

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• Affine model utilities add

  

  tournierjc

  authored
  48780ce

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• Bermudan condition bug fix

  

  tournierjc

  authored
  ac9f04a

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• FDM Hull White Solver add

  

  tournierjc

  authored
  2ffa5df

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• TripleBandLinear op bug fix

  

  tournierjc

  authored
  103091c

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• Hull White operator add

  

  tournierjc

  authored
  a0161ba

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• 1D Simple mesher add

  

  tournierjc

  authored
  ee20b5b

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Commits on Oct 2, 2017

• Fixed Bugs issues , code refactoring & cleanup.

  amaggiulli

  committed
  b9c4eba

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• Fixed Vulnerability issues , code refactoring & cleanup.

  amaggiulli

  committed
  ee3f199

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• Fix pull request #172

  amaggiulli

  committed
  44e7459

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Commits on Sep 28, 2017

• SonarQube fixes 3

  

  tournierjc

  committed
  0571bf8

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• SonarQube fixes 2

  

  tournierjc

  committed
  fcc1e90

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• SonarQube fixes

  

  tournierjc

  committed
  06e40f4

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Commits on Sep 26, 2017

• First port of Finite differences method from Quantlit

  

  jiskin

  committed
  0cb99dc

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Commits on Apr 28, 2017

• Removed unnecessary cast.

  amaggiulli

  committed
  8141b66

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Commits on Apr 21, 2017

• Fixed Sonar vulnerabilities.

  amaggiulli

  committed
  ada3c89

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Commits on Mar 28, 2017

• Moved sources

  amaggiulli

  committed
  c5198a6

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