Commits

Breadcrumbs

History for

ondevelop

User selector

All users

All time

Commit history

Commits on Mar 2, 2021

• Fixed ActualActualISMA daycounter calculation for long/short final periods, thanks @kristofferpagels.

  Show description for f0d80d3
  amaggiulli

  committed
  f0d80d3

  Copy full SHA for f0d80d3

Commits on Feb 24, 2021

• Add utility Date.ToDateTime() method (#263)

  igitur

  authored
  452499e

  Copy full SHA for 452499e

Commits on Sep 14, 2020

• Fixed helpers sort for Piecewise Curves. This should fix #260

  amaggiulli

  committed
  82cf2d1

  Copy full SHA for 82cf2d1

Commits on May 20, 2020

• #256 - Fixed Denmark holidays, thx @hhaldn

  amaggiulli

  committed
  549a72d

  Copy full SHA for 549a72d

Commits on May 11, 2020

• Feature #253 (#254)

  Show description for b19ac52
  amaggiulli

  authored
  b19ac52

  Copy full SHA for b19ac52

Commits on May 7, 2020

• #252 Fixed LineSearchBasedMethod.minimize, thx @hhaldn for spotting it.

  amaggiulli

  committed
  b5a730b

  Copy full SHA for b5a730b

Commits on Apr 22, 2020

• QLNet 1.11.4

  amaggiulli

  committed
  a703bb9

  Copy full SHA for a703bb9

Commits on Apr 2, 2020

• Fixing outdated sonarqube and adding dotnet core tests (#248)

  Show description for 3dce73f
  potatman

  authored
  3dce73f

  Copy full SHA for 3dce73f

Commits on Jan 29, 2020

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

  Show description for 46075c8
  

  tournierjc

  authored
  46075c8

  Copy full SHA for 46075c8

Commits on Jan 20, 2020

• Add Quanto Term Structure (#243)

  Show description for 3b313ec
  

  tournierjc

  authored and

  amaggiulli

  committed
  3b313ec

  Copy full SHA for 3b313ec

• Add Cumulative & Inverse Cumulative Chi² Distrib (#242)

  

  tournierjc

  authored and

  amaggiulli

  committed
  68b7f68

  Copy full SHA for 68b7f68

• Fix AdaptiveRungeKutta (#241)

  Show description for a170d03
  

  tournierjc

  authored and

  amaggiulli

  committed
  a170d03

  Copy full SHA for a170d03

Commits on Jan 18, 2020

• MC Barrier Engine (#240)

  Show description for 7ed37d5
  

  tournierjc

  authored and

  amaggiulli

  committed
  7ed37d5

  Copy full SHA for 7ed37d5

Commits on Jan 17, 2020

• [Heston process] Fix Broadie-Kaya exact scheme (#239)

  

  tournierjc

  authored and

  amaggiulli

  committed
  b08aeba

  Copy full SHA for b08aeba

• Add Cumulative Gamma distribution (#236)

  

  tournierjc

  authored and

  amaggiulli

  committed
  e556068

  Copy full SHA for e556068

• Old Project Files Fix (#235) [skip ci]

  Show description for 0405f1c
  

  tournierjc

  authored and

  amaggiulli

  committed
  0405f1c

  Copy full SHA for 0405f1c

Commits on Nov 19, 2019

• Added a new QLNet Exception.

  amaggiulli

  committed
  8954646

  Copy full SHA for 8954646

Commits on Oct 29, 2019

• Fixed Date GetHashCode , compute hash on readonly field.

  amaggiulli

  committed
  1a0a999

  Copy full SHA for 1a0a999

Commits on Oct 22, 2019

• Date.GetHashCode() implemented

  

  Roman Shchekin

  committed
  af5d041

  Copy full SHA for af5d041

Commits on Sep 20, 2019

• Fixed WAL calculation for past dates with test.

  amaggiulli

  committed
  800542f

  Copy full SHA for 800542f

Commits on Aug 16, 2019

• Added a new QLNet Exceptions (fixed missing source file).

  amaggiulli

  committed
  57e816e

  Copy full SHA for 57e816e

• Added a new QLNet Exceptions.

  amaggiulli

  committed
  9633df8

  Copy full SHA for 9633df8

Commits on Jun 5, 2019

• QLNet 1.11.3

  amaggiulli

  committed
  e466712

  Copy full SHA for e466712

Commits on May 24, 2019

• Added a new QLNet Exceptions.

  amaggiulli

  committed
  f56d265

  Copy full SHA for f56d265

Commits on May 6, 2019

• Merge pull request #230 from muichkine/develop

  Show description for 591ece9
  amaggiulli

  authored
  591ece9

  Copy full SHA for 591ece9

• Merged Constatns.BasisPoint into Const.BASIS_POINT

  oliviermilla

  committed
  0d0abe5

  Copy full SHA for 0d0abe5

Commits on May 2, 2019

• One more fix for appveyor

  potatman

  committed
  37dfa23

  Copy full SHA for 37dfa23

• Making all projects dotnet standard. (Changes minimum framework to net 4.5.1)

  potatman

  committed
  ebd39f2

  Copy full SHA for ebd39f2

Commits on Apr 23, 2019

• Constants.BasisPoint

  oliviermilla

  committed
  182c17e

  Copy full SHA for 182c17e

• use Constants.BasisPoint

  oliviermilla

  committed
  e05f748

  Copy full SHA for e05f748

• Centralized the definition of BasisPoint

  oliviermilla

  committed
  b3f0852

  Copy full SHA for b3f0852

• Fixed 2 Filename Case

  oliviermilla

  committed
  f3d65d2

  Copy full SHA for f3d65d2

Commits on Apr 11, 2019

• Merge pull request #227 from muichkine/develop

  Show description for 30859f7
  amaggiulli

  authored
  30859f7

  Copy full SHA for 30859f7

• Fixed CSProj for file name changed (Fixedbondrate.cs)

  

  Olivier Milla

  committed
  90623b7

  Copy full SHA for 90623b7

Commits on Apr 10, 2019

• Fixedratebond.cs => FixedRateBond.cs

  oliviermilla

  authored
  bb0bbb4

  Copy full SHA for bb0bbb4