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Commits on Jan 17, 2025

• Make a few variables constexpr

  lballabio

  committed
  806a630

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Commits on Dec 30, 2024

• formatting

  klausspanderen

  committed
  c76169b

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• formatting

  klausspanderen

  committed
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Commits on Dec 23, 2024

• first light

  klausspanderen

  committed
  ef6e214

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Commits on Nov 18, 2024

• Merge branch 'master' into inner-product-fixes

  auto-differentiation-dev

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• Reference copysign from std namespace

  auto-differentiation-dev

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  f37ba21

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• Add explicit conversion to Real in inner_product

  auto-differentiation-dev

  authored
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• Automated fixes by clang-tidy

  

  github-actions[bot]

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  lballabio

  committed
  bb4b781

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Commits on Nov 11, 2024

• moved SumExponentialsRootSolver to detail namespace

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  klausspanderen

  committed
  4529267

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Commits on Nov 9, 2024

• fixed typos

  klausspanderen

  committed
  22f4e82

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• fixed test suite runtime

  klausspanderen

  committed
  fd38501

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Commits on Nov 6, 2024

• remove print statement

  klausspanderen

  committed
  3c0b6e2

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• fixed test cases

  klausspanderen

  committed
  095f862

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Commits on Nov 5, 2024

• introduced FDM Wiener operator

  klausspanderen

  committed
  a7fa540

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Commits on Oct 21, 2024

• fixed VS build files

  klausspanderen

  committed
  b40e6e8

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• fixed smaller issues

  klausspanderen

  committed
  3ffc47a

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• large spread and basket option test case

  klausspanderen

  committed
  4e44689

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Commits on Oct 19, 2024

• forward deltas for Choi engine

  klausspanderen

  committed
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Commits on Oct 9, 2024

• secure intermediate results

  klausspanderen

  committed
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Commits on Sep 1, 2024

• .

  klausspanderen

  committed
  67b3201

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Commits on Aug 11, 2024

• Merge remote-tracking branch 'origin/spread_option' into spread_option

  klausspanderen

  committed
  fcbe0a5

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• added halley solver

  klausspanderen

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Commits on Jul 24, 2024

• Move test to faster section

  lballabio

  committed
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Commits on Jul 11, 2024

• .

  klausspanderen

  committed
  b01e2d8

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Commits on Jul 8, 2024

• first step for Choi engine

  klausspanderen

  committed
  ad14f6f

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Commits on Jun 27, 2024

• second order approximation

  klausspanderen

  committed
  ed9ee5b

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Commits on Jun 2, 2024

• first version ready

  klausspanderen

  committed
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Commits on Apr 1, 2024

• first light

  klausspanderen

  committed
  6f0f78b

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Commits on Feb 23, 2024

• fixed syntax error

  klausspanderen

  committed
  d295a28

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• Bjerksund-Stensland spread engine

  klausspanderen

  committed
  bf1d880

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Commits on Dec 17, 2023

• Remove unnecessary anonymous namespaces

  lballabio

  committed
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Commits on Dec 15, 2023

• Use test-suite namespaces to avoid ambiguities.

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  lballabio

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Commits on Nov 15, 2023

• Refactored speedlevel.cpp to preconditions.cpp to group preconditions

  Sidsky

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Commits on Nov 8, 2023

• Group parametric tests in sub-suite to allow precondition

  lballabio

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Commits on Nov 2, 2023

• Migrated equitytotalreturnswap.cpp

  Sidsky

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