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Commits on Apr 24, 2024

• Removed features deprecated in version 1.30

  lballabio

  committed
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Commits on Dec 17, 2023

• Remove unnecessary anonymous namespaces

  lballabio

  committed
  98822d7

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Commits on Dec 15, 2023

• Use test-suite namespaces to avoid ambiguities.

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  lballabio

  committed
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Commits on Nov 15, 2023

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

  Sidsky

  committed
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Commits on Nov 8, 2023

• Update test-suite/dividendoption.cpp

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  Sidsky

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  lballabio

  authored
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Commits on Nov 2, 2023

• Added auto test case template in basketoption.cpp

  Sidsky

  committed
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Commits on Oct 27, 2023

• Migrated dividendoption.cpp

  Sidsky

  committed
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Commits on Jun 22, 2023

• Restore settings after every test

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  eltoder

  committed
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Commits on May 16, 2023

• Reclassify or speed up a few tests

  lballabio

  committed
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Commits on Feb 3, 2023

• Deprecate DividendVanillaOption

  lballabio

  committed
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Commits on Jan 31, 2023

• Pass dividends to FD Black-Scholes vanilla engine

  lballabio

  committed
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Commits on Jan 30, 2023

• Pass dividends to analytic engine instead of option

  lballabio

  committed
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Commits on Aug 26, 2022

• Automated fixes by clang-tidy

  

  github-actions[bot]

  authored and

  lballabio

  committed
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Commits on Jun 8, 2022

• consistently use Real datatype

  auto-differentiation-dev

  committed
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Commits on Apr 13, 2022

• Remove deprecated old-style FD shout and dividend shout engines

  lballabio

  committed
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Commits on Jan 10, 2022

• Update test message

  lballabio

  committed
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Commits on Nov 30, 2021

• Fix testEuropeanKnownValue test

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  matthewkolbe

  committed
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Commits on Feb 20, 2021

• Use initializer lists to create test data

  lballabio

  committed
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Commits on Feb 13, 2021

• Automated fixes by clang-tidy

  

  github-actions[bot]

  authored and

  lballabio

  committed
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Commits on Feb 11, 2021

• Automated fixes by clang-tidy

  

  github-actions[bot]

  authored and

  lballabio

  committed
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Commits on Feb 5, 2021

• Automated fixes by clang-tidy

  

  github-actions[bot]

  authored and

  lballabio

  committed
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Commits on Jun 28, 2020

• disable escrowed dividend model for path dependent options

  klausspanderen

  committed
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Commits on Mar 6, 2020

• Enable unity build for test suite.

  lballabio

  committed
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Commits on Nov 23, 2019

• Remove unused headers.

  lballabio

  committed
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Commits on Nov 9, 2019

• added theta exception tests

  klausspanderen

  committed
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Commits on Nov 8, 2019

• formatting

  klausspanderen

  committed
  98f7f46

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• fixed theta issue if discrete dividend is payed today

  klausspanderen

  committed
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Commits on Nov 6, 2019

• Separate testing for null dividends and dividend on today's date.

  lballabio

  committed
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Commits on Oct 25, 2019

• Deprecate remaining old-style FD dividend options.

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  lballabio

  committed
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Commits on Oct 17, 2019

• Merge pull request #702.

  lballabio

  committed
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Commits on Oct 4, 2019

• added factory methods for FdHestonVanillaEngine

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  klausspanderen

  committed
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Commits on Oct 2, 2019

• fixed AnalyticDividendEuropeanEngine

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  klausspanderen

  committed
  d4f3f4b

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• added escrowed dividend model to Black-Scholes-Merton PDE engine

  klausspanderen

  committed
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Commits on Sep 27, 2019

• Deprecate old dividend engines.

  lballabio

  committed
  26e061b

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Commits on Apr 29, 2019

• quanto adjustment for Black-Scholes-Merton and Heston Local Volatiltiy

  klausspanderen

  committed
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