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Remove obsoleted macos-14 from CI builds Compile single headers #5589: Commit 2897626 pushed by lballabio
30s macos-26
macos-26
30s
Update changelog Compile single headers #5588: Commit 2d7a355 pushed by lballabio
30s master
master
30s
Set version to 1.44-rc Compile single headers #5587: Pull request #2857 opened by lballabio-bot
11m 38s lballabio-bot:set-to-rc-master
lballabio-bot:set-to-rc-master
11m 38s
Update news and contributors Compile single headers #5586: Commit db8beb5 pushed by lballabio
34s master
master
34s
Tweak parameters in optimization example Compile single headers #5585: Commit 2dca7d1 pushed by lballabio
8m 5s master
master
8m 5s
Price continuous lookbacks when the carry is zero Compile single headers #5584: Pull request #2856 opened by mkzung
28m 55s mkzung:fix/lookback-zero-carry
mkzung:fix/lookback-zero-carry
28m 55s
Keep the digital American at-expiry price accurate at low volatility Compile single headers #5583: Pull request #2855 opened by mkzung
10m 40s mkzung:fix/digital-american-at-expiry-small-variance
mkzung:fix/digital-american-at-expiry-small-variance
10m 40s
Price barrier options at zero volatility in the analytic engine Compile single headers #5582: Pull request #2853 opened by mkzung
29s mkzung:fix/barrier-zero-volatility
mkzung:fix/barrier-zero-volatility
29s
Give Bjerksund-Stensland a value at zero volatility Compile single headers #5581: Pull request #2854 opened by mkzung
34s mkzung:fix/bjerksund-stensland-zero-volatility
mkzung:fix/bjerksund-stensland-zero-volatility
34s
Add Clang 22 to CI builds Compile single headers #5580: Commit 62cbcf0 pushed by lballabio
10m 58s master
master
10m 58s
Return a zero implied standard deviation from Li-RS at intrinsic (#2838) Compile single headers #5579: Commit a0a8202 pushed by lballabio
11m 8s master
master
11m 8s
Implement relevanceRates in CallSpecifiedMultiProduct and CallSpecifiedPathwiseMultiProduct Compile single headers #5578: Pull request #2852 opened by Nityahapani
Action required Nityahapani:fix/callspecified-implement-relevance-rates
Nityahapani:fix/callspecified-implement-relevance-rates
Action required
Return a zero implied standard deviation from Li-RS at intrinsic Compile single headers #5577: Pull request #2838 synchronize by lballabio
12m 7s Abhayindia:fix/lirs-implied-stddev-at-intrinsic
Abhayindia:fix/lirs-implied-stddev-at-intrinsic
12m 7s
Keep the RS implied-standard-deviation approximation finite (#2835) Compile single headers #5576: Commit fd71559 pushed by lballabio
15m 25s master
master
15m 25s
Add Clang 22 to CI builds Compile single headers #5575: Commit b2e2aad pushed by lballabio
1m 2s clang22
clang22
1m 2s
Add explicit calendar and business day units Compile single headers #5574: Pull request #2847 synchronize by jrile018
Action required jrile018:issue-2822-explicit-day-units
jrile018:issue-2822-explicit-day-units
Action required
Add explicit calendar and business day units Compile single headers #5573: Pull request #2847 synchronize by jrile018
Action required jrile018:issue-2822-explicit-day-units
jrile018:issue-2822-explicit-day-units
Action required
Implement quantile-based integration ranges in OneFactorCopula family Compile single headers #5572: Pull request #2851 opened by Nityahapani
Action required Nityahapani:fix/onefactorcopula-quantile-based-range
Nityahapani:fix/onefactorcopula-quantile-based-range
Action required
Implement two TODOs in ZabrModel: avoid redundant y() calls and validate strike ordering in fdPrice() Compile single headers #5571: Pull request #2850 opened by Nityahapani
Action required Nityahapani:fix/zabr-avoid-redundant-y-computation
Nityahapani:fix/zabr-avoid-redundant-y-computation
Action required
Simplify SwaptionVolatilityCube::atmStrike() using SwapIndex::clone(tenor) Compile single headers #5570: Pull request #2849 opened by Nityahapani
Action required Nityahapani:refactor/swaptionvolcube-use-clone-for-atmstrike
Nityahapani:refactor/swaptionvolcube-use-clone-for-atmstrike
Action required
Use IborIndex::maturityDate() in Gaussian1dModel::forwardRate() Compile single headers #5569: Pull request #2848 opened by Nityahapani
Action required Nityahapani:fix/gaussian1d-use-maturity-date
Nityahapani:fix/gaussian1d-use-maturity-date
Action required
Keep the RS implied-standard-deviation approximation finite Compile single headers #5568: Pull request #2835 synchronize by Abhayindia
33s Abhayindia:fix/rs-implied-stddev-nan
Abhayindia:fix/rs-implied-stddev-nan
33s
Add explicit calendar and business day units Compile single headers #5567: Pull request #2847 opened by jrile018
Action required jrile018:issue-2822-explicit-day-units
jrile018:issue-2822-explicit-day-units
Action required
Feature/pseudosqrt tests Compile single headers #5566: Pull request #2846 opened by losterbr
37s losterbr:feature/pseudosqrt-tests
losterbr:feature/pseudosqrt-tests
37s
Feature/gaussian1d float float swaption coverage Compile single headers #5565: Pull request #2845 synchronize by losterbr
2m 23s losterbr:feature/gaussian1d-float-float-swaption-coverage
losterbr:feature/gaussian1d-float-float-swaption-coverage
2m 23s