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Commits on Oct 29, 2016

• Migration to Python 3.

  

  yves

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Commits on Apr 26, 2016

• Minor fixes in risk reports.

  

  yves

  committed
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Commits on Apr 8, 2016

• Add rho to svjd update method.

  

  yves

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Commits on Apr 4, 2016

• Allowing correlations DataFrame for multi-risk valuation objects.

  

  yves

  committed
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Commits on Feb 1, 2016

• Added Vasicek & SABR models.

  

  yves

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Commits on Jan 9, 2016

• Updated multi-risk Jupyter notebook.

  

  Yves

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• Started new Greeks for multi-risk classes.

  

  Yves

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Commits on Jan 8, 2016

• Slight updates notebooks.

  

  yves

  committed
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• Bug fix multi-risk Greeks.

  

  yves

  committed
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Commits on Jan 4, 2016

• Added new Greeks (gamma, theta, rho).

  

  yves

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Commits on Oct 6, 2015

• Update setup.py.

  

  yves

  committed
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• Merge pull request #1 from rajanshah/feature/setup

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  yhilpisch

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Commits on Sep 26, 2015

• incorporate setup

  

  IntelliMind

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  IntelliMind

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Commits on Sep 2, 2015

• Update README.md.

  

  Yves

  committed
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• Jupyter Notebooks; seaborn style.

  

  Yves

  committed
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Commits on Aug 8, 2015

• Merge branch 'master' of https://github.com/yhilpisch/dx

  

  yves

  committed
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• Use agg backend for mpl.

  

  yves

  committed
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Commits on Apr 21, 2015

• Updates IPYNBs for Risk Reports.

  

  Yves

  committed
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Commits on Apr 14, 2015

• New portfolio risk implementation.

  

  yves

  committed
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Commits on Apr 4, 2015

• Parallel Delta & Vega Calculations.

  

  yves

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Commits on Mar 30, 2015

• Parallel risk sensitivities.

  

  yves

  committed
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Commits on Mar 29, 2015

• Parallel full distributions.

  

  yves

  committed
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Commits on Jan 30, 2015

• Changed correlation handling; added VAR portfolio class.

  

  yves

  committed
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Commits on Jan 10, 2015

• Stochastic short rates, complex portfolio example.

  

  Yves

  committed
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Commits on Nov 22, 2014

• Update github markdown.

  

  Yves

  committed
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• Update github markdown.

  

  Yves

  committed
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• Initial commit early bird version (PyData NYC).

  yhilpisch

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• Initial commit

  

  Yves Hilpisch

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