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Commits on May 28, 2014

• Merge pricers by students of Polytech'Nice Sophia.

  lballabio

  committed
  1786984

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• Clean up compound engine code.

  lballabio

  committed
  88c9b65

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Commits on May 27, 2014

• Merge pull request #99.

  lballabio

  committed
  88aedba

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• Merge pull request #96.

  lballabio

  committed
  f867953

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Commits on May 23, 2014

• Added experimental two-asset correlation option.

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  lballabio

  committed
  7055482

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• Moved compound option with other exotic options.

  lballabio

  committed
  099283c

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• Added working weekend in China inter-bank calendar from 2005

  wegamekinglc

  committed
  1b2e5c3

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Commits on May 22, 2014

• Added experimental partial-time barrier option.

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  lballabio

  committed
  65af690

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• Added experimental holder-extensible option.

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  lballabio

  committed
  b154daa

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• Merge pull request #81.

  lballabio

  committed
  549bbff

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• Merge pull request #97.

  lballabio

  committed
  db0990e

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• More tab fixes

  igitur

  committed
  dc59208

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• Change tabs to spaces

  igitur

  committed
  382f96b

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• Add ex-coupon parameters to FixedRateBondHelper

  igitur

  committed
  eaadc8e

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Commits on May 21, 2014

• Added experimental complex chooser option.

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  lballabio

  committed
  1b5ca8a

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Commits on May 17, 2014

• optimize matrix multiplication

  pcaspers

  committed
  714bb76

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Commits on May 14, 2014

• Merge pull request #94.

  lballabio

  committed
  30404c9

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• Add VC++/Dev-C++ projects.

  lballabio

  committed
  edc8423

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• Ignore new artifact

  lballabio

  committed
  d7e9264

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• Add possibility to not wait for user input.

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  lballabio

  committed
  d2cc3a8

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• Use old version of boost::timer.

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  lballabio

  committed
  0e61024

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Commits on May 13, 2014

• Added links to more instructions.

  lballabio

  committed
  d82e723

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• Avoid unsigned underflow.

  lballabio

  committed
  58cb7ec

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Commits on May 7, 2014

• Fix addresses of list mirrors at Nabble.

  lballabio

  committed
  2362e43

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• Use explicit conversions to avoid a few warnings in VC++11.

  lballabio

  committed
  2b5a6b7

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• Fix vector access in error message.

  lballabio

  committed
  c967ac8

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Commits on May 4, 2014

• remove debug line

  pcaspers

  committed
  04c3715

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Commits on May 3, 2014

• fix nominal threshold and guess for calibrating swaption's maturity

  pcaspers

  committed
  7384c71

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• allow swap engine for float float swap instrument

  pcaspers

  committed
  48f0f6f

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• fix member and parameter types

  pcaspers

  committed
  5521305

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• add example for gaussian 1d models

  pcaspers

  committed
  3d520d4

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Commits on Apr 28, 2014

• Merge pull request #93.

  lballabio

  committed
  5296afb

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• Export new interbank Chinese calendar.

  lballabio

  committed
  716684e

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• Hide implementation of working weekends as set.

  lballabio

  committed
  c25981f

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• Rename inner class for consistency.

  lballabio

  committed
  2817003

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