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Commits on Jul 12, 2018

• Publishing develop branch on nuget as version-preview.buildnumber

  amaggiulli

  committed
  322e36f

• Feature/appveyorscript (amaggiulli#209)

  Show description for e83e954
  amaggiulli

  authored
  e83e954

Commits on Jun 13, 2018

• Finish QLNet 1.11.1

  amaggiulli

  committed
  517338d

• Added accrualStartDate optional parameter to CashFlows.accruedAmount function to calculate accrued over irregular periods.

  amaggiulli

  committed
  f793230

Commits on Jun 11, 2018

• Merge pull request amaggiulli#196 from igitur/fix-sessionhelpers-for-convextmonotone

  Show description for 781a2aa
  amaggiulli

  authored
  781a2aa

Commits on Jun 10, 2018

• Merge pull request amaggiulli#206 from amaggiulli/develop

  Show description for d9928a8
  amaggiulli

  authored
  d9928a8

• Merge branch 'master' into develop

  amaggiulli

  committed
  e59c0ac

• Finish QLNet-v1.11.0

  amaggiulli

  committed
  411c35a

• Finish QLNet-v1.11.0

  amaggiulli

  committed
  283470d

• Update to 1.11.0 version.

  amaggiulli

  committed
  5e2732b

Commits on Jun 9, 2018

• Added raw calculation for WeightedAverageLife given a list of dates and a list of amounts.

  amaggiulli

  committed
  6cf92a7

Commits on Apr 9, 2018

• Merge pull request amaggiulli#203 from igitur/indexmanager-trygethistory

  Show description for c5bd5e1
  amaggiulli

  authored
  c5bd5e1

• Add helper method IndexManager.tryGetHistory

  igitur

  committed
  b4fe2d2

Commits on Apr 5, 2018

• Merge pull request amaggiulli#202 from igitur/fix-LfmCovarianceProxy-filename

  Show description for c7e5102
  amaggiulli

  authored
  c7e5102

• Fix filename after rename in amaggiulli@c0ea99c

  igitur

  committed
  2b6d998

Commits on Feb 28, 2018

• Added Range Accrual tests and fixed 2 bugs on RangeAccrual and InterpolatedSmileSection

  amaggiulli

  committed
  3a6a865

Commits on Feb 6, 2018

• Updated BlackVanillaOptionPricer constructor, check volatility type and shift.

  amaggiulli

  committed
  1d2312b

• Updated day count convention and spot lag by CAD fixings.

  amaggiulli

  committed
  ef4dbd4

• Updated Vanna Volga test values according with previous fix to double barrier KI.

  amaggiulli

  committed
  e59cdfe

• Fixed bug in Vanna-Volga method for double barrier knock in options.

  amaggiulli

  committed
  eac972a

• Merge branch 'develop' of https://github.com/amaggiulli/qlnet into develop

  amaggiulli

  committed
  1e7f51d

• Added Kirk Option Engine with test.

  amaggiulli

  committed
  19269b8

• Updated CONTRIBUTING.md [skip ci]

  amaggiulli

  authored
  d807825

Commits on Feb 5, 2018

• Updated Copyright License link to github.

  amaggiulli

  committed
  00b1f47

• Updated PULL_REQUEST_TEMPLATE.md [skip ci]

  amaggiulli

  authored
  9319304

• Renamed CONTRIBUTING.md to .github/CONTRIBUTING.md [skip ci]

  amaggiulli

  authored
  d47ccd8

• Renamed CODE_OF_CONDUCT.md to .github/CODE_OF_CONDUCT.md [skip ci]

  amaggiulli

  authored
  ae37d9f

• Created PULL_REQUEST_TEMPLATE.md [skip ci]

  amaggiulli

  authored
  3c6e4e7

• Created ISSUE_TEMPLATE.md [skip ci]

  amaggiulli

  authored
  5d48369

• Created LICENSE [skip ci]

  amaggiulli

  authored
  ea44f82

• Updated CONTRIBUTING.md [skip ci]

  amaggiulli

  authored
  281f56a

• Created CONTRIBUTING.md [skip ci]

  amaggiulli

  authored
  99f2d14

• Created CODE_OF_CONDUCT.md

  amaggiulli

  authored
  8765972

• Fix bug in getExistingHelpers for ConvexMonotone interpolation

  igitur

  committed
  11d5cc5

• Merge pull request amaggiulli#201 from amaggiulli/formatcode

  Show description for c328d39
  amaggiulli

  authored
  c328d39

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