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losterbr
QuantLib
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Linux build
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Check CMake file list and VC++ projects
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Fix deprecated uses of ext namespace
Fix deprecated uses of ext namespace
Fix inclusions of ql headers in double quotes
Fix inclusions of ql headers in double quotes
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test-suite: add joint stochastic process tests
Linux build
#82:
Commit
1820e91
pushed by
losterbr
1h 21m 57s
joint-stochastic-process-tests
joint-stochastic-process-tests
1h 21m 57s
View workflow file
ci: check test cases for messages
Linux build
#81:
Commit
10e47c3
pushed by
losterbr
1h 10m 30s
add-missing-test-messages
add-missing-test-messages
1h 10m 30s
View workflow file
Removed comment pointing at issue fixed in 2916.
Linux build
#80:
Commit
24afbfa
pushed by
losterbr
1h 20m 55s
feature/markov-functional-coverage
feature/markov-functional-coverage
1h 20m 55s
View workflow file
Adding test messages.
Linux build
#79:
Commit
0e4f4f2
pushed by
losterbr
1h 35m 27s
feature/markov-functional-coverage
feature/markov-functional-coverage
1h 35m 27s
View workflow file
Merge branch 'master' into fix/markovfunctional-flat-tail-last-node
Linux build
#78:
Commit
c3e1aa3
pushed by
lballabio
1h 9m 41s
fix/markovfunctional-flat-tail-last-node
fix/markovfunctional-flat-tail-last-node
1h 9m 41s
View workflow file
Merge branch 'master' into fix/alpha-finder-robustness
Linux build
#77:
Commit
5098d14
pushed by
lballabio
2h 37m 14s
fix/alpha-finder-robustness
fix/alpha-finder-robustness
2h 37m 14s
View workflow file
Merge branch 'master' into fix/interest-rate-null-state
Linux build
#76:
Commit
fc4bfa5
pushed by
lballabio
2h 26m 28s
fix/interest-rate-null-state
fix/interest-rate-null-state
2h 26m 28s
View workflow file
Merge branch 'master' into feature/cashflows-coverage
Linux build
#75:
Commit
7255a22
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lballabio
1h 54m 24s
feature/cashflows-coverage
feature/cashflows-coverage
1h 54m 24s
View workflow file
added test messages.
Linux build
#74:
Commit
3940544
pushed by
losterbr
3h 59m 25s
improve-energybasisswap-coverage
improve-energybasisswap-coverage
3h 59m 25s
View workflow file
added test message.
Linux build
#73:
Commit
3b26191
pushed by
losterbr
3h 55m 18s
fix/markovfunctional-flat-tail-last-node
fix/markovfunctional-flat-tail-last-node
3h 55m 18s
View workflow file
Adding test messages.
Linux build
#72:
Commit
8964e73
pushed by
losterbr
3h 52m 12s
feature/markov-functional-coverage
feature/markov-functional-coverage
3h 52m 12s
View workflow file
added test message.
Linux build
#71:
Commit
7fe9f9f
pushed by
losterbr
3h 55m 58s
feature/cashflows-coverage
feature/cashflows-coverage
3h 55m 58s
View workflow file
Added test messages
Linux build
#70:
Commit
428a91a
pushed by
losterbr
4h 6m 12s
fix/interest-rate-null-state
fix/interest-rate-null-state
4h 6m 12s
View workflow file
Add messages to alpha finder tests
Linux build
#69:
Commit
162ae3e
pushed by
losterbr
2h 27m 24s
fix/alpha-finder-robustness
fix/alpha-finder-robustness
2h 27m 24s
View workflow file
Fix flat payoff extrapolation endpoint
Linux build
#68:
Commit
7d52be6
pushed by
losterbr
1h 10m 19s
fix/markovfunctional-flat-tail-last-node
fix/markovfunctional-flat-tail-last-node
1h 10m 19s
View workflow file
Document Markov-functional flat-tail value selection
Linux build
#67:
Commit
8d811f2
pushed by
losterbr
27m 23s
feature/markov-functional-coverage
feature/markov-functional-coverage
27m 23s
View workflow file
Refresh Markov-functional time-zero numeraire after updates
Linux build
#66:
Commit
f9940bb
pushed by
losterbr
1h 21m 39s
feature/markov-functional-coverage
feature/markov-functional-coverage
1h 21m 39s
View workflow file
Test maximum-homogeneity calibration end to end
Linux build
#65:
Commit
a7b517b
pushed by
losterbr
1h 7m 8s
fix/alpha-finder-robustness
fix/alpha-finder-robustness
1h 7m 8s
View workflow file
Guard null interest rates and unsupported compounding
Linux build
#64:
Commit
a9fc31f
pushed by
losterbr
1h 28m 57s
fix/interest-rate-null-state
fix/interest-rate-null-state
1h 28m 57s
View workflow file
Expand cash-flow analysis test coverage
Linux build
#63:
Commit
b299f5a
pushed by
losterbr
1h 22m 42s
feature/cashflows-coverage
feature/cashflows-coverage
1h 22m 42s
View workflow file
Guard null interest rates and unsupported compounding
Linux build
#62:
Commit
24b1e1c
pushed by
losterbr
1h 10m 4s
fix/interest-rate-null-state
fix/interest-rate-null-state
1h 10m 4s
View workflow file
Fix pseudo square root row mismatch message
Linux build
#61:
Commit
197a002
pushed by
losterbr
47m 39s
feature/pseudosqrt-tests
feature/pseudosqrt-tests
47m 39s
View workflow file
Guard empty pseudosqrt matrices
Linux build
#60:
Commit
f3f7890
pushed by
losterbr
1h 12m 5s
feature/pseudosqrt-tests
feature/pseudosqrt-tests
1h 12m 5s
View workflow file
Reuse rollback OAS discount factor
Linux build
#59:
Commit
3218632
pushed by
losterbr
1h 10m 11s
feature/gaussian1d-float-float-swaption-coverage
feature/gaussian1d-float-float-swaption-coverage
1h 10m 11s
View workflow file
Test Gaussian float-float rollback value
Linux build
#58:
Commit
90e7880
pushed by
losterbr
1h 25m 29s
feature/gaussian1d-float-float-swaption-coverage
feature/gaussian1d-float-float-swaption-coverage
1h 25m 29s
View workflow file
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