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corrected roadmap status CI #137: Commit a8f648e pushed by aleCombi
March 31, 2025 17:40 1m 55s master
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March 31, 2025 17:40 1m 55s
updated roadmap CI #136: Commit 28ffb77 pushed by aleCombi
March 31, 2025 17:28 10m 29s master
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March 31, 2025 17:28 10m 29s
Added antithetic variates, example sheet checking accuracy, variance,… CI #135: Commit ca4b970 pushed by aleCombi
March 31, 2025 17:27 9m 47s master
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March 31, 2025 17:27 9m 47s
Added mc vs analytic greeks test CI #134: Commit 3e34a47 pushed by aleCombi
March 30, 2025 17:55 2m 10s master
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March 30, 2025 17:55 2m 10s
Correcting order of includes CI #133: Commit b5d505d pushed by aleCombi
March 30, 2025 16:31 1m 54s master
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March 30, 2025 16:31 1m 54s
Corrections to lsm CI #132: Commit 48d305d pushed by aleCombi
March 30, 2025 16:20 1m 5s master
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March 30, 2025 16:20 1m 5s
New custom ensemble problem and solution to handle seeds explicitely CI #131: Commit 268e985 pushed by aleCombi
March 30, 2025 16:04 1m 31s master
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March 30, 2025 16:04 1m 31s
Trying montecarlo derivatives with lenses CI #130: Commit f167047 pushed by aleCombi
March 30, 2025 15:32 2m 9s master
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March 30, 2025 15:32 2m 9s
adjusting bumped mc example CI #129: Commit c5c097c pushed by aleCombi
March 30, 2025 13:46 9m 33s master
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March 30, 2025 13:46 9m 33s
Adding interpolaation builder to the rate curve to support AD CI #128: Commit e84a4e2 pushed by aleCombi
March 30, 2025 10:35 2m 20s master
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March 30, 2025 10:35 2m 20s
Testing greeks with interpolation CI #127: Commit 9161f02 pushed by aleCombi
March 30, 2025 09:47 1m 56s master
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March 30, 2025 09:47 1m 56s
added interest rate agreement test CI #126: Commit 4fd365d pushed by aleCombi
March 29, 2025 17:48 1m 43s master
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March 29, 2025 17:48 1m 43s
Added theta to greeks agreement test CI #125: Commit 8865b06 pushed by aleCombi
March 29, 2025 17:43 1m 49s master
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March 29, 2025 17:43 1m 49s
Adjusted bs analytic theta and restricted bs analytic greeks CI #124: Commit 3a1a5dc pushed by aleCombi
March 29, 2025 17:25 4m 34s master
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March 29, 2025 17:25 4m 34s
Testing analytical bs greeks CI #123: Commit aa94b46 pushed by aleCombi
March 29, 2025 15:57 1m 46s master
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March 29, 2025 15:57 1m 46s
Correcting for ticks everywhere CI #122: Commit 04c018b pushed by aleCombi
March 29, 2025 15:25 1m 51s master
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March 29, 2025 15:25 1m 51s
Now by default df and zero rate accept ticks. CI #121: Commit 75c9129 pushed by aleCombi
March 29, 2025 14:44 1m 32s master
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March 29, 2025 14:44 1m 32s
Moving from dates to ticks CI #120: Commit 7663df9 pushed by aleCombi
March 29, 2025 12:33 1m 24s master
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March 29, 2025 12:33 1m 24s
added analytical greeks for black scholes CI #119: Commit dde3d72 pushed by aleCombi
March 29, 2025 11:02 1m 51s master
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March 29, 2025 11:02 1m 51s
naming correction CI #118: Commit ce2d22e pushed by aleCombi
March 29, 2025 10:08 1m 9s master
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March 29, 2025 10:08 1m 9s
supporting forward and backward difference in FD CI #117: Commit 1d6db7a pushed by aleCombi
March 29, 2025 09:59 1m 15s master
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March 29, 2025 09:59 1m 15s
rate curve lenses in the library CI #116: Commit 7c94442 pushed by aleCombi
March 29, 2025 08:55 7m 38s master
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March 29, 2025 08:55 7m 38s
Playing with zero rate delta CI #115: Commit 23f8ad0 pushed by aleCombi
March 28, 2025 21:18 9m 10s master
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March 28, 2025 21:18 9m 10s
Example greeks with carr madan ad and fd CI #114: Commit 30310af pushed by aleCombi
March 28, 2025 18:54 1m 58s master
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March 28, 2025 18:54 1m 58s
updated roadmap CI #113: Commit ebffe75 pushed by aleCombi
March 28, 2025 18:43 1m 53s master
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March 28, 2025 18:43 1m 53s