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quantlib
QuantLib
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Commits on Jan 23, 2015
Remove requests for key presses.
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Commits on Jan 22, 2015
Allow linking with sessions enabled.
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Commits on Nov 14, 2014
Fix configuration of a few VC++9 projects.
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Commits on Oct 29, 2014
Fix a new compilation/linking issues with VC++12.
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Commits on Oct 28, 2014
Rename project files to remove explicit version.
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Let vc10 solution use vc11 projects.
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Select toolset and tag via a property file.
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Commits on Oct 7, 2014
Force the gaussian type in BoxMuller case (without spez the outer class) .
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Commits on Oct 2, 2014
Add new example projects for other VC++ versions.
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Rename VC++9 projects, add dependencies in solution.
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Commits on Oct 1, 2014
Avoid a number of warnings on gcc -Wall.
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Add LatentModel example to autotools build.
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Commits on Jul 24, 2014
restore tests. Removed code coming from the multithread version
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Commits on Jul 22, 2014
Adapted relevant test-suite cases. Homogenous engine added, corrected date in cdo engines.
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Commits on Jul 17, 2014
Excluded linker files. Adapted unit test for NTDs. Adapted NTD engines and correl quote notifications. Still pending: heterogeneous ntd pricing. Still pending: other credit unit tests
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Commits on Jul 13, 2014
working in both systems now. Issues on MS compiler
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ports ok to Debian 64 gcc 4.7.2 boost 1.55
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Commits on Jul 11, 2014
adpated BC models to new relationships
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Commits on Jul 4, 2014
Revised basket vs Default loss model relationship
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Commits on Jun 23, 2014
monothread, multithread moved to a different branch. Updated example
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Commits on Jun 20, 2014
added models
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Commits on Jun 19, 2014
Moved monte carlo to another branch.
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pool modifs squashed by previous master merge
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Merge branch 'MultidimIntegrations' into LatentModels
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Merge git://github.com/lballabio/quantlib into MultidimIntegrations
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Commits on May 14, 2014
Add VC++/Dev-C++ projects.
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Add possibility to not wait for user input.
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Use old version of boost::timer.
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Commits on May 3, 2014
add example for gaussian 1d models
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Commits on Apr 17, 2014
Merge branch 'master' into LatentModels
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Merge branch 'master' into MultidimIntegrations
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Commits on Apr 12, 2014
updated example
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Commits on Apr 11, 2014
remove binary
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Added sample case and recode specializations.
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Commits on Apr 10, 2014
Merge branch 'MultidimIntegrations' into LatentModels
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