Tickets and Code Commits
- Aug 07 UTC Changeset
by snovik
#229: Change: QL 15341 - Aug 03 UTC Changeset
by snovik
#228: Change: Updated to QL 15317 - Aug 03 UTC Changeset
by snovik
#227: Fix: Index manager now works correctly with empty histories Added: another ctor for FloatingRateBond - Jul 16 UTC Changeset
by snovik
#226: Change: Some minor changes - Jul 15 UTC Changeset
by snovik
#225: Changes: A bunch of changes as I am getting ready for the next level of abstraction in Monte Carlo and would like to make a point here New: Some matrix utilities. Test of these is still to come - Jul 06 UTC Changeset
by snovik
#224: Fix: Monte-carlo (American Option) New: LinearLeastSquaresRegression and its test Change: EquityOption example is finished Fix: Matrix methods: column & row - Jul 03 UTC Changeset
by snovik
#223: New: MCAmericanEngine. Ready for the first try of monte-carlo for american options - Jul 02 UTC Changeset
by snovik
#222: New: lsmbasissystem - Jul 02 UTC Changeset
by snovik
#221: Change: QL 15147 - Jun 28 UTC Changeset
by snovik
#220: Fix: ConundrumPricer (please have a look)
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