event counters The last message was received 3.86 days ago at 17:23 on Feb 09, 2012 0 messages so far today, 0 messages yesterday 0 messages so far this week, 14 messages last week 16 messages so far this month, 45 messages last month 11522 messages since the first one, 5.75 years ago, for an average of 4.37 hours between messages date | project | content | link |
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| 17:23 Thursday | quantlib | Commit by lballabio :: r 18210 /branches/R01020x-branch/QuantLib/test-suite/ (3 files): ( link) Fixed a few miscellaneous warnings | # | | 17:22 Thursday | quantlib | Commit by lballabio :: r 18209 /branches/R01020x-branch/QuantLib/ql/ (5 files in 5 dirs): ( link) Fixed initialization order | # | | 17:21 Thursday | quantlib | Commit by lballabio :: r 18208 /branches/R01020x-branch/QuantLib/ (30 files in 17 dirs): ( link) Removed unused variables | # | | 23:26 Wednesday | quantlib | Commit by klausspanderen :: r 18207 /trunk/QuantLib/ql/ (2 files in 2 dirs): ( link) use public inheritance | # | | 19:33 Wednesday | quantlib | Commit by nando :: r 18206 /branches/R01020x-branch/QuantLib/ql/pricingengines/blackformula.cpp: ( link) extended error message | # | | 22:19 Tuesday | quantlib | Commit by nando :: r 18205 /branches/R01020x-branch/QuantLib/ql/pricingengines/blackformula.cpp: ( link) improved error message | # | | 22:16 Tuesday | quantlib | Commit by nando :: r 18204 /branches/R01020x-branch/QuantLib/ql/pricingengines/ (blackformula.cpp blackformula.hpp): ( link) exploited put-call parity in order
1) to check for solution existence
2) to always solve for out-of-the-money options which have greater vega and are numerically more robust to implied vol calculations | # | | 15:13 Tuesday | quantlib | Commit by nando :: r 18203 /branches/R01020x-branch/QuantLibXL/ (24 files in 6 dirs): ( link) review EUR bootstrapping: - included new available market quotes
- minimized Interpolation usage
- added new quadratic synth depo extimation
| # | | 15:09 Tuesday | quantlib | Commit by nando :: r 18202 /branches/R01020x-branch/QuantLibXL/Workbooks/InterestRateDerivatives/VanillaSwap.xls: ( link) fixed VBA reference | # | | 15:09 Tuesday | quantlib | Commit by nando :: r 18201 /branches/R01020x-branch/QuantLibXL/framework/addin/FixedIncome.xla: ( link) added currentCurrency function | # | | 15:00 Tuesday | quantlib | Commit by nando :: r 18200 /branches/R01020x-branch/QuantLibXL/Workbooks/InterestRateDerivatives/EurDepoSwapPricer.xls: ( link) No log message | # | | 13:06 on Feb 06 | quantlib | Commit by nando :: r 18199 /trunk/QuantLib/ql/patterns/lazyobject.hpp: ( link) in synch with R01020x-branch | # | | 13:04 on Feb 06 | quantlib | Commit by nando :: r 18198 /branches/R01020x-branch/QuantLib/ql/patterns/lazyobject.hpp: ( link) added Luca Billi's comment about preventing infinite recursion | # | | 12:56 on Feb 06 | quantlib | Commit by nando :: r 18197 /trunk/QuantLib/ql/patterns/lazyobject.hpp: ( link) added Luca Billi's comment about preventing infinite recursion | # | | 18:27 on Feb 03 | quantlib | Commit by nando :: r 18196 /branches/R01020x-branch/QuantLibAddin/qlo/ (interpolation.cpp interpolation.hpp): ( link) added tolerance for duplicated x values with identical y values | # | | 18:22 on Feb 03 | quantlib | Commit by nando :: r 18195 /branches/R01020x-branch/QuantLib/ql/cashflow.cpp: ( link) performance improvement | # | | 19:31 on Jan 31 | quantlib | Commit by nando :: r 18194 /branches/R01020x-branch/QuantLib/ql/settings.hpp: ( link) ooops... fixed typo | # | | 19:15 on Jan 31 | quantlib | Commit by nando :: r 18193 /branches/R01020x-branch/QuantLib/ (7 files in 5 dirs): ( link) renamed includeReferenceDateCashFlows as includeReferenceDateEvents | # | | 19:03 on Jan 31 | quantlib | Commit by nando :: r 18192 /branches/R01020x-branch/QuantLib/ql/event.cpp: ( link) cleaned up variable name | # | | 17:44 on Jan 31 | quantlib | Commit by lballabio :: r 18191 /branches/R01020x-branch/QuantLib/ (3 files in 2 dirs): ( link) Don't adjust end date to EOM if Unadjusted convention is given. | # |
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