aleCombi / juliaExperiment / 11105976294

Builds Branch Commit Type Ran Committer Via Coverage
11105976294 master Storing interpolation dates besides daycounts in ratecurveinputs for better usability push aleCombi github
100.0
11105440060 master Moved to testitem.jl for testing to imporve UX on VS Code push aleCombi github
100.0
11035596325 master Add test files for float rate stream and discount pricing push aleCombi github
94.87
11000715650 master Added a simple function to price fixed rate flow streams push aleCombi github
83.87
10996763663 master Refactor code to remove unnecessary type annotations and improve performance. Added tests for rate curves. push aleCombi github
88.14
10982796932 master Removed unnecessary type annotations to day count conventions functions after benchmarking push aleCombi github
80.0
10972493405 master Materializing date schedules when needed for comparison or day count fractions push aleCombi github
86.67
10945521410 master Update dependencies: BenchmarkTools, IterTools. Benchmarking lazy or eager schedule and daycount fractions generation push aleCombi github
100.0
10938705889 master Renamed schedule rules for brevity push aleCombi github
100.0
10938557374 master Update DerivativesPricer.jl to include Exponential interest method push aleCombi github
100.0
10925108700 master using main package in each testing file, so they can be debugged in isolation. Runtests.jl now just includes every test file. push Combi, A (Alessandro) github
100.0
10902861239 master Update README.md push web-flow github
100.0
10902837729 master Update README.md push web-flow github
100.0
10902671526 master Corrected tests and imports in fixed rate stream push Combi, A (Alessandro) github
100.0
10884813447 master Added tests for rate conventions and schedule generation push Combi, A (Alessandro) github
44.83