aleCombi / Hedgehog.jl / 12469750137

Builds Branch Commit Type Ran Committer Via Coverage
12469750137 master Mapping rate_index to MarketRatData, some docstrings push aleCombi github
94.07
11987852597 master correcting test with fixing push aleCombi github
92.96
11859892512 master Removed debug printing push aleCombi github
96.43
11859552469 master Adding unit tests for average rates push aleCombi github
96.45
11859393990 master Added implementation for forward rate calculations on average rates push aleCombi github
94.82
11858313973 master Remaned CompoundedRateStreamSchedules to CompoundedRateSchedules, this struct only concerns with dates for a list of rates. Furthermore an abstract supertype was added, in common with SimpleRateSchedules push aleCombi github
96.37
11843040632 master Separated pay dates from Simple and Compounded rate schedules, as they are not related to rate calculations. push aleCombi github
96.37
11825501707 master Added back type param push aleCombi github
96.32
11825107531 master Remove incorrect type parameter push aleCombi github
96.32
11806431826 master added tolerance to flat rate curve test push aleCombi github
98.18
11806304907 master Testing float rate pricing with flat rate curve push aleCombi github
98.18
11803230167 master Working on test of discounted float rate stream push aleCombi github
98.17
11802483031 master Simplifying simple rate float stream test using testsnippet [QuantlibSetup] push aleCombi github
98.17
11802438028 master Added a quantlib test for discount pricing of fixed rate flows, added another one for a different flow schedule push aleCombi github
98.17
11801379446 master Corrected method calls with wrong order push aleCombi github
98.17