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phaedon / smile-explorer / 17533447659

Builds Branch Commit Type Ran Committer Via Coverage
17533447659 main Minor comment / cleanup push 07 Sep 2025 08:25PM UTC phaedon github
81.91
17533394092 main Finish processSettlement refactoring push 07 Sep 2025 08:21PM UTC phaedon github
81.91
17533289439 main Various changes for readability and support of short fx positions push 07 Sep 2025 08:11PM UTC phaedon github
81.8
17532840470 main Update tarf contract details API push 07 Sep 2025 07:24PM UTC phaedon github
81.85
17530495201 main Add histograms for TARF push 07 Sep 2025 03:34PM UTC phaedon github
81.9
17530209697 main Add first draft of UI code for TARF calculator push 07 Sep 2025 03:09PM UTC phaedon github
82.02
17529562364 main Update a couple of BCR modules push 07 Sep 2025 02:08PM UTC phaedon github
82.02
17529500697 main Update csv loading test push 07 Sep 2025 02:03PM UTC phaedon github
82.02
17528385768 main Migrate implementations to .cpp file push 07 Sep 2025 12:19PM UTC phaedon github
82.02
17528263604 main Add weightedAvgForward function for computing vanilla (no knockout) atmfwd strikes push 07 Sep 2025 12:08PM UTC phaedon github
81.97
17519371510 main Add findZeroNPVStrike first-draft (naive bisection method) push 06 Sep 2025 08:48PM UTC phaedon github
81.89
17518865947 main Update test code for the long/short fx api push 06 Sep 2025 07:55PM UTC phaedon github
81.8
17518640093 main Small optimisation in forward rate lookup (once in each settlement period rather than at each timestep) push 06 Sep 2025 07:29PM UTC phaedon github
81.79
17518544912 main Switch to test fixtures to initialise rates curves push 06 Sep 2025 07:19PM UTC phaedon github
81.77
17518025586 main Fix basic unit tests to verify forward strip push 06 Sep 2025 06:29PM UTC phaedon github
81.48
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