phaedon / smile-explorer / 17533447659

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