Timeline
05/13/08:
- 16:29 Changeset [163] by snovik
- Fix: Fixings based on QL updates
05/10/08:
- 13:14 Changeset [162] by snovik
- Fix: Ready to run first finite differences american option calculation
- 12:40 Changeset [161] by snovik
- Fix: FD American Option: I believe it looks good now. Only one design …
- 11:07 Changeset [160] by snovik
- Change: Update of American Options
05/09/08:
- 20:08 Changeset [159] by snovik
- New: More American Option classes
05/08/08:
- 22:20 Changeset [158] by snovik
- New: Started to work on Finite Differences for American Options
- 19:35 Changeset [157] by snovik
- Fix: Test setup 2
- 19:34 Changeset [156] by snovik
- Fix: Test Setup
- 19:29 Changeset [155] by snovik
- Fix: Finite Differences for European Option (I cracked it!!!)
05/07/08:
- 06:27 Changeset [154] by ToyinA
- More updates for Thread safety where one controls the threads being …
05/06/08:
- 18:22 Changeset [153] by ToyinA
- Added [ThreadStatic?] in order to provide Thread-safety.
- 06:11 Changeset [152] by snovik
- Fix: fix on Vector constructor with increament Fix: CrankNicolson? class is …
05/05/08:
- 19:19 Changeset [151] by ToyinA
- Slight modification to null check
- 17:49 Changeset [150] by Vice
- Fix Currency & Money comparison . Thanks Toyin.
- 15:45 Changeset [149] by Vice
- Volatility Cap&Floor test .
- 14:39 Changeset [148] by Vice
- All Cap&Floor test . Need to fix only the Volatility one.
- 11:53 Changeset [147] by ToyinA
- More base optimization classes and enhancements
- 10:31 Changeset [146] by ToyinA
- Bug fix for Simplex
- 07:41 Changeset [145] by ToyinA
- Added ArmijoLineSearch?, Simplex, ConjugateGradient? and SteepestDescent? …
04/30/08:
- 19:46 Changeset [144] by snovik
- Changed: Updates to the current QL trunk (PiecewiesYieldcurve? test and …
04/29/08:
- 21:27 Changeset [143] by snovik
- New: Test of EuropeanOption? (not finished)
- 20:33 Changeset [142] by snovik
- Test: SampledCurve?
- 14:35 Changeset [141] by Vice
- Fixing swapvaluation . Thx Aaron.
- 14:30 Changeset [140] by Vice
- Cap & Floor another test done.
- 11:20 Changeset [139] by Vice
- Cap & Floor first test done.
- 08:54 Changeset [138] by Vice
- Synch Commit
- 05:27 Changeset [137] by snovik
- Changed: plugged NotImplementedException? instead of comment
- 04:58 Changeset [136] by ToyinA
- Start of CDS and Inflation curves
- 03:45 Changeset [135] by ToyinA
- Removed Dispose() method
04/28/08:
- 19:00 Changeset [134] by snovik
- Changed: Optimize CouponPricer?.cs Changed: VanillaSwap? refactored …
- 17:24 Changeset [133] by snovik
- New: Update from Toyin Akin
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