Patches Maximize Restore

Showing 14 results of 14

# Summary Milestone Status Owner Created Updated
81 Vecer Asian Option Engine None open 2014-06-29 2014-06-29  
71 thread-safe session handling using tss None open 2012-10-19 2012-10-19  
70 Cross currency rate helper None open 2012-09-18 5 days ago  
65 IR Value At Risk via RiskMetrics None open 2011-09-26 2011-09-26  
62 Template-based Hull White model - correction of patch file None open 2011-01-16 2011-01-16  
61 Template-based Hull White Model None open 2011-01-10 2011-01-10  
59 Enhancement to linear least squares regression None open 2010-12-17 2010-12-17  
56 binomial tree support for non-flat interest rates None open 2010-11-08 2010-11-08  
50 Fix for Intel C++ Compiler None open 2010-08-17 2010-08-17  
49 BlackDeltaCalculator None pending Luigi Ballabio 2010-06-29 2011-04-18  
46 calculate mean/variance using a numerically-stable method None pending 2010-06-04 2011-04-19  
33 Affine model term structure class None pending 2009-07-23 2011-04-19  
31 add sumAmount to cashflows None open Luigi Ballabio 2009-04-02 2009-04-03  
30 add Delay Days to FixedRateLeg None open Luigi Ballabio 2009-04-02 2009-04-03  
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