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expose max iterations multiplier, add unit test case
Mac OS build #158: Commit 541f74a pushed by pcaspers
May 19, 2024 11:08 33m 56s laplace_update
May 19, 2024 11:08 33m 56s
Use fixed vs floater swap
Mac OS build #157: Commit fffcb9f pushed by lballabio
March 22, 2024 11:01 37m 7s fixLinearTsr
March 22, 2024 11:01 37m 7s
remove template version, just support QuantLib::Matrix
Mac OS build #156: Commit 5727400 pushed by pcaspers
March 21, 2024 14:07 23m 34s laplace_update
March 21, 2024 14:07 23m 34s
make ctor explicit
Mac OS build #155: Commit 85448fc pushed by pcaspers
March 19, 2024 14:28 47m 59s laplace_update
March 19, 2024 14:28 47m 59s
update make file
Mac OS build #154: Commit 93586e0 pushed by pcaspers
March 19, 2024 14:11 1h 0m 7s laplace_update
March 19, 2024 14:11 1h 0m 7s
update project files, fix typo
Mac OS build #153: Commit 3e1e10f pushed by pcaspers
March 19, 2024 14:07 43m 42s laplace_update
March 19, 2024 14:07 43m 42s
handle non-equidistant grids and arbitrary dimensions
Mac OS build #152: Commit 628ebc5 pushed by pcaspers
March 19, 2024 13:55 42m 40s laplace_update
March 19, 2024 13:55 42m 40s
GH-1791 add clarifying comment and unit test to confirm result caching
Mac OS build #151: Commit 279b4d7 pushed by pcaspers
December 12, 2023 18:34 1h 17m 13s GH-1791
December 12, 2023 18:34 1h 17m 13s
GH-1821 clean up types, remove bits_ and normalizationFactor_ as sepa…
Mac OS build #150: Commit 30e1ec1 pushed by pcaspers
December 9, 2023 17:49 1h 19m 35s GH-1821
December 9, 2023 17:49 1h 19m 35s