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QuantLib
Examples
LatentModel
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Commits on Oct 2, 2014
Add new example projects for other VC++ versions.
lballabio
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4ab0381
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Rename VC++9 projects, add dependencies in solution.
lballabio
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Commits on Oct 1, 2014
Avoid a number of warnings on gcc -Wall.
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lballabio
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Commits on Jul 24, 2014
restore tests. Removed code coming from the multithread version
japari
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Commits on Jul 17, 2014
Excluded linker files. Adapted unit test for NTDs. Adapted NTD engines and correl quote notifications. Still pending: heterogeneous ntd pricing. Still pending: other credit unit tests
japari
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Commits on Jul 11, 2014
adpated BC models to new relationships
japari
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Commits on Jul 4, 2014
Revised basket vs Default loss model relationship
japari
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Commits on Jun 23, 2014
monothread, multithread moved to a different branch. Updated example
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Commits on Jun 20, 2014
added models
japari
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Commits on Jun 19, 2014
Moved monte carlo to another branch.
japari
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pool modifs squashed by previous master merge
japari
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Commits on Apr 12, 2014
updated example
japari
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Commits on Apr 11, 2014
remove binary
japari
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Added sample case and recode specializations.
japari
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Commits on Mar 21, 2014
Added example project
japari
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758ab63
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