Commits

Branch selector

 master

User selector

All users

Datepicker

All time

Commit History

Commits on Jan 24, 2018

• Minor changes, new docs.

  

  yves

  committed
  222b151

Commits on Aug 16, 2017

• Correction of BSM Vega.

  

  yves

  committed
  391d500

Commits on Oct 29, 2016

• Migration to Python 3.

  

  yves

  committed
  f94ff7d

Commits on Apr 26, 2016

• Minor fixes in risk reports.

  

  yves

  committed
  ad71a5c

Commits on Apr 8, 2016

• Add rho to svjd update method.

  

  yves

  committed
  44d7c58

Commits on Apr 4, 2016

• Allowing correlations DataFrame for multi-risk valuation objects.

  

  yves

  committed
  b0a6c2a

Commits on Feb 1, 2016

• Added Vasicek & SABR models.

  

  yves

  committed
  9570615

Commits on Jan 9, 2016

• Updated multi-risk Jupyter notebook.

  

  Yves

  committed
  e89b6b2

• Started new Greeks for multi-risk classes.

  

  Yves

  committed
  dd1b444

Commits on Jan 8, 2016

• Slight updates notebooks.

  

  yves

  committed
  2fe67c6

• Bug fix multi-risk Greeks.

  

  yves

  committed
  fcf83d2

Commits on Jan 4, 2016

• Added new Greeks (gamma, theta, rho).

  

  yves

  committed
  fcc387b

Commits on Oct 6, 2015

• Update setup.py.

  

  yves

  committed
  6b2fe64

• Merge pull request yhilpisch#1 from rajanshah/feature/setup

  Show description for bc87773
  yhilpisch

  committed
  bc87773

Commits on Sep 26, 2015

• incorporate setup

  

  IntelliMind

  authored and

  IntelliMind

  committed
  d154e26

Commits on Sep 2, 2015

• Update README.md.

  

  Yves

  committed
  8b23f27

• Jupyter Notebooks; seaborn style.

  

  Yves

  committed
  867c905

Commits on Aug 8, 2015

• Merge branch 'master' of https://github.com/yhilpisch/dx

  

  yves

  committed
  9e61d8c

• Use agg backend for mpl.

  

  yves

  committed
  2f7cba3

Commits on Apr 21, 2015

• Updates IPYNBs for Risk Reports.

  

  Yves

  committed
  bd2d59e

Commits on Apr 14, 2015

• New portfolio risk implementation.

  

  yves

  committed
  2ac8c51

Commits on Apr 4, 2015

• Parallel Delta & Vega Calculations.

  

  yves

  committed
  9e9c0ef

Commits on Mar 30, 2015

• Parallel risk sensitivities.

  

  yves

  committed
  0b60733

Commits on Mar 29, 2015

• Parallel full distributions.

  

  yves

  committed
  1c6eb9b

Commits on Jan 30, 2015

• Changed correlation handling; added VAR portfolio class.

  

  yves

  committed
  49cd5a2

Commits on Jan 10, 2015

• Stochastic short rates, complex portfolio example.

  

  Yves

  committed
  bd76f31

Commits on Nov 22, 2014

• Update github markdown.

  

  Yves

  committed
  ebed4bd

• Update github markdown.

  

  Yves

  committed
  c56c465

• Initial commit early bird version (PyData NYC).

  yhilpisch

  committed
  efbfe7e

• Initial commit

  

  Yves Hilpisch

  committed
  d935b96