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Minor comment / cleanup Bazel CI #121: Commit 3914fdd pushed by phaedon
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Finish processSettlement refactoring Bazel CI #120: Commit 150db97 pushed by phaedon
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Various changes for readability and support of short fx positions Bazel CI #119: Commit 1dd382d pushed by phaedon
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Update tarf contract details API Bazel CI #118: Commit 46ed733 pushed by phaedon
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Add histograms for TARF Bazel CI #117: Commit e276e7e pushed by phaedon
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Add first draft of UI code for TARF calculator Bazel CI #116: Commit cb1e5d1 pushed by phaedon
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Update a couple of BCR modules Bazel CI #115: Commit 9c700a7 pushed by phaedon
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Update csv loading test Bazel CI #114: Commit 8274b63 pushed by phaedon
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Update FX rate snapshots for explorer Bazel CI #113: Commit 2d13140 pushed by phaedon
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Migrate implementations to .cpp file Bazel CI #112: Commit 41ae801 pushed by phaedon
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Add weightedAvgForward function for computing vanilla (no knockout) a… Bazel CI #111: Commit 3d6799b pushed by phaedon
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Add findZeroNPVStrike first-draft (naive bisection method) Bazel CI #110: Commit 5eb4149 pushed by phaedon
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Update test code for the long/short fx api Bazel CI #109: Commit baa760c pushed by phaedon
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Add support for long/short fx positions Bazel CI #108: Commit 704ff21 pushed by phaedon
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Small optimisation in forward rate lookup (once in each settlement pe… Bazel CI #107: Commit 289c206 pushed by phaedon
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Switch to test fixtures to initialise rates curves Bazel CI #106: Commit c11acdc pushed by phaedon
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Add support for proper rates curves Bazel CI #105: Commit a92c2d9 pushed by phaedon
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Fix basic unit tests to verify forward strip Bazel CI #104: Commit b83fc55 pushed by phaedon
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First draft / placeholder for TARF pricing Bazel CI #103: Commit b0e3548 pushed by phaedon
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Add unit tests for floating cashflow class Bazel CI #102: Commit 738bc5f pushed by phaedon
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Update two more library versions Bazel CI #101: Commit 490da3a pushed by phaedon
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Update library versions Bazel CI #100: Commit e16ad94 pushed by phaedon
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Update Eigen version Bazel CI #99: Commit acf8fdb pushed by phaedon
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Update external deps and related code Bazel CI #98: Commit 85fb48b pushed by phaedon
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Add a coupon-bond option unit test Bazel CI #97: Commit 1917da7 pushed by phaedon
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