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expose max iterations multiplier, add unit test case
Check test times #149: Commit 541f74a pushed by pcaspers
May 19, 2024 11:08 29m 55s laplace_update
May 19, 2024 11:08 29m 55s
Use fixed vs floater swap
Check test times #148: Commit fffcb9f pushed by lballabio
March 22, 2024 11:01 31m 57s fixLinearTsr
March 22, 2024 11:01 31m 57s
remove template version, just support QuantLib::Matrix
Check test times #147: Commit 5727400 pushed by pcaspers
March 21, 2024 14:07 15m 28s laplace_update
March 21, 2024 14:07 15m 28s
make ctor explicit
Check test times #146: Commit 85448fc pushed by pcaspers
March 19, 2024 14:28 1h 8m 36s laplace_update
March 19, 2024 14:28 1h 8m 36s
update make file
Check test times #145: Commit 93586e0 pushed by pcaspers
March 19, 2024 14:11 1h 4m 23s laplace_update
March 19, 2024 14:11 1h 4m 23s
update project files, fix typo
Check test times #144: Commit 3e1e10f pushed by pcaspers
March 19, 2024 14:07 40m 2s laplace_update
March 19, 2024 14:07 40m 2s
handle non-equidistant grids and arbitrary dimensions
Check test times #143: Commit 628ebc5 pushed by pcaspers
March 19, 2024 13:55 20m 51s laplace_update
March 19, 2024 13:55 20m 51s
GH-1791 add clarifying comment and unit test to confirm result caching
Check test times #142: Commit 279b4d7 pushed by pcaspers
December 12, 2023 18:34 35m 27s GH-1791
December 12, 2023 18:34 35m 27s
GH-1821 clean up types, remove bits_ and normalizationFactor_ as sepa…
Check test times #141: Commit 30e1ec1 pushed by pcaspers
December 9, 2023 17:49 34m 41s GH-1821
December 9, 2023 17:49 34m 41s
add clarifying comment
Check test times #140: Commit f94815d pushed by pcaspers
November 13, 2023 17:43 16m 40s burley2020
November 13, 2023 17:43 16m 40s
add check whether sequence length is exhausted
Check test times #139: Commit 265b60b pushed by pcaspers
November 12, 2023 10:21 20m 33s burley2020
November 12, 2023 10:21 20m 33s
make ctors explicit
Check test times #138: Commit 0f621e7 pushed by pcaspers
November 11, 2023 16:59 39m 52s burley2020
November 11, 2023 16:59 39m 52s
hardcode hash function, since it seems to have a different implementa…
Check test times #137: Commit 5213e52 pushed by pcaspers
November 11, 2023 15:33 13m 33s burley2020
November 11, 2023 15:33 13m 33s
fixes
Check test times #136: Commit 13c5dcf pushed by pcaspers
November 11, 2023 12:25 21m 40s burley2020
November 11, 2023 12:25 21m 40s
missing include
Check test times #135: Commit d0b22ae pushed by pcaspers
November 11, 2023 12:06 25m 42s burley2020
November 11, 2023 12:06 25m 42s
add Burley 2020 scrambled Sobol sequence generator
Check test times #134: Commit e538299 pushed by pcaspers
November 10, 2023 19:30 20m 1s burley2020
November 10, 2023 19:30 20m 1s