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Commits on May 24, 2012

• added clayton copula

  npezolano

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• Update src/QuantLib/Math.hs

  npezolano

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  e020c4e

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• Update src/QuantLib.hs

  npezolano

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Commits on Feb 22, 2012

• README is added

  

  Paul

  committed
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Commits on Feb 16, 2012

• gitignore for build artefacts

  

  Paul

  committed
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Commits on Nov 10, 2011

• Code beautification by HLint recommendations

  

  Pavel

  committed
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Commits on Jul 18, 2011

• Experimental MC engine integration

  

  Pavel

  committed
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Commits on May 1, 2011

• Fixed bug in Monte Carlo. Added missing Math module

  

  Pavel

  committed
  d3b878d

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• Inverse Cummulative Normal

  

  Pavel

  committed
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Commits on Apr 17, 2011

• Few optimizations of Monte Carlo.

  

  Pavel

  committed
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Commits on Apr 13, 2011

• Added tag 0.0.2 for changeset e9969ae1f4f2

  

  Pavel

  committed
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• Monte Carlo method is implemented and optimized

  

  Pavel

  committed
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• Additional Monte Carlo parallelism

  

  Pavel

  committed
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• Parallel version of Monte Carlo engine. In test now.

  

  Pavel

  committed
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Commits on Apr 12, 2011

• Monte Carlo performance significantly improved

  

  Pavel

  committed
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Commits on Apr 11, 2011

• Monte Carlo methods are implemented and partially tested.

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  Pavel

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Commits on Mar 31, 2011

• DayCounter implementation. Few modifications in Cashflows and Bonds

  

  Pavel

  committed
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Commits on Mar 28, 2011

• Bonds implementation started. CashFlow functions in implementation

  

  Pavel

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Commits on Mar 26, 2011

• Initial version of Monte-Carlo method

  

  Pavel

  committed
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• Initial version of calendars. Only Czech one is implemented

  

  Pavel

  committed
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• Removed QuantHas stuff. To be reimplemented by time package

  

  Pavel

  committed
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• Cabal file 0.0.1.2

  

  Pavel

  committed
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• Fixed cabal file

  

  Pavel

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• Fixing cabal file

  

  Pavel

  committed
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• Added tag 0.0.1 for changeset 2b8d52ad7638

  

  Pavel

  committed
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• Removed tag 0.0.1

  

  Pavel

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• Removed QuantLib.Time

  

  Pavel

  committed
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• Composite instruments are added

  

  Pavel

  committed
  36d9f1d

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• Black formula is implemented. Few Quotes are added

  

  Pavel

  committed
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Commits on Mar 25, 2011

• Migrated to Data.Time.LocalTime

  

  Pavel

  committed
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• Time tests are moved to appropriate place

  

  Pavel

  committed
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• Added tag 0.0.1 for changeset 5223508313a1

  

  Pavel

  committed
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• Removed tag 0.0.1

  

  Pavel

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• Additional fixes in Calendar. Upgrade to Haskell2010 library.

  

  Pavel

  committed
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• Numerious fixes in Calendar

  

  Pavel

  committed
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