Fix inclusions of ql headers in double quotes

includes.yml

591 workflow runs

Speed up the Heston variance mesher for small vol of vol (#2940)
completed successfully:
Fix inclusions of ql headers in double quotes#815:Commite96579fpushedbylballabio
master
Oct 23, 202613m 56s
Fix compilation with expression-template AD types (#2934)
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Fix inclusions of ql headers in double quotes#814:Commit2b10daepushedbylballabio
master
Oct 23, 202612s
Avoid underflow in the non-central chi-square distribution (#2908)
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Fix inclusions of ql headers in double quotes#813:Commitb76016fpushedbylballabio
master
Oct 23, 202658m 1s
Keep finite-difference American prices at the exercise value (#2914)
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Fix inclusions of ql headers in double quotes#812:Commit608c3dcpushedbylballabio
master
Oct 23, 202637m 12s
Add InterpolatedNodes::nodes() (#2938)
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Fix inclusions of ql headers in double quotes#811:Commitfc177edpushedbylballabio
master
Oct 23, 202636m 38s
Add some missing test messages
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Fix inclusions of ql headers in double quotes#810:Commit15dc543pushedbylballabio
master
Oct 23, 20266m 52s
Add some missing test messages
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Fix inclusions of ql headers in double quotes#809:Commita6ba603pushedbylballabio
test-messages
Oct 23, 20264m 8s
Update copyright list in license
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Fix inclusions of ql headers in double quotes#808:Commit14b91b1pushedbylballabio
master
Oct 23, 202616m 50s
Add ShiftedYieldTermStructure and SplicedYieldTermStructure (#2837)
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Fix inclusions of ql headers in double quotes#807:Commit2dd12eapushedbylballabio
master
Oct 23, 20267m 22s
Forecast deposit and indexed FRA quotes when fixing dates precede eva…
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Fix inclusions of ql headers in double quotes#806:Commit46ef4b7pushedbylballabio
master
Oct 22, 202621m 11s
Floor the Ju approximation at the European value (#2906)
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Fix inclusions of ql headers in double quotes#805:Commit513d600pushedbylballabio
master
Oct 22, 202622m 36s
Improve error message when the forwarding curve can't forecast overni…
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Fix inclusions of ql headers in double quotes#804:Commit172a560pushedbylballabio
master
Oct 22, 20268m 28s
Test cap/floor optionlet deltas at zero volatility (#2896)
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Fix inclusions of ql headers in double quotes#803:Commit7dbc6e7pushedbylballabio
master
Oct 22, 202621m 2s
Add Good Friday, Epiphany and St John the Baptist to Romanian calenda…
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Fix inclusions of ql headers in double quotes#802:Commit6573467pushedbylballabio
master
Oct 22, 202638m 5s
Fix holder-extensible puts and degenerate critical prices (#2892)
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Fix inclusions of ql headers in double quotes#801:Commit453e660pushedbylballabio
master
Oct 21, 20264m 31s
Measure complex chooser maturities from the evaluation date (#2891)
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Fix inclusions of ql headers in double quotes#800:Commitbc3a541pushedbylballabio
master
Oct 21, 20264m 45s
Avoid cancellation in G2 variance for small mean reversion (#2885)
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Fix inclusions of ql headers in double quotes#799:Commit75ced77pushedbylballabio
master
Oct 21, 202652m 58s
Avoid cancellation in Vasicek A, B and bond option variance (#2882)
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Fix inclusions of ql headers in double quotes#798:Commit6cb2279pushedbylballabio
master
Oct 21, 202645m 47s
Reject barrier directions not covered by the soft-barrier formula (#2…
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Fix inclusions of ql headers in double quotes#797:Commitb9bb7bepushedbylballabio
master
Oct 21, 202618m 29s
Return zero theta for American options exercised at the root of the t…
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Fix inclusions of ql headers in double quotes#796:Commitbf35b19pushedbylballabio
master
Oct 20, 20261h 9m 4s
Check GARCH(1,1) minimizer convergence and fail explicitly on non-con…
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Fix inclusions of ql headers in double quotes#795:Commit07d5707pushedbylballabio
master
Oct 20, 202659m 41s
Use IborIndex::maturityDate() in Gaussian1dModel::forwardRate() (#2848)
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Fix inclusions of ql headers in double quotes#794:Commit95a0107pushedbylballabio
master
Oct 20, 202658m 7s
Price double knock-outs struck outside the corridor in the analytic e…
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Fix inclusions of ql headers in double quotes#793:Commit014321fpushedbylballabio
master
Oct 20, 202634m 34s
Handle degenerate correlations in BivariateCumulativeNormalDistributi…
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Fix inclusions of ql headers in double quotes#792:Commitca8e709pushedbylballabio
master
Oct 20, 202630m 25s
Require enough points for not-a-knot spline boundary condition (#2888)
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Fix inclusions of ql headers in double quotes#791:Commit7b21b61pushedbylballabio
master
Oct 20, 202611m 58s

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