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imanuelcostigan
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OldFinancialMarkets.jl
Describe and model financial markets objects using Julia
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Info about upcoming removal of packages in the General registry
#32
KristofferC
closed
4 years ago
0
Update for Julia 1.0
#31
alecloudenback
opened
5 years ago
1
Migrate to JuliaFinance organization?
#30
EricForgy
opened
5 years ago
2
Refactor Calendar class
#29
imanuelcostigan
closed
9 years ago
0
Make sure JointFCalendar calendars field only has unique calendars
#28
imanuelcostigan
closed
9 years ago
0
Enable extrapolation of ZeroCurve
#27
imanuelcostigan
opened
9 years ago
1
Make compounding a type
#26
imanuelcostigan
closed
9 years ago
0
Drop backward compatibility for julia < 0.4
#25
imanuelcostigan
opened
9 years ago
0
Constrain cubic spline calibration
#24
imanuelcostigan
opened
9 years ago
0
Update documentation for improvements to years() interface
#23
imanuelcostigan
opened
9 years ago
0
Figure out why Base.zeros needs to be imported for tests to pass
#22
imanuelcostigan
closed
9 years ago
2
Enable extrapolation from Interpolation object
#21
imanuelcostigan
closed
9 years ago
0
Incorporate Hyman filters
#20
imanuelcostigan
opened
9 years ago
0
Complete Monotone Convex interpolator
#19
imanuelcostigan
opened
9 years ago
1
Replace dict literal syntax to functional syntax
#18
imanuelcostigan
opened
9 years ago
2
Add interpolation methods
#17
imanuelcostigan
closed
9 years ago
5
Add term structure type
#16
imanuelcostigan
closed
9 years ago
4
Add Swap type & methods
#15
imanuelcostigan
opened
9 years ago
1
Fix ustartdate and utradedate calculations
#14
imanuelcostigan
closed
9 years ago
1
Migrate to using Docile.jl
#13
imanuelcostigan
opened
10 years ago
1
Fix show method for Vector{Currency}
#12
imanuelcostigan
closed
9 years ago
0
Write documentation
#11
imanuelcostigan
closed
9 years ago
1
Use throw() and more specific error types than just error()
#10
imanuelcostigan
closed
10 years ago
0
Add test cases for src/ files that don't have one
#9
imanuelcostigan
closed
10 years ago
0
Pre 0.1 release mop up
#8
imanuelcostigan
closed
10 years ago
1
Clean up calendar methods
#7
imanuelcostigan
closed
10 years ago
0
FRA instrument class & price method
#6
imanuelcostigan
closed
10 years ago
1
Money market futures class & price method
#5
imanuelcostigan
closed
10 years ago
1
Deposit instrument class & price method
#4
imanuelcostigan
closed
10 years ago
1
Cash instrument class & price method
#3
imanuelcostigan
closed
10 years ago
4
Add financial centre calendars
#2
imanuelcostigan
closed
10 years ago
0
Allow long stubs to be created
#1
imanuelcostigan
opened
10 years ago
0