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waifod
/
quant_finance_models
Project containing the implementations of quantitative finance models
MIT License
5
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Configure `IncludeCategories` grouping for `clang-format`
#92
david-alvarez-rosa
closed
11 months ago
2
Build first working CLI application with some parameters
#91
david-alvarez-rosa
closed
11 months ago
4
Add optional dictionaries for `codespell`
#90
david-alvarez-rosa
closed
11 months ago
0
Rephrase project description in root CMakeLists.txt file
#89
david-alvarez-rosa
closed
11 months ago
0
Add codespell checks to GH Actions
#88
david-alvarez-rosa
closed
11 months ago
1
Refactor CMake by exporting a library
#87
david-alvarez-rosa
closed
11 months ago
2
Avoid qfm dir nesting in src directory
#86
david-alvarez-rosa
closed
11 months ago
0
Fix codebase and enable readability-* as clang-tidy check
#85
david-alvarez-rosa
closed
11 months ago
0
Enable modernize-* and performance-* as clang-tidy check
#84
david-alvarez-rosa
closed
11 months ago
0
Enable modernize-* as clang-tidy check
#83
david-alvarez-rosa
closed
11 months ago
1
Fix codebase and enable google-* as clang-tidy check
#82
david-alvarez-rosa
closed
11 months ago
1
Enable cppcoreguidelines and portability clang-tidy checks
#81
david-alvarez-rosa
closed
11 months ago
0
Add `compile_commands.json` file `.gitignore`
#80
david-alvarez-rosa
closed
11 months ago
0
Create .clang-tidy configuration file
#79
david-alvarez-rosa
closed
11 months ago
0
Use BasedOnStyle in .clang-format file instead of relying on a dump
#78
david-alvarez-rosa
closed
11 months ago
0
Follow best practices in root CMakeLists.txt
#77
david-alvarez-rosa
closed
11 months ago
1
Investigate and if possible remove link to Curl library for UT executable
#76
david-alvarez-rosa
closed
11 months ago
2
Implementation for ask and bid price getters with Yahoo Finance API
#75
david-alvarez-rosa
closed
11 months ago
0
Add default case to AssetType ToString
#74
waifod
closed
11 months ago
0
Remove an unneeded include
#73
waifod
closed
11 months ago
0
Implementation for ask and bid price getters with Yahoo Finance API
#72
david-alvarez-rosa
closed
11 months ago
1
Add GoogleTest framework and extend build workflow
#71
waifod
closed
11 months ago
0
Implementation for ask and bid price getters with Yahoo Finance API
#70
david-alvarez-rosa
closed
11 months ago
0
Add platform update to build workflow
#69
waifod
closed
11 months ago
0
Add GoogleTest framework and sample test
#68
waifod
closed
11 months ago
0
Set copyright notice
#67
waifod
closed
11 months ago
1
Set copyright notice
#66
waifod
closed
11 months ago
1
Rely on class AssetTicker for tickers
#65
waifod
closed
11 months ago
1
Remove `yahoo-finance` Git submodule
#64
david-alvarez-rosa
closed
1 year ago
0
Extend Black-Scholes model to handle Put Options
#63
waifod
closed
1 year ago
0
Fix Black-Scholes model to handle Put Options correctly
#62
waifod
closed
1 year ago
1
Allow setting interest rate in MarketDataProvider and require it in its constructor
#61
waifod
closed
1 year ago
0
Get current time in Black-Scholes model
#60
waifod
closed
1 year ago
0
Investigate around running the library as a daemon in the background
#59
david-alvarez-rosa
opened
1 year ago
0
Implement Black Scholes model also for put options
#58
david-alvarez-rosa
closed
1 year ago
2
Link against cURL library for the project
#57
david-alvarez-rosa
closed
1 year ago
0
Rename current CI/CD GitHub workflow actions
#56
david-alvarez-rosa
closed
1 year ago
0
Run `clang-format` across all the codebase
#55
david-alvarez-rosa
closed
1 year ago
0
Add `clang-format` automated check CI/CD as action
#54
david-alvarez-rosa
closed
1 year ago
1
Ensure `ALL_CAPS` are not used for enumerators
#53
david-alvarez-rosa
closed
1 year ago
0
Use `T{e}` notation for construction
#52
david-alvarez-rosa
closed
1 year ago
0
Pass `double` variable by value to class methods
#51
david-alvarez-rosa
closed
1 year ago
0
Use `enum class` instead of plain `enum`
#50
david-alvarez-rosa
closed
1 year ago
0
Add GitHub Action workflow to apply clang-format
#49
waifod
closed
1 year ago
1
Add GitHub Action workflow for autoformatting
#48
waifod
closed
1 year ago
2
Make AssetType an ENUM
#47
waifod
closed
1 year ago
1
Pass correct asset to `GetAssetSpotPrice`
#46
waifod
closed
1 year ago
0
Pass correct asset to MarketDataProvider
#45
waifod
closed
1 year ago
1
Remove 'asset_expiration.cpp' left erroneously
#44
waifod
closed
1 year ago
0
Add GitHub actions workflow for building with CMake CI/CD
#43
david-alvarez-rosa
closed
1 year ago
0
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