added credit risk plus model
added credit risk plus tests
replace tabs by spaces
rename parameter
Merge remote-tracking branch 'lballabio/master'
Merge remote-tracking branch 'lballabio/master'
Merge branch 'master' of git://github.com/lballabio/quantlib
improve integration boundaries
open CmsMarket to other cms coupon pricers,
also allow for pricers that do not have a
mean reversion parameter if this parameter
is not used for calibration
update cube after calibration of swap tenors
update only the relevant part of the parameter guess, add recalibration with termstructure for beta, add updateAfterRecalibration method which ensures correct betas in dense cube
clean up code
remove requirement between capacity/load and changeRate for a storage
option
Merge branch 'master' of git://github.com/lballabio/quantlib
Polar generation of T distributed random numbers
Update project files.
Bump version number to 1.5.
Merge pull request #75.
Merge pull request #76.
fix exercise time handling