Skip to content

Releases: goldmansachs/gs-quant

release-1.0.36

12 Sep 14:37
@jhanvivirani jhanvivirani
release-1.0.36
3de76d9
Compare
Choose a tag to compare
release-1.0.36 
Chore: Make release 1.0.36
Assets 2

release-1.0.35

11 Sep 08:40
@martinroberson martinroberson
release-1.0.35
e2d7059
Compare
Choose a tag to compare
release-1.0.35

Refactor certain functions for FactorRiskModel and MacroRiskModel

Assets 2

release 1.0.34

07 Sep 17:10
@DominicCYK DominicCYK
release-1.0.34
2380d33
Compare
Choose a tag to compare
release 1.0.34 
release-1.0.34

release-1.0.34
Assets 2

release-1.0.33

04 Sep 17:07
@rtsscy rtsscy
release-1.0.33
d96483d
Compare
Choose a tag to compare
release-1.0.33 
Chore: Make release 1.0.33
Assets 2

release-1.0.29: Tracing improvements to capture GET async requests (#278)

16 Aug 16:55
@rtsscy rtsscy
release-1.0.29
4cf8ec7
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.
Compare
Choose a tag to compare
release-1.0.29: Tracing improvements to capture GET async requests (#278) 
Co-authored-by: Tan, Rachel Wei Swin [GBM Public] <rachelweiswin.tan@ln.email.gs.com>
Assets 2

release-1.0.28: Add Workflow Module (#277)

15 Aug 21:42
@rtsscy rtsscy
release-1.0.28
431be13
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.
Compare
Choose a tag to compare
release-1.0.28: Add Workflow Module (#277) 
Co-authored-by: Tan, Rachel Wei Swin [GBM Public] <rachelweiswin.tan@ln.email.gs.com>
Assets 2

release-1.0.26: Risk result handling, backtesting and tracing enhancements (#276)

15 Aug 15:31
@rtsscy rtsscy
release-1.0.26
5bb32bb
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.
Compare
Choose a tag to compare
release-1.0.26: Risk result handling, backtesting and tracing enhancements (#276) 
Co-authored-by: Tan, Rachel Wei Swin [GBM Public] <rachelweiswin.tan@ln.email.gs.com>
Assets 2

release-1.0.18: Fix types in target classes fields, support irswaption scale_in_place…

02 Aug 10:26
@rtsscy rtsscy
release-1.0.18
e45dbec
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.
Compare
Choose a tag to compare
release-1.0.18: Fix types in target classes fields, support irswaption scale_in_place… 
… (#274)

Co-authored-by: Tan, Rachel Wei Swin [GMD] <RachelWeiSwin.Tan@ln.email.gs.com>
Assets 2

release-1.0.13

19 Jul 13:43
@DominicCYK DominicCYK
release-1.0.13
70cc2e6
Compare
Choose a tag to compare
release-1.0.13

adding custom deserializer

Assets 2

release-1.0.12

18 Jul 17:50
@rtsscy rtsscy
release-1.0.12
98a29b9
Compare
Choose a tag to compare
release-1.0.12 
Add hedge model object type to delta hedge
Assets 2