Tim Raggatt

Results 4 issues of Tim Raggatt

Configuration of the FX rate resolution strategy was previously exposed via the now pkg-private overload of `calibrate()` by passing a `RatesProvider` explicitly. It would be useful to allow the caller...

Type:Enhancement

Would be useful to add this as a `CurveInterpolator` also.

Type:Enhancement

Sparse matrices may be significantly more memory efficient when handling sparsely populated matrices, however they can be tricky to work with, especially when converting back to their dense form. This...

Type:Enhancement